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Fintech & Algorithmic Trading

Sub-100ms Algorithmic Trading Systems & WebSocket Order Engines

We engineer production-grade execution backends, dynamic option chains, and real-time tick ingestion pipelines with zero front-end thread blocking.

Enterprise Architectural Philosophy

Standard web architectures collapse under high market volatility. We engineer custom trading engines that process thousands of ticks per second, calculate real-time Greeks, and simulate complex multi-leg option strategies with sub-millisecond precision.

Core Engineering Capabilities

Sub-100ms WebSocket Feeds

Multi-broker socket pools with automatic heartbeat failover and binary tick normalization.

Real-Time Option Chain Greeks

Vectorized multi-threaded calculation of Delta, Gamma, Theta, Vega, and IV without UI lag.

Historical Backtesting Engines

Parallel simulation workers stress-testing multi-year minute-candle datasets under dynamic slippage models.

Broker API Integrations

Turnkey connector gateways for Delta Exchange, Kotak Neo, Angel One, Interactive Brokers, and Alpaca.

Production Risks We Eliminate

Eliminated rate-limit throttling through distributed token bucket algorithms.
Prevented slippage losses via sub-second simulated order execution.
Protected 99.99% system uptime through automated redundant socket failovers.

Supported Technical Stack

Node.js React.js / WebGL WebSockets Redis PostgreSQL Docker Time-Series DB
🟢 Direct Founder Engineering

Book a Technical Discovery Session

Discuss your product specs directly with lead software architect Nikhil Gupta. Zero sales reps.

Related Production Proof:
Bazaar Sync Trading Engine →
Book 30-Min Discovery Submit RFC / Specs