Gaurav Warise

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Algo-Trading (Crypto)

Developed a low-latency, multi-component trading system integrating Deribit’s FIX 4.4 API and FIX Protocol using Python. The system supports market data feeds, order management, and internal routing via MQTT, Redis, and WebSocket. Designed for extensibility and speed, it’s optimized for high-frequency trading and automated bot infrastructure.

Algo-Trading Image
Algo-Trading Image

Technologies Used

PythonFIX 4.4MQTTRedisWebSocketMultithreadingSignal HandlingLow-latency ArchitectureHFT InfrastructureSharedArray

Overview

  • Developed a low-latency, multi-component trading system integrating Deribit’s FIX 4.4 API and FIX Protocol using Python.
  • The system supports market data feeds, order management, and internal routing via MQTT, Redis, and WebSocket.
  • Engineered for extensibility and speed, it’s optimized for high-frequency trading and scalable automated trading bots.

Features

  • FIX Protocol (FIX 4.4) for market/order message handling.
  • MQTT used for internal order routing and event messaging.
  • Redis stores and serves contract metadata for real-time operations.
  • WebSocket with SharedArray ensures high-throughput market data feeds.
  • Threaded architecture with POSIX-style signal-based reload and graceful shutdown.
  • Supports market and limit order placement, modification, cancellation, and status tracking.
  • Designed for low-latency execution and extensible token-based subscription management.