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Trading Technology
Automated Market Making System
ClientLiquidity Provider
IndustryCapital Markets
Duration5 months
Team4 engineers
0.5ms
Quote Latency
Ultra-low latency quote updates
₹8Cr
Monthly Revenue
Spread capture from market making
99.9%
Uptime
System availability during market hours
The Challenge
A proprietary trading firm wanted to expand into market making but lacked infrastructure for continuous quoting, inventory management, and real-time risk controls. Manual quoting was too slow for competitive spreads.
Our Solution
Built an automated market making system with dynamic spread calculation, inventory-aware quoting, real-time position limits, and smart hedging algorithms.
Our Approach
1
Designed low-latency quoting engine with sub-millisecond updates
2
Built inventory management with Avellaneda-Stoikov framework
3
Implemented dynamic spread calculation based on volatility and inventory
4
Created real-time risk limits with automatic position flattening
5
Developed P&L attribution by spread capture vs. inventory cost
Technology Stack
C++PythonRedisInfluxDBGrafanaFIX Protocol
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