Technology

Infrastructure built for systematic trading

All trading infrastructure at Westren Capital is developed internally. Proprietary models, execution systems, and risk engines run on a unified stack designed to operate continuously across digital asset markets. Market data, pricing, and execution operate as one system so strategies can respond instantly as order books and liquidity conditions change.

Execution Architecture

Our infrastructure connects directly to multiple exchanges simultaneously. Market data feeds are normalized into a consistent internal format, allowing strategies to operate across venues without exchange-specific logic. Pricing models update continuously as order books move, while the execution layer manages order placement, queue position, and fills in real time.

The Execution Path

Execution Infrastructure

Systems built to process market data streams and manage quoting and execution across multiple venues simultaneously.

L1 Data Ingest

<2μs

Direct fibre to exchange matching engines. Raw PCAP ingestion.

C++FPGASolarflare

void parse_l1_packet(const char* buf, int len) {
  if (len < sizeof(L1Header)) return;
  process_multicast(buf);
}

Hardware Normalisation

~5μs

Market data mapped to internal structures across 40+ venue formats.

RustZero-copy

pub fn normalize(msg: &RawMsg) -> NormalizedBook {
  unsafe { std::ptr::copy_nonoverlapping(...) }
  build_book_state()
}

Pricing & Strategy Core

<15μs

Continuous fair value calculation and volatility surface updates.

C++20SIMDOpenBLAS

inline double calc_fair(const Book* b) {
  __m256d v = _mm256_load_pd(b->prices);
  return _mm256_dp_pd(v, weights, 0xF1);
}

Pre-Trade Sentinel

<1μs

Deterministic risk checks including fat-finger and position limits.

RustLock-free

fn check_risk(order: &Order) -> Result<(), RiskError> {
  if order.qty > MAX_POSITION { return Err(LimitExceeded); }
  Ok(())
}

Order Egress

<5μs

Optimised TCP/IP and WebSocket routing to venue gateways.

TCP BypassC

int send_order(const Order* o) {
  return tcp_send(conn_fd, o, sizeof(Order), MSG_DONTWAIT);
}

Topology

LD4 / NY4 / TY3

Throughput Capacity

1.2M msgs/sec

Packet Loss Ratio

0.000000%

Infrastructure

Execution architecture

Our infrastructure connects to multiple venues simultaneously with direct exchange connections, optimised protocol handling, and sub-millisecond data normalization.

Engineering

Core capabilities

Low-Latency Systems

High speed execution with co-located infrastructure at LD4, London.

High-Performance Computing

Custom-built engines for real-time pricing, risk, and order management.

Research Infrastructure

Backtesting and simulation environments for rapid strategy iteration.

Simulation Environments

Full market replay with tick-level fidelity and configurable latency profiles.

Data Engineering

Real-time ingestion from multiple venues with sub-millisecond normalization.

Market Connectivity

Direct exchange connections with optimised WebSocket and FIX protocol handling.

Who Succeeds Here

Much about the work is ambiguous. That is the point. People who succeed do not wait for assurance. They begin anyway. Clarity, if it comes, arrives late.

Patience is required. But again, not the passive one. The patience that continues looking for answers to the same question and improving on it, even if it does not show its results immediately. Very few have patience for such an attitude. Only a few continue.

Your background does not matter much. What matters is whether you can stay with something long enough without knowing if it will pay off.

If you can find meaning in the process itself, you will do well here.

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