Sub-Microsecond Cross-Exchange Execution & Liquidity Intelligence
High-frequency quantitative engine engineered in pure Rust. Built for real-time orderbook reconstruction, zero-allocation matching, and deterministic multi-venue liquidity capture.
// Zero heap allocation hot-path matcher (Jemalloc + Linux CPU isolation)
[SPSC_RING] Capacity=4096 Top20Book=[OrderBookLevel; 10] array_cache=warmed
[WS_NORM] BTCUSDT feed synchronized across 10 venues (latency: ~480µs)
[CORRIDOR] Dynamic corridor gate: median_spread=0.0014 q10=0.0011 q90=0.0028
[EXEC_DISPATCH] Zero-RTT Pre-Primed: Leg A (Binance USD-M) & Leg B (Bybit Linear)
// Hybrid Decimal Ledger reconciled: Money::SCALE = 8 drift = 0.00000000
Stack-allocated memory layout with lock-free rings and zero garbage collection spikes.
High-throughput WebSocket streams normalized into high-density memory buffers.
Persistent trade sockets and pre-warmed margin validation (<10ns) before dispatch.
Fixed-scale 8-decimal precision eliminates IEEE-754 rounding errors across all accounts.
Engineered for Deterministic Low Latency
Eliminating operating system jitter, memory allocation delays, and execution drift on high-throughput orderbook feeds.
Lock-Free SPSC Topology
Independent network ingestion and execution actor threads linked via bounded, lock-free ring buffers (HftSpscRing<T, 4096>) with CPU core pinning.
Multi-Tier VWAP Matching
Sub-microsecond matching computes volume-weighted average price across stack-allocated orderbook slices without heap allocations.
Fail-Closed Corridor Gates
Automated corridor bounds (Q10/Q90 quantiles) and EWMA velocity filters reject toxic quote runs. Fast 1-RTT emergency unwinds protect capital.
Core Technology Stack
Industrial-grade low latency components engineered for zero garbage collection and predictable execution.
Memory safety without garbage collection overhead.
Tuned arenas preventing memory fragmentation under load.
Sysctl tuning: rmem_max, busy_poll, taskset CPU pinning.
Zero mutex wait states across core matching rings.
10 Direct Exchange Connectors
Founder & Architecture
Babayka Arbitrage is built by quantitative engineers focused on high-throughput distributed systems and mathematical pricing invariants.
Andrew Neekins
Founder & Lead Systems Architect
Specializing in quantitative market microstructure, lock-free concurrency, and deterministic low-latency execution engines in Rust. Leading the architecture of Babayka's distributed matching pipelines, stack-allocated book caches, and real-time risk telemetry across 10 cryptocurrency derivative venues.
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