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Beacon Tech

Beacon Tech is a cutting-edge high-frequency trading system that supports market-making and liquidity-taking strategies. Built with modern C++, it deterministically sequences order book updates into downstream, load-balanced, and lock-free components that manage orders, positions, risk (and more) while emitting orders to exchanges around the world.

Components

  • Exchange Simulator
    • Order Gateway Server
    • Matching Engine
    • Market Data Publisher
  • Feed Handlers
  • Order Book Builder
  • Strategy Engine
  • Order Manager (In Development)
  • Position Manager (Scoping)
  • Risk Manager (Backlog)

System Architecture

External Libraries

  • Market Data
    • Provider: Databento
    • Purpose: Provides low-latency live and historical market data without data loss. Typical normalization is 6.1-microsecond with practically zero data gaps with their FPGA-based capture.
    • Setup: You need an API key to request for data from Databento. Sign up, and you will automatically receive a set of API keys to start with. Each API key is a 32-character string starting with db-, that can be found from the API Key page on your portal.
    • Pricing: Base license fees charged by the venue for live data and passed through directly as-is. Billed in advance each month and not prorated.
    • Getting Started: https://docs.databento.com/getting-started?historical=python&live=python
  • JSON
    • Provider: nlohmann/json
    • Purpose: Parse JSON formatted configuration files (configuration settings will eventually be persisted to a database and loaded into memory at startup)
    • Getting Started: https://github.com/nlohmann/json

Environment Specifications

  • C++: Language version 20 (ISO/IEC 14882:2020)
  • Clang: Apple clang version 14.0.3 (clang-1403.0.22.14.1)
  • CMake: cmake version 3.26.4
  • Ninja: 1.11.1

About Me

I’ve been working in finance since 2008 and building high-frequency trading software since 2019. My primary development
stack consists of C++ and Java in Linux environments.

I am a software engineer with a deep passion for algorithmic trading and have extensive experience in building end-to-end high-frequency trading systems. I have a thorough understanding of the technical challenges and complex market dynamics faced by today's most advanced organizations and, as a result, can have an immediate impact.

My journey in electronic trading began at an algorithmic trading firm, where I developed and optimized high-frequency trading and order management systems for cash equities and equity swaps. This experience gave me a firsthand look at the exciting world of today's markets and led to the creation of Beacon Tech.

In addition to my work in electronic trading, I am a life-long learner who always stays at the cutting edge of new language features, technologies, and market developments. This discipline allows me to distill modern approaches to complex problems that can be used to advance any organizations strategic objectives.

Through Beacon Tech, I hope to showcase my skill set by building a production quality system.

Contact Info

For any recruiters interested in connecting, please use my LinkedIn profile. LinkedIn

License

This project maintains a closed source license - see the LICENSE file for details.