Design and Development of a High-Load Trading System for CEX

Project Overview: This project focused on the architecture, design, and implementation of a high-performance trading system specifically for centralized exchanges. The system was engineered to process a high volume of transactions with low latency, ensuring reliability, scalability, and robustness in real-time trading environments.

Throughput: Supports up to 10,000 transactions per second (TPS) with sub-millisecond latency.

Centralized Exchange Integration: Seamlessly integrated with centralized exchange infrastructure, including order books, user account management, and API endpoints.

Data Integrity: Ensured real-time synchronization and consistency through fault-tolerant database systems.

Low Latency Matching Engine: Optimized execution engine for high-speed trade matching and order execution.

Scalable Cloud Infrastructure: Designed and deployed using AWS services for elasticity and high availability.

Compute: Amazon EC2 with Auto Scaling for handling trading logic under variable loads.

Load Balancing: AWS Elastic Load Balancer to ensure even traffic distribution across instances.

Database: Amazon RDS (PostgreSQL) for primary storage and Amazon ElastiCache (Redis) for low-latency data retrieval.

Monitoring and Logging: AWS CloudWatch for comprehensive system monitoring, metrics, and alerting.

Messaging System: Amazon SQS for asynchronous communication and task management.

Storage: AWS S3 for secure storage of logs, reports, and backup data.

Networking: AWS VPC with configured security groups to ensure isolated and secure communication between components.

Languages: C++ for high-performance trading logic and backend components; Python for orchestration, scripting, and data analytics.

Frameworks and Tools: Custom-built C++ libraries optimized for low-latency operations, AWS SDK for integrating cloud solutions, and WebSocket for real-time data streams.

Results: Delivered a high-load trading system capable of handling extreme operational demands with consistent performance. The system demonstrated sub-millisecond execution times and was able to scale dynamically to meet the client’s requirements for centralized exchange operations. AWS cloud infrastructure provided resilience and flexibility, ensuring uptime and data integrity even under heavy load.

Complete trading system with an optimized matching engine and support for centralized exchange operations.

Automated deployment pipelines and detailed documentation for system architecture and operational workflows.

Performance benchmarking and scalability testing reports.

This project highlights the use of C++ for high-speed trading algorithms combined with AWS cloud solutions to create a robust, scalable trading system for centralized exchanges.