Capabilities
Complete end-to-end workflow covering quote override, order matching, risk control, hedging, and on-chain settlement.
Transactions and On-Chain
Prediction Markets (Polymarket integration & on-chain settlement), DEX Market Making (RFQ model: off-chain quoting + on-chain settlement), and BTS Market Making Engine, covering the full stack from quoting, matching, risk control, hedging to on-chain settlement.
EIP-712 Typed Signatures, Off-Chain Quotes with On-Chain Settlement, Oracles (Chainlink / Pyth / UMA Optimistic), Polygon USDC Settlement & Gas Sponsorship, Unified On-Chain Transaction Status, and Per-Market Shadow Ledger Reconciliation.
Platform and Mid-end
Led a 9-person team to build a distributed microservices platform supporting four business lines: market making, hedging, arbitrage, and asset management. The platform serves a 80+ person business unit, manages 2000+ trading accounts, integrates with 10+ major exchanges, and centrally orchestrates 1000+ cross-language strategy instances.
Performance & Stability
Led the migration of the BTS market-making engine from Python to C++. Reduced latency from 60ms to 8ms at P99, and from 20ms to 4ms at P50. Hot parameter updates were shortened from minute-level restarts to 10ms.
Rule-based Risk Control Platform (configurable business conditions and response actions), pre-trade limits, circuit breaker controls, asset snapshots and audit trails, market data freshness validation with low-liquidity anchor price protection, and toxic flow and adverse selection detection.
Self-built Prometheus + Grafana metrics with tiered alerting (Lark, Email, SMS, Phone), DolphinDB/InfluxDB for time-series risk metrics and real-time computation, and an independent forced liquidation channel decoupled from the business flow.
Business and Governance
Market making quotes, inventory management, net exposure hedging, funding rates, and basis arbitrage; PnL decomposed into quote spread PnL, directional inventory PnL, and hedging cost.
Led the production migration from GCP to AWS with a service-first, data-later rollout strategy; ensured full rollback capability and zero transaction interruptions during cutover. Delivered standard operating procedures (SOPs) for launch transitions, post-incident reviews, and cross-functional collaboration across compliance, risk management, and quantitative trading teams.
How can these capabilities be implemented?
View Project Experience