Algorithmic Crypto Trading

Starting Point

In algorithmic crypto trading, speed is everything — every millisecond of latency can determine profit or loss. Simultaneously, regulatory requirements massively tightened compliance obligations. The client's existing trading infrastructure offered latencies exceeding 200ms and had no integrated compliance mechanisms. In a market where high-frequency traders operate with latencies below 10ms, this was an existential competitive problem.

Our Solution

We developed a low-latency trading engine with an integrated compliance layer. The engine uses kernel bypass technologies (DPDK), custom memory allocators, and lock-free data structures for maximum performance. The compliance layer checks every order in real-time against configurable rule sets — position limits, wash trading detection, market manipulation protection — without significantly increasing latency. A separate risk management system monitors portfolio risks in real-time.

Results & Impact

End-to-end latency is below 50 milliseconds — a 75% reduction from the initial state. 100% compliance with all relevant regulatory requirements (MiCA, MiFID II). The platform processes over 50,000 orders per second with guaranteed auditability of every single transaction. The risk management system has recorded zero unintended exposure breaches since launch.