work, to me.

work, to me, is the compounding kind: the sort that buys optionality later. I build things that sit close to the metal and close to the market: feed handlers, order books, risk engines, the plumbing that moves bytes at nanosecond budgets. mostly on data engineering and trading infra.

• ridge terminal — SOTA data terminal for indian capital markets. includes: FII/DII sectoral data, monthly portfolios of mutual funds, historical index data including TRI.
• dataspear — convert any SQL on any supported DB to a fully query parametrised REST API with RBAC and auth.
• orderbench — benchmarking suite comparing order book implementations across insertion, cancellation, and match latency with live visualizations.
• protodecode — interactive binary protocol explorer for NASDAQ ITCH, CME MDP3, and OPRA with step-by-step visual decodes.
• cachelab — live C++ playground demonstrating cache effects, false sharing, and alignment decisions in market data systems.
• feedforge — synthetic tick-by-tick feed generator producing realistic order book events across configurable market regimes.
• obimbalance — research tool visualizing order flow imbalance, spread decomposition, and short-term price impact from tick data.
• replayengine — historical market data replay system with configurable clock and speed for backtesting and feed validation.
• riskengine — real-time pre-trade risk engine enforcing position, notional, and rate limits with live breach and kill-switch dashboards.

more in the pipeline. reach me at sanketh at duck dot com.