NSE OMS C Development
Publicada el 2026-07-20
Descripción de la oferta
I am upgrading an in-house Order Management System written entirely in C so that it talks directly to the National Stock Exchange. The scope is focused on three core capabilities: • Order routing that can push and cancel orders at millisecond latency • A pre-trade risk layer (position checks, quantity / value limits, fat-finger filters) that sits in the same process for minimum hop time • A real-time market-data feed handler that keeps my books and quotes in sync with the exchange The platform must cover both equity and derivatives segments of NSE and accept market and limit instructions, including everything we typically route through the FO segment. You may reuse clean, well-documented modules you already have, but the final build has to compile cleanly with gcc/clang on a modern Linux distro and expose a simple C API so I can plug it into the rest of my stack. Deliverables 1. Fully-commented C source, makefile, and any external dependency list 2. Connection and message-flow documentation covering login, heartbeat, order/new-cancel/replace, and market-data snapshots & updates 3. A small test harness that simulates equity and derivative order flow, showing risk checks being applied and acknowledgements round-tripping 4. Read-me with step-by-step build, deployment, and configuration instructions Acceptance criteria • Compiles with no warnings under ‑Wall ‑Wextra • Maintains sub-millisecond latency (benchmarked in the test harness) • All documented risk rules block invalid orders while valid ones succeed • Simulated trades and market data stay consistent across reconnects If you have previous NSE, FIX, or multicast feed experience, highlight it when you respond. I’m happy to break the assignment into milestones (connectivity, risk, then market data) once we agree on a timeline.
Skills
Fuente original: freelancer