Rust market-data & execution-analysis system across Solana, Ethereum, and Base DEX venues. Normalizes every venue into one MarketEvent schema behind a lock-free hot/warm split, with per-stage p50/p99/p999 latency telemetry measured on the running instance.
Low-latency local order book for Binance Spot — combines a REST snapshot with the diff-depth WebSocket stream to maintain a provably correct real-time book on a core-pinned, lock-free hot path, with a live per-symbol health dashboard.
C++20 stochastic-volatility pricing & risk platform — Heston FFT calibration with AAD-accelerated Greeks, American Monte Carlo, a portfolio scenario engine, and live L2 ingest, every number validated against QuantLib across 225 tests.