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Low Latency Feeds Integration with Timebase

High-performance market data feed handlers with TimeBase time-series storage. Real-time normalisation, sub-microsecond timestamping, and unified L1/L2/trade streams from multiple exchanges — built on battle-tested Java infrastructure.

Exchange Feed Integration & TimeBase Infrastructure

How It Works

Our exchange integration platform connects to multiple cryptocurrency exchanges simultaneously, normalising heterogeneous data feeds into a unified, time-series stream. Built on TimeBase, our architecture handles millions of market data events per second with sub-microsecond precision.

Market Data Feeds

Connect to exchanges via WebSocket, FIX protocol, REST APIs, and multicast UDP. Each feed handler is optimised for the specific exchange protocol, minimising serialisation overhead and network latency.

  • WebSocket / FIX protocol support
  • REST API polling with adaptive intervals
  • Multicast UDP for exchange co-location
  • Automatic reconnection and failover

Feed Handler

The central feed handler normalises raw exchange data into a canonical format, applying timestamp synchronisation, deduplication, and quality checks before routing to downstream consumers.

  • Protocol-agnostic normalisation
  • Nanosecond-precision timestamping
  • Message deduplication and ordering
  • Configurable routing rules

TimeBase Storage

All normalised market data flows into TimeBase, a high-performance time-series database purpose-built for financial data. Supports L1/L2 order book snapshots, trade feeds, and custom instrument streams.

  • Time-series optimised storage
  • L1 / L2 / Trade stream support
  • QQL query language for analytics
  • Historical replay for backtesting

Infrastructure

Production-grade deployment with Docker and Kubernetes orchestration, Grafana-based monitoring with real-time alerting, and built-in high-availability through data replication and automatic failover.

  • Docker / Kubernetes deployment
  • Grafana monitoring and alerts
  • HA replication and failover
  • Zero-downtime rolling updates

Ready to Integrate?

Let's discuss your feeds integration requirements.

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