Software Engineer - Market Data

You will build the path that receives decodes sequences normalizes timestamps and delivers market data. You will develop feed handlers for exchange blockchain and prediction-market sources and handle gaps reconnects and out-of-order updates. You will optimize latency capture full-depth data for replay and detect data-quality issues before they affect trading.

Responsibilities

• Build exchange blockchain and prediction-market feed handlers
• Sequence data and recover from gaps
• Implement reconnect logic and handle out-of-order updates
• Optimize latency with hardware timestamps NUMA-aware layouts and cache-aware designs
• Capture full-depth data into a historical archive
• Build trusted research replay paths
• Detect stale feeds crossed books sequence anomalies and chain issues
• Monitor prediction-market outcome consistency

Requirements

• Experience building and operating high-throughput low-latency data systems
• Knowledge of sequencing gap recovery backpressure buffering and reconnects
• Deep Rust or modern C++ knowledge
• Linux and networking depth
• Ability to read packet captures and tune systems
• Ability to measure and validate performance improvements
• Fluent English
• No degree or certifications required