TECHNICAL CHALLENGE
TRV Quantitative Trading-System Challenge
An event-driven trading-system challenge with Taker, Quoter, and Hedger services, risk controls, and ledger reconciliation.
Project context
Problem and constraints
- Coordinate event-driven Taker, Quoter, and Hedger services against a simulated exchange.
- Make market and execution processing observable while managing exposure and reconciling the ledger.
Personal contribution
- Implemented and diagnosed Python and Java services for the technical challenge.
- Worked across exchange integration, risk controls, PnL attribution, and ledger reconciliation.
- Ran bounded service smoke checks and cleanup.
Architecture and workflow
- NATS connects event-driven Taker, Quoter, and Hedger services with simulated-exchange integration.
- Risk controls and ledger reconciliation provide explicit boundaries around execution state.
Implementation decisions
- Use NATS for event-driven service communication.
- Use Docker Compose for a bounded multi-service environment.
- Keep risk controls and reconciliation explicit instead of inferring correctness from an attempted run.
Technology map
Services
Messaging & composition
Verification and evidence
- 138 automated tests.
- Clean linux/amd64 builds.
- Bounded six-service smoke testing and verified cleanup.
- 138 automated tests were recorded.
- linux/amd64 builds were clean.
- A bounded six-service smoke test and cleanup were verified.
Limitations and unfinished work
- The profitability criterion was not proven to pass.
- The evidence supports bounded challenge validation rather than production trading performance.
Lessons and next steps
- Event-driven systems need reconciliation alongside service-level tests.
- Operational cleanup is part of trustworthy technical validation.