CEO @ Marketmaker.cc | CTO @ Cmdop.com

Eugen
Soloviov

Fullstack · DevOps · Algotrading Developer

Building algorithmic trading platforms, HFT infrastructure, and AI-powered developer tools. Trading since 2011.

20+
Years in dev
15+
Years trading
650+
GitHub stars
450+
GitHub repos

01. about

Who I am

I'm CEO of Marketmaker.cc (an algorithmic trading platform) and CTO of Cmdop.com.

I've been interested in cryptocurrencies and stock markets since 2011. Started with manual trading, gradually automated everything, and now focus on building HFT infrastructure and algorithmic trading platforms.

Full-stack developer with deep expertise in TypeScript/JavaScript, Python, Go. Based in Moscow.

Current focus

HFT Infrastructure

Building ZigBolt — a Zig-based messaging system targeting <100ns IPC latency, 50M+ msg/sec

📊

Algorithmic Trading

Marketmaker.cc — scalping terminal + backtesting engine for multi-timeframe strategies

🤖

AI Tooling

SDKRouter for 300+ AI models, DjangoCFG with Pydantic AI agents, Cmdop remote management

📡

Market Data

StockAPIs.com — crypto market data from 100+ exchanges, <100ms latency

02. algotrading

Trading Engineering & HFT

Deep expertise in building low-latency execution systems, high-fidelity backtesting engines, and automated listing monitors across multiple programming languages.

Backtesting

Backtesting Engine

PythonZigOptuna
  • Developed a tick-sim engine that matches live bot behavior minute-by-minute, eliminating backtest-to-live drift.
  • Implemented Genetic Optimization using Optuna (TPE, CMA-ES) for parallel parameter searching across 50+ threads.
  • Engineered a distributed compute cluster (3 nodes) with an in-memory cache, accelerating backtests by 26x.
  • Added support for 22 candle building methods including Renko, Range, and Tick/Volume Imbalance bars.

Listings

Event-Driven Execution

RustZiggRPC
  • Built ultra-fast listing monitors in Rust and Zig, detecting new pairs via API and market-diff detection.
  • Developed low-latency, event-driven execution pipelines to automatically trade on high-volatility events.

HFT

High-Frequency Trading

GolangRustC++
  • Frontrunning Algorithms: Developed low-latency orderbook analyzers processing L1 (10ms) and L50 (20ms) streams simultaneously to hunt manipulator orders via adaptive deviation reduction.
  • Market Making & Scalping: Implemented models like Avellaneda-Stoikov and high-performance FIX protocol scalpers.
  • Execution Optimization: Optimized execution paths using fasthttp and custom gRPC adapters, achieving order placement in 3-7ms.

Arbitrage Systems

Multi-Market Exploitation

GoPythonNext.js
  • Inter-exchange & Pair: Connected to 30+ exchanges. Built spot/futures arbitrage with two-stage correlation divergence approach and advanced limit-order management.
  • Kimchi Premium: Developed a real-time monitoring and trading platform for Korean exchanges (Upbit) using a Go backend and Next.js dashboard.
  • Prediction Markets: Built Polymarket bots for arbitrage and copy-trading, exploiting event-driven inefficiencies.
  • Statistical Arbitrage: Researched and implemented stat-arb models on pseudographs (including the Bellman-Ford algorithm).

Portfolio Optimization

Quantitative Modeling

PythonSciPyMath
  • Hierarchical Risk Parity (HRP): Implemented HRP using hierarchical clustering (dendrograms) and covariance matrices to allocate risk optimally.
  • Risk Management: Integrated Hull-White CVaR correction to scale returns based on current volatility, dynamically converting risky assets to cash.
  • Modern Portfolio Theory: Applied mean-variance optimization and efficient frontier modeling for crypto portfolios.
  • Automated Balancers: Built a production Tinkoff ETF balancer bot for automated, rule-based portfolio rebalancing.

03. tech stack

Technologies I use

Languages

TypeScript JavaScript Python Go

Languages (basics)

Swift Zig Rust Lua C++ C# Kotlin Haskell

Databases

PostgreSQL QuestDB Redis MongoDB DuckDB Parquet Tarantool MySQL SQLite ClickHouse Apache Kafka Hasura

API & Protocols

GraphQL gRPC REST WebSocket FIX Protocol

Frontend

React Vue Svelte Angular SwiftUI UIKit Apache ECharts React Stockcharts

Cross-platform

Electron Ionic Capacitor

Exchange APIs

CCXT Binance Bybit GateIO MEXC Bitget Tinkoff Invest

DevOps & Infra

Docker Docker Compose Docker Swarm Kubernetes containerd CRI-O Nginx Apache Traefik Istio Ingress Gateway API Dokploy Terraform Argo CD Pulumi Prometheus Grafana

05. projects

What I'm building

Across my own products, open-source tools, and HFT infrastructure research.

Trading

ZigBolt

active

High-performance messaging system in Zig — competitor to Aeron. Target: IPC RTT <100ns, 50M+ msg/sec.

Zig HFT IPC

trading-ipc-bench

active

IPC benchmarks for algorithmic trading: shared memory, Unix sockets, NNG, ZeroMQ, gRPC, Aeron — p50/p95/p99 latency.

Go C++ Benchmarks

bingx-leverages

active

Python library for reverse-engineering BingX leverage tiers API.

Python BingX

StockAPIs.com

wip

Crypto market data from 100+ exchanges, <100ms latency. AI agents for portfolio management and autonomous trading.

Python QuestDB Parquet Redis

Profitmaker.cc

wip

Open-source trading terminal (frontend + backend) for self-hosting, expandable with modules.

TypeScript React

Trender

wip

High-performance tick-sim backtesting engine with Genetic Optimization (Optuna). Features 1s drill-down, distributed cluster (50+ threads), and 22+ candle building methods.

Python Zig DuckDB Numba

PolyTracker

concept

Polymarket analytics with copy-trading, insider detection, and arbitrage scanner.

TypeScript Python

Avellaneda-Stoikov

paused

Implementation of the Avellaneda-Stoikov HFT market making model. Includes multiple versions and TigerBeetle integration.

Python HFT Market Making

Frontrunner

paused

Bybit HFT bot — L1/L50 orderbook analysis, adaptive deviation reduction, and hot connection warming. Order placement in 3–7ms.

Go Rust fasthttp HFT

simple-fast-fix-scalper

paused

High-performance FIX protocol scalper in C++.

C++ FIX Protocol HFT

vector-arbitrage

paused

C++ vector arbitrage system for crypto exchanges.

C++ Arbitrage

solana-arbitrage

paused

Arbitrage bot for Solana in Rust.

Rust Solana Arbitrage

Listing Monitor

paused

Event-driven monitors for Upbit/Bithumb listings. Sub-100ms signal extraction from Telegram via gRPC. Optimized in Rust and Zig.

Rust Zig gRPC Listing

Binance Listing Rocket

paused

Automated trading on Binance listing events.

Python Listing Binance

Calculate Listing Profit

paused

Downloads trade data around listing events, builds candlestick data, provides detailed profit scenario analysis.

Python Analytics

Markowitz Portfolio

paused

Practical Modern Portfolio Theory for crypto portfolios — mean-variance optimization, efficient frontier.

Python Portfolio

copytrader

paused

Copy trading platform for crypto exchanges.

TypeScript gRPC

Pair Arbitrage (Binance)

paused

Spot/futures pair arbitrage on Binance — metrics, signals, and bots for detecting correlation divergence.

Python Binance Arbitrage

deep-profitmaker

paused

Trading architecture on pseudographs using Deep.Foundation.

TypeScript Deep.Foundation

Tinkoff ETF Balancer Bot

paused

Open-source bot for automatic ETF portfolio rebalancing via Tinkoff Invest API.

Python Tinkoff

candle-trade-visualizer

paused

OHLCV candlestick chart visualizer for trading data.

TypeScript Charts

benchmarks-trading

paused

Order placement latency benchmarks across exchanges after connection warming — ping, keep-alive, p50/p95/p99.

Go Benchmarks HFT

market-manipulator-detection

paused

Rust library for detecting market manipulation patterns.

Rust Analytics

candle_aggregator_benchmark

paused

Rust OHLCV candle aggregator, batch aggregator, and generator with benchmarks.

Rust OHLCV

hyperliquid-c

paused

C adapter/SDK for Hyperliquid exchange API.

C HFT Hyperliquid

AI

Pet Projects

Contract & Freelance

Graveyard

Publications