Celoxica
Software Engineer | Market Access | C++ Python
Market Access (C++/CMake)
- Developed and tested a binary market:
- Texas Stock Exchange ("seed" and "rake" protocols)
- Developed and tested 5 FIX plugins/markets:
- Pragma Polaris FIX: Implemented a hash map for accelerated validation of large tag combinations.
- BofA Instincts X ATS FIX
- Instinet Blockross ATS FIX
- Virtu MatchIt ATS FIX
- Virtu Posit ATS FIX
- CMEFIXP plufin: Developed a solution for sharing party details across multiple plugins instances.
- Trading Logic Enhancements: Developed a solution to resolve routing conflicts in round-robin mode and implement the mechanics of conditional orders.
- Quality Assurance: Corrected multiple issues related to tag handling (tags sent, not sent, incorrect values).
Monitoring Solutions Improvement (C++/Python)
- Order History feature: Designed and enhanced a low-latency script to trace an order history by searching data within very large files.
- Configuration Management: Exposed static routing configuration into shared memory.
- Routing Visualization: Enhanced a tool (script using ZMQ) to display routing configuration.
Installation Project Script (Python)
- Port packaging feature: Implemented port mapping to package a complete installation within a specific range of ports.
- Installation Utility: Developed a multi-install, multi-thread installation process.