Multi-venue arbitrage

Application was connected to 12 exchanges(FIX protocol, Reuters RFA, EBS XML Live) and simultaneously processed all market data in real time to find good trading opportunities, provides full orders management live cycle and some reporting facilities. Application had two parts - execution server(C++) and remote user interface (Java).

Market data normalization and storage

This tool was created to aggregate and normalize market data streamed by EBS and Reuters and then forward it to OneMarketData CEP Engine.

Market Data capturing plant

Project to capture, store and resell market data. Target platform: CME. This is complex project which actively used hardware/software components to provide best services with nanoseconds precision. We had two FPGA cards to capture MD stream from CME and write it to files and also 2 software based gathering utilities which doing the same(for redundancy). During day system create about 200 GB of various data artifacts which processed by schedule or manually and delivered to end customers.

Liquidity Aggregator

Server to aggregate market data from various sources, manage consolidated books internally and allow external customers to trade through FIX API.

Algo trading network

Distributed application to run big amount of simultaneous virtual traders(our own limit was 2 millions) with ability to select best available algo in real time and push it to live execution.

Market making application

CME-based application to process incoming ticks and send Limit orders to corresponding instruments. Components: orders management, risk control, and web-based control panel.

Web-based trading platform

See attached pdf, OWT Trading Platform

TradingTools Framework

SDK to build rapidly build buy-side trading applications. It has embedded orders routing, risk management, and market data processing components.

JSON/RPC API for MT4 Server

Application to provide MetaTraderServer API over the web. JSON/RPC API to manage logins, groups, and symbols.