Web App: Crypto Exchange Arb & Market Making

Objective


A start-up crypto trading firm came to us with the challenge of building out their strategies and trading plans for executing exchange arbitrage trades and making markets in cryptocurrencies. Along with the need for building a high-performance application, our client needed assistance formalizing the quantitative logic to price orders successfully and execute low latency orders updates reliably.

Client: Start-up Crypto Trading Firm

Solution


Our team consulted with the client to devise a more detailed strategy logic, for which we then wrote entire code. We built the entire application back-end and WebSocket APIs for supported exchanges (Bittrex Coinbase, Gemini, and Kraken). Along with all back-end work, our team completed a UX agile development process to assure our client could successfully navigate the application, then we built those UI elements.

Project Implementation


  • Low-latency, millisecond order updating automation capabilities.
  • Windows based client-server solution, with all features optimized for performance and system reliability.
  • Trade strategy optimization, dynamically adjusting orders for varying exchange fees, risk management with quick manual UI override functions.
  • Application built with scalability in mind to allow for integration for new crypto exchange API connections.

Technologies Used