An end-to-end trading platform covering live market data, price-time-priority matching, Kafka execution flows, position booking and live risk.
▶ Explore the complete platform, submit orders, execute trades and watch positions, valuation, VaR and PnL update.
The platform is composed of five independently built and tested systems:
- market-data retrieves real market quotes and retains the last-good snapshot through transient provider failures.
- orderbook is a Kotlin limit order book and matching engine using scaled-integer prices and single-writer concurrency over an LMAX Disruptor ring buffer. Includes JMH throughput, latency and allocation benchmarks.
- trading-system consumes executions from Kafka, books positions in Oracle, reprices through the risk engine and publishes live position, VaR and PnL updates.
- risk-engine implements Black-Scholes valuation and Greeks in Kotlin, independently cross-validated against OpenGamma Strata.
- trading-desk is a single web entry point over the live order book and trading dashboard.
The components are separately deployed and versioned. trading-system and trading-desk compose the underlying services and libraries rather than duplicating their functionality.
- Citi: building cross-asset front-office risk infrastructure, including risk orchestration, reconciliation and intraday/EOD processing
- Morgan Stanley: front-office pricing and risk for CDS Index Options and Structured Credit
- CMC Markets: low-latency options pricing and FIX connectivity using Chronicle Map off-heap storage
- Blockchain.com: institutional prime brokerage and treasury automation across major cryptocurrency venues
- Goldman Sachs and Credit Suisse: equities booking, securities lending, market risk and reference-data platforms
- portfolio-manager provides authenticated Kotlin clients for Binance and Bitfinex, with venue-specific HMAC signing and a safety-focused withdrawal workflow.
- stocks-analysis-us is a Spring Boot pipeline that builds and ranks a US equity universe from public fundamentals and exports the results to Excel.
- kafka-streams-patterns demonstrates practical Kafka Streams aggregation, joining and state-management patterns.
- sudoku-dancing-links implements and compares Knuth's Algorithm X/Dancing Links and conventional backtracking.
My work emphasises measurable performance, deterministic testing, explicit failure handling and clear architectural trade-offs.
The public repositories include CI, static analysis, coverage enforcement, concurrency stress testing, property-based testing, integration testing and independent correctness validation.
I also use agent-assisted engineering workflows for implementation, testing and review, while validating the resulting behaviour through benchmarks, automated tests and reference implementations.
- Languages: Kotlin, Java, Scala, Python and TypeScript
- Trading and integration: FIX, Kafka, REST and gRPC
- Platforms: OpenShift, AWS, GCP and Docker
- Domains: pricing, risk, trade lifecycle, post-trade, prime brokerage and treasury automation
For professional enquiries, please contact me through LinkedIn.
