The Market Data Feed for Börse Stuttgart is a high-performance, low-latency system that streams real-time market data to trading engines, providing crucial, timely information for high-frequency trading operations.
Key Features
- Real-Time Data Streaming: Live market data, including quotes, trades, and depth.
- Low Latency Processing: Optimized with efficient data handling and concurrency.
- Scalable and Resilient Architecture: Horizontally scalable for high data volumes.
- Data Normalization: Standardizes data from multiple sources for consistency.
Technologies
- Languages: Go (Golang)
- Infrastructure: Docker, Kubernetes, AWS, Gitlab
- Monitoring and Analytics: Prometheus, Grafana for performance monitoring
- Logging and Error Tracking: Sentry for real-time error monitoring and alerting
Challenges and Solutions
Challenge: Achieving ultra-low latency and data accuracy under high loads.
Solution: Implemented optimized data pipelines using Golang’s concurrency model, message routing with gRPC, and scalable microservices to minimize processing delays.
Impact
The implementation of the Market Data Feed significantly improved the speed and reliability of data delivery at Börse Stuttgart, enhancing trading efficiency and decision-making capabilities in high-frequency trading scenarios.
Role and Contributions
As Senior Software Engineer of Trading Engine, I re-architected the market data feed microservice, optimizing performance with Golang's concurrency and channels for efficient reading, reconnection, and order-book management. I collaborated with team to integrate the feed into existing trading systems, ensuring seamless deployment and operation.