Aurora

— 01 · Challenge

An emerging market-making desk was running on three legacy terminals — none of them speaking the same data model. Latency spiked above 200ms during open auctions, and audit trails were stitched together from CSV exports.

— 02 · Approach

We collapsed the three terminals into a single React-based desk, with a Rust order-routing service behind it. Every input became a typed event, every event was persisted, and the audit log became free as a consequence of how the system was built.

— 03 · Outcome

Order routing now sits comfortably under 50ms p99. The audit team went from three days of CSV reconciliation per close to a single SQL view. The desk took on two new market makers without adding headcount.