Market-making order path
OKX · 2024–2026
I was a market-making developer on OKX's crypto market-making team. I built the Java path from gateway to strategy to order for 3 trading desks, and I owned 24/7 incident diagnosis: CPU and memory spikes, PnL drops, IPC consumer backpressure, and server overload.
I profiled the JVM hot path and replaced locks with lock-free data structures. Order-execution latency fell 40%, to 1 µs p50 and 8 µs p99 from market data to order.





