BLACKALGO

A real-time algorithmic trading platform where market data, strategy signals and positions had to remain live and consistent through volatile trading sessions.

On a trading platform, stale state is worse than no state. The system had to deliver overlapping streams of live market data to many connected users while keeping latency predictable when volatility increased both message volume and traffic at the same time.

Real-time software changes the meaning of working. It isn't enough for the interface to eventually become correct; every connected client has to stay consistent while the underlying market continues moving.