A real-time trading desk that fans out across 8 exchanges, prices every order book in under 100ms, and clears 2,000+ trades a day against $45M in assets, without a single missed tick.
Eight exchanges, eight wire formats, eight clock skews. The hard part was never reading a feed, it was making them agree. We collapsed every venue into one canonical symbol namespace and a single normalized order book, so the router and the trader see one coherent market instead of eight noisy ones.
Redis carries the hot path. Latest quotes and positions never touch disk on the read side, which is what keeps tick-to-screen under 100ms even when a volatile minute floods the pipeline with depth updates.
Writes can't block the live path, so persistence runs off to the side. Every tick and fill streams into TimescaleDB hypertables, and continuous aggregates pre-roll the candles and PnL series the dashboard needs, heavy history queries stay fast while ingest keeps full fidelity.
On AWS the ingest workers run multi-AZ with automatic reconnection and gap backfill, so a dropped exchange socket self-heals without leaving a hole in the record.
| Component | Technology | Why |
|---|---|---|
| Market data ingest | Node.js + WebSockets | Event-driven I/O handles thousands of concurrent ticks per second with low overhead. |
| Hot state & pub/sub | Redis | Sub-millisecond reads for quotes and positions; fan-out push to every dashboard. |
| Time-series store | TimescaleDB | Hypertables and continuous aggregates make tick history and PnL queries fast at scale. |
| Order routing | Custom Node.js engine | Scores liquidity per venue and splits orders for best execution under risk limits. |
| Infrastructure | AWS | Auto-scaling, multi-AZ failover, and low-latency colocation near exchange endpoints. |
Aggregates depth from 8 exchanges into one normalized, deduped view per pair.
Splits each order across venues to capture the best available fill price.
Per-account exposure and position checks run inline before any order is sent.
Mark-to-market positions and realized PnL update on every fill across all accounts.
Dropped exchange sockets reconnect and backfill gaps automatically with no manual touch.
Full TimescaleDB archive powers backtesting, charting, and audit-grade reporting.
“Eight exchanges, one order book, under 100 milliseconds, the market arrives already agreed-upon.”
The dashboard turns eight fragmented venues into a single low-latency trading surface: quotes normalized in flight, orders routed for best execution, and every position marked to market in real time. Sub-100ms ticks, self-healing feeds, and a tick-level TimescaleDB archive let the desk clear 2,000+ trades a day against $45M in assets with confidence that nothing is dropped, mispriced, or stale. It's the kind of system where the hard engineering, the normalization, the hot-path Redis state, the durable-but-out-of-band persistence, disappears behind a screen that simply always shows the truth of the market.