High-Frequency NSE Algo Terminal

I need a purpose-built terminal that lets me deploy and manage high-frequency trading strategies on the NSE. The focus is tight latency, rock-solid stability, and a workflow that stays entirely in my control—from market data ingestion to live order routing and historical back-testing.

Here is what the finished product must do for me:

• Real-time data feed
Pull tick-by-tick market data from NSE with the lowest possible latency. FIX, WebSocket, or any other fast protocol is fine as long as subscription and reconnection logic are resilient.

• Automated order execution
Once my strategy generates signals, the terminal must fire orders automatically, handle partial fills, rejections, and modify or cancel them in microseconds. Smart throttling to respect NSE rate limits is essential.

• Backtesting capabilities
I want to replay historical NSE data inside the same interface, run my HFT logic against it, and view metrics—P&L curves, slippage, latency distribution—before moving the code to live mode.

Key points
– Written in a performant language (C++, Rust, or low-latency Python stack with async/numba) and structured so I can extend it.
– Modular architecture so additional exchanges like BSE or MCX can be plugged in later without a full rewrite.
– Clean UI/CLI for strategy selection, parameter tweaks, and live monitoring.
– Source code, deployment scripts, and concise documentation are part of the final hand-off.

If you have a proven track record in HFT infrastructure on Indian markets, I’m ready to discuss architecture choices and set milestones immediately.