Developer - Market Data

Company Overview

Auros is a high-frequency trading firm with operations in the global cryptocurrency market. We operate 24/7/365 and have offices in New York and Hong Kong. Our team comprises world-class talent from 5 continents, focusing on trading digital assets across multiple global locations. As a leading participant in the market, we trade a substantial share of global market turnover by combining systematic approaches with sophisticated pricing models and state-of-the-art execution capabilities.

Responsibilities

This role offers you the opportunity to develop trading systems for cryptocurrencies in the dynamic realm of digital assets. You will collaborate with our experienced trading team to create and maintain systems that execute millions of trades on crypto exchanges worldwide.

Key Responsibilities

• Develop C++ applications that interface with cryptocurrency exchanges and protocols to provide standardized exchange access for our auto trading systems.
• Acquire expertise in 2-3 exchange systems/ cryptocurrency protocols and leverage this knowledge to enhance trading performance or request system enhancements from exchanges.
• Responsible for deploying, monitoring, and managing connectivity solutions for the identified exchanges. Assist in troubleshooting other exchange connectivity issues as needed.
• Optimize applications for microsecond latencies and efficient utilization of messaging bandwidth.
• Contribute to the development of internally created middleware and messaging protocols to enhance reliability, scalability, throughput, and latency.
• Collaborate with traders and strategy developers to analyze logs and develop tools for evaluating execution performance.
• Develop additional trading system infrastructure using Python when necessary.
• Design tools for automating the configuration, deployment, monitoring, and troubleshooting of trading system components.
• Engage with the team on system design discussions, code reviews, trading idea brainstorming, and daily interactions.

Requirements

• 3+ years of experience as a software engineer, proficient in writing clean, scalable, and performant C++ code on Linux systems.
• Familiarity with profiling C++ code using tools like cachegrind, valgrind, or other profiling tools.
• Solid understanding of network programming principles such as UDP, TCP, TLS, and Websockets.
• Bonus if you have developed websocket execution for any of the top 10 cryptocurrency exchanges and can articulate the challenges faced.
• Ability to strike a balance between delivering reliable, testable code and swiftly deploying new features to capitalize on market opportunities.
• Dependable, with a strong commitment to delivering robust software and willingness to provide on-call support for the systems developed.

Highly Preferred Qualifications

• Experience working with high-transaction, latency-optimized distributed systems.
• Proficient in configuring and monitoring Linux machines.
• Familiarity with interprocess messaging utilizing shared memory.
• Knowledge of cloud computing infrastructure, particularly AWS.
• Experience in developing high-performance exchange connectivity software for market making in traditional financial markets.