Trading Systems
Engineering for market-facing systems, where correctness, latency and an auditable record all matter at once.
Scope of the practice.
Market data handling
Ingesting, normalising and storing market data, with explicit handling for gaps, corrections and out-of-hours behaviour.
Execution and order management
Order routing and lifecycle management, with the failure paths designed at the same time as the happy path.
Risk and pre-trade controls
Position, exposure and order-size limits enforced in the system rather than in a procedure, so a limit holds under pressure.
Monitoring and alerting
Making the state of a running system observable, and making its failures loud enough to act on.
Records and reconciliation
A durable, reviewable record of what the system did and why, reconciled against the venue.
What an engagement usually includes.
- Market data ingestion and storage
- Execution and order management components
- Pre-trade risk and limit enforcement
- Monitoring, alerting and operational runbooks
- Reconciliation and audit records
What this is not.
Trading systems are engineering engagements. Nothing delivered here constitutes trading advice, and no strategy or return is promised.
Every engagement starts with a written scope that states what is included, what is not, and the criteria the work will be accepted against.
Start with a conversation.
A consultation is a scoped conversation about what you need, not a sales call. You will leave it knowing whether this is the right practice for the work.