Prototype crypto execution engine built by a Kazakh physics student studying market microstructure and orderflow dynamics.
- Live data pull from Binance Futures
- Spread estimation + baseline slippage calculations
- Running early experiments on execution efficiency
- Add real-time orderbook depth snapshots
- Implement imbalance-based quoting logic
- Explore Rust rewrite for lower latency
- Backtesting module using L2 market data
See results.png for the live baseline run.
Mentors who’ve worked in:
- market microstructure
- quant execution
- low-latency trading systems
Open to research bounties or technical internship opportunities.