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Fintech

High-frequency exchange

A fast order-matching engine fed by live liquidity from Binance, Bitfinex and Huobi, built serverless on AWS.

Client
Fintech company, Singapore
Services
Back-end engineering, DevOps, Custom software development
Date
June 2020
High-frequency exchange interface

The challenge

A fintech company needed a high-frequency exchange that could match orders quickly and pull in third-party order books as the market moved. Live liquidity streams from Bitfinex, Binance and Huobi had to feed the local matching engine without slowing it down.

What we built

We integrated the real-time order books from each exchange into the matching engine. Amazon Kinesis carried user orders and trades at high volume, so the engine could match against the combined liquidity feed and execute trades between users.

Order execution ran in separate Lambda functions. The matching engine and order book were written in Java and deployed in Docker containers, with DynamoDB and PostgreSQL underneath, so each part could scale on its own as demand grew.

  • High-frequency exchange trading view