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Aditya-A-Thakkar/README.md

Hi, I'm Aditya Thakkar.

Currently building low-latency infrastructure and high-performance trading engines in Rust.

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🚀 Engineering Focus

I specialize in Systems Programming. My work focuses on building deterministic, low-latency engines and async network services that handle high-throughput financial data.

  • Languages: Rust (Tokio, Serde, Tungstenite), C++, Python.
  • Interests: Market Microstructure, Limit Order Books, Compiler Correctness, Async Runtimes.

🛠️ Featured Projects

A multi-threaded market monitor for capturing ephemeral price spreads.

  • Architecture: Zero-blocking async runtime using tokio::mpsc channels.
  • Tech: Connects to Binance and Coinbase via raw WebSockets to normalize heterogeneous order book data in real-time.
  • Metric: Calculates live bid-ask spreads accounting for execution fees and network latency.

A deterministic matching engine built from scratch in Rust.

  • Core Logic: Implements price-time priority matching for Limit, Market, and Cancel orders.
  • Optimization: Utilizes BTreeMap for O(log n) order management and efficient memory layout.
  • Goal: Benchmarking Rust's safety guarantees against traditional C++ HFT implementations.

🧠 Experience & Research

  • WorldQuant BRAIN | Quantitative Research Consultant

    • Gold Level Alpha Creator: Developing high-Sharpe low-turnover predictive signals.
  • CSA Dept, IISc | Systems Research Intern

    • Investigating Rust’s type system and ownership model under Prof. K.V. Raghavan.
    • Working on compiler correctness benchmarks and lambda calculus foundations.

⚡ Technical Arsenal

Rust Python C++ Linux Docker Postgres

Pinned Loading

  1. Rust-Basics Rust-Basics Public

    Chapter-wise rust binaries from the Rust Book to understand the Rust programming language.

    Rust 1

  2. IISc-Software-iGEM/bept IISc-Software-iGEM/bept Public

    Bept - Beginner friendly Electrostatics for Protein analysis Tool, made by IISc-Software Team 2024

    Python 6 10

  3. crypto-arb-tui crypto-arb-tui Public

    Rust

  4. lob-rs lob-rs Public

    A Rust-based Limit Order Book, benchmarked against industry standards. Built to show that "Speed vs. Safety" is no longer a debate; both can exist simultaneously.

    Rust