Architected for algorithmic traders and option desk operators who need zero frame drops during peak market volatility.
Standard broker REST APIs throttle under high frequency. Algorithmic traders faced severe lag, frozen option chains during RBI/Fed policy announcements, and inaccurate slippage estimates in backtesting. The platform needed true bidirectional WebSocket pipes, sub-100ms tick normalization, and zero memory leaks in the browser canvas.
Engineered a multi-threaded Node.js & WebSocket gateway that aggregates feeds from Delta Exchange, Kotak Neo, and Angel One SmartAPI. Implemented an in-memory ring buffer for tick normalization, a high-frequency backtesting worker thread pool, and an optimized WebGL/Canvas rendering pipeline that prevents front-end thread blocking.
Unified tick normalization layer bridging REST and binary WebSocket sockets with automatic reconnect.
Redis/Ring-Buffer cache tracking dynamic Greeks (Delta, Gamma, Vega) and real-time open interest (OI).
Parallel simulation workers calculating drawdown, Sharpe ratio, and slippage across 5-year historical 1-minute candle datasets.
60 FPS Canvas chart rendering ensuring UI never freezes when 500+ ticks/sec flood during expiry hours.