Market Making Engine

Automated market maker. Custom order management, latency optimization, real-time risk engine. Largest by volume on the platform.

RustC++Kernel BypassFIX ProtocolRisk Engine

THE PROBLEM

A prediction market needed a liquidity provider that could continuously quote both sides of thousands of markets simultaneously, adjusting prices in real-time as new information arrived.

OUR APPROACH

We built a low-latency execution engine in Rust with lock-free data structures and kernel-bypass networking. The order management system handles inventory risk across correlated markets, with a custom pricing model that adapts to volatility regimes.

TECHNICAL DEPTH

01Lock-free concurrent order book with cache-line-aligned entries

02Custom FIX protocol adapter for exchange connectivity

03Real-time Greek calculation across correlated positions

04Inventory-aware pricing with configurable risk limits

05Hot-path optimized to sub-100us tick-to-trade

OUTCOME

Became the largest market maker on the platform by volume. Sustained continuous quoting across thousands of concurrent markets.

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