Contact person: Business Client

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Location: pune, India

Budget: Recommended by industry experts

Time to start: As soon as possible

Project description:
"I need an expert C++/C#engineer to craft a lean, low-latency trading core that prioritises market-order execution speed. The immediate goal is a compact yet production-ready prototype that can:

• Receive market data through FIX (or a comparable feed) and maintain an in-memory order book.
• Accept market-order requests, route them with sub-millisecond round-trip latency, and confirm fills.
• Run safely under extreme message bursts by leveraging lock-free queues, tight memory layouts, and careful cache use.
• Expose a minimal C#/.NET wrapper so my existing middle-office tools can drive the engine.

Deep understanding of concurrency, memory management, and cross-platform nuances is critical because every microsecond counts. I will work closely with you and our Quant desk to profile, tune, and validate performance against live exchange simulators. Future phases may extend to limit or stop orders, but for now the deliverable is a focused market-order path that proves its speed in a controlled benchmark environment." (client-provided description)