Ultra-low-latency algorithmic trading engine built for speed, volume, and results.
Project Overview
A proprietary trading firm specializing in foreign exchange (FX) markets approached Kelectron Technologies to build a high-frequency trading (HFT) engine capable of handling millions of trades per day across multiple currency pairs. The goal was maximum execution speed, smart order routing, and stable cloud performance.
Problem Statement
- The client’s legacy system had latency bottlenecks, averaging 80–100µs per trade.
- Missed arbitrage and slippage were eating into daily profits.
- Needed to execute in <10µs latency for certain currency pairs.
- Required multi-threaded architecture with support for concurrent FX pair trading.
Our Solution:
Kelectron designed and delivered a hybrid HFT engine optimized for extreme speed and cloud-based deployment:
| Layer | Stack |
|---|---|
| Core Engine | C-based multi-threaded execution core |
| Strategy Layer | Python layer for dynamic signal logic and position sizing |
| Broker API Integration | FIX protocol + WebSocket + REST integration for major FX brokers |
| Deployment | Bare-metal cloud instance (NVMe, Intel Xeon, 10GbE) with auto-failover |
| Monitoring | Custom dashboard with real-time metrics, error logs, and performance graphs |
Key Innovations
- Latency Achieved: < 5µs per order execution in production under normal load
- Smart Order Routing: Dynamically routes to best liquidity provider using live spread feed
- Auto-Rebalancing: Maintains exposure across pairs using real-time hedging logic
- Failover Mode: Bot shifts to mirror server if heartbeat lost from main engine
- Modular Strategy Engine: Traders can update logic on the fly in Python without touching C-core
Results & ROI
- ROI increased by 8% within three months due to reduced latency and smart routing
- Zero downtime in 90 days of live trading
- 25% improvement in trade execution consistency
- Enabled firm to add 2 new FX pairs with minimal infrastructure changes
Technologies Used
- Languages: C (core engine), Python (strategy layer)
- Protocols: FIX, WebSocket, REST
- Infrastructure: Bare-metal cloud (NVMe SSD, Xeon, 10GbE NIC)
- Monitoring: Prometheus + Grafana (customized)
- Concurrency: POSIX threads, ZeroMQ