Fintech · Custom software · 2025
Sub-100ms from price change to executed trade
A production algorithmic trading platform executing against Interactive Brokers and eToro, architected for sub-100ms signal-to-execution latency.
<100ms
price change to order execution
2+ yrs
in continuous production
2
brokers behind one execution layer
What it meant
Traders deploy a strategy in one click and it runs against live brokers, with the whole cross-broker portfolio in one place.
The challenge
Automated trading is a latency problem wrapped in a correctness problem. A signal is worth nothing if execution arrives late, and worth less than nothing if it executes twice. The platform had to detect a price change, evaluate the strategy, and place the order against external broker APIs inside a budget measured in tens of milliseconds - continuously, in production, with real money.
Our approach
We architected the platform around a messaging core that keeps the hot path clear of anything that can block it, with broker integrations to Interactive Brokers and eToro behind a common execution boundary so strategies do not care where an order lands. Strategy deployment is one click, and positions across brokers are reconciled into a single portfolio view. It has been in continuous production development for over two years with a four-person engineering team.
Tech stack
- .NET
- Blazor
- RabbitMQ
- Interactive Brokers API
- eToro API
Client profile
Private algorithmic trading platform
Client named on request, with their consent.
Want a result like this?
Tell us the problem - we’ll tell you, plainly, how we’d get there.