We engineer high-performance software that strengthens how financial markets discover prices and allocate liquidity.
Learn moreFounded in Rotterdam in 2018, bitqist builds the software infrastructure that underpins electronic market making. We operate where microseconds define outcomes and uptime is non-negotiable.
Three pillars of market infrastructure, each engineered for the demands of high-frequency environments.
Ultra-low-latency pipelines for ingesting, normalizing, and distributing real-time market data across venues and asset classes. Built for throughput measured in millions of messages per second.
Quantitative tools for measuring, monitoring, and optimizing liquidity provision. Real-time book analysis, spread decomposition, and fill-rate attribution at tick-level granularity.
Deterministic, fault-tolerant execution systems engineered for consistent performance under load. Order management, risk controls, and connectivity layers that operate at wire speed.
In markets where nanoseconds compound, we eliminate variance at every layer of the stack.
Lock-free data structures, kernel bypass networking, and cache-aware memory layouts. Every allocation is deliberate, every branch is predicted.
Process-level containment with graceful degradation. Component failures are detected in microseconds and isolated before propagation.
Nanosecond-resolution tracing across every critical path. Custom metrics, anomaly detection, and real-time dashboards for operational awareness.
Deterministic compilation, immutable deployments, and automated regression testing against production-recorded market data.
Interested in our work or exploring how we can collaborate on market infrastructure.