HFT Architecture builds short-horizon price prediction and the trading system around it. A prediction is worth something only if the system acts on it in time. This role builds the part that carries data in and orders out. It is fully remote: you can work from anywhere in the world.
What you will do
- Write market-data connectors: an exchange's feed in, a correct order book out, with its gaps and resets handled and counted.
- Build and measure the hot path, from a market event to an order at the venue.
- Build the slow path beside it: control, oversight and replay. It watches the hot path and has no say in what it does.
- Record everything needed to replay a day exactly, so research and production argue about the same data.
- Measure latency where it happens, and say what the number does and does not include.
What you need
- Backend systems you built and ran in production, where being late or being wrong had a cost.
- A systems language you know well, and the habit of measuring before optimising.
- Network programming: sockets, WebSocket and REST feeds, reconnects, sequence gaps, clocks that disagree.
- Concurrency you can reason about, and tests for the failure cases.
- Linux, and a way of finding out where the time went.
Good to have
- Exchange connectivity, crypto or traditional venues.
- Order-book reconstruction from incremental feeds.
- Latency work measured in microseconds or milliseconds, with the method written down.
Read before you apply
One article is about what a millisecond is worth and what it is not: Latency Arbitrage Won 30 Days of 30 and Lost to Fees. The application form asks you to say, in one sentence, what one of our articles is about.
How we hire
- You apply on this page, with a link to your work.
- A technical conversation about a system you built.
- One practical task close to the work, small enough to finish in an evening.
- A decision, with the reason.