Alexandru Tentes
C++ software engineer, market data and feed handlers
about
C++ engineer with nearly four years on a single market data team, building and maintaining feed handlers across more than 60 production venues. FIX pipelines on the OnixS engine, order book components, and venue integrations taken end to end from design through certification to production rollout, covering FX, futures, forwards, gilts, bonds, swaps and options.
The Gemini feed handler below is a personal project. It has three interchangeable ways of handing data between the producer and consumer threads (mutex, atomic load/store and a wait-free queue) with enough instrumentation to measure what each one costs. Alongside it I have been learning systems programming: tracing a binary from load through execution, and profiling with perf, strace and a Prometheus and Grafana pipeline to find and fix slow paths. That part is active exploration rather than settled ground.
I enjoy the work that often goes unnoticed: failover logic, sequence number recovery, and the edge cases that only show up under load. Outside that, I write small C++ and Python tools, tinker with game engine components, and read about market microstructure.
stack
- languages
- C++ (11/14/17), Python, Bash
- market data
- FIX (TCP), OnixS FIX engine, feed handler development, order book construction, venue onboarding and certification, WebSocket, REST
- concurrency
- multithreading, atomics, mutex and lock-free and wait-free SPSC coordination, cache line alignment, CPU pinning
- profiling
- perf, strace, GDB, core dumps, shared-memory instrumentation, Prometheus, Grafana
- tools
- Boost, STL, Linux (RHEL, Ubuntu, Asahi), Git, CI/CD
projects
A C++17 feed handler for the Gemini market data feed, with three swappable concurrency strategies on the order book hot path and a shared-memory latency pipeline feeding Prometheus and Grafana.
A Python GUI tool that scrapes Warframe Market's API, normalises listings across regions, and surfaces arbitrage opportunities with desktop notifications.