Fixed-income order routing and market data

An order-routing and market-data system for a U.S. capital-markets client, connecting an internal order-management platform to an external trading venue. Orders and cancels flow out over FIX 4.4, execution reports and fills flow back, and every message is persisted with a full audit trail across the order, execution, and trade lifecycle.

I was the primary contributor to the order-routing core, more than 80% of its commits, across both language stacks: a C# Azure Functions service bridging orders into FIX and on to Service Bus, and a C++ service on Azure Container Apps that owns the FIX session itself. I also authored the platform's architecture and deployment documentation. In pre-launch load testing, the platform handled 260M+ daily market-data updates across 325K+ securities at 15K+ messages per second, with 9 to 10ms latency.

I started on this one as an intern, and it is the reason I was converted to full-time within four months.