Latency Reduction in High-Frequency Trading
Re-architecting a legacy monolithic trading engine to support microsecond execution times during extreme market volatility.
The Challenge
The client's on-premise trade matching engine was experiencing severe backlogs during opening market hours, leading to slipped executions and substantial financial risk.
The Solution
ADI UPTECH led a migration to a hybrid cloud architecture. We implemented an event-driven microservices pattern using Kafka, decoupling trade ingestion from asynchronous downstream processing. Critical matching algorithms were rewritten in Rust for deterministic memory management.