Kolkata, West Bengal, India
Summary
Developed high-performance trading systems and tools, specializing in market data processing, latency reduction, and real-time analytics for high-frequency trading.
Highlights
Engineered a high-throughput market data replayer, enhancing strategy iteration speed by 2x and accelerating backtesting workflows for trade and order book streams.
Integrated OpenTelemetry into a BitKub-Binance Triangular Arbitrage system, reducing latency analysis time by 45% through advanced Grafana dashboards and Jaeger traces.
Developed a real-time StreamChecker for BitKub/Binance depth, trade, and ticker streams, decreasing arbitrage misses by 30% by precisely logging inactive coins.
Implemented a centralized Spread TCP Server utilizing RocksDB, cutting latency by 70% and enabling efficient data sharing across multiple concurrent Triarb instances.
Designed VolumeWiseCoinFilters to scan CoinDCX's high trade volumes, extracting top 10% high-activity coins and accelerating strategy decisions by 80%.
Created a USDT Margin Matrix dashboard using TypeScript and shaden/ui, achieving 50% faster rendering and comprehensive full test coverage with Vitest.
Embedded structured logging in GMCKS-CRM using Pino and Moment.js, reducing debugging time by 70% and ensuring capture of all API anomalies.