Job Description
As a Matching Engine Developer, you will be responsible for designing and implementing the core matching engine of our exchange platform. Your primary focus will be on developing high-performance trading systems that support various order types and ensure seamless execution under extreme market conditions.
Key Responsibilities
- Design and implement the exchange's core matching engine, supporting order types including limit orders, market orders, stop-loss/take-profit, iceberg orders, and conditional orders.
- Develop high-performance matching algorithms and data structures to ensure high concurrency and low latency order execution.
- Optimize matching performance and memory management to achieve millisecond-level response times.
- Participate in risk control design for matching and clearing modules (price deviation, circuit breakers, risk limits).
- Integrate matching data with market data push services, supporting real-time WebSocket subscriptions.
- Conduct matching engine testing including stress testing, extreme market scenario backtesting, and disaster recovery drills.
- Collaborate with Java backend team and risk control team to ensure consistency in trading logic and fund settlement.
Job Requirements
- Proficient in at least one of Java/Go/Rust with deep understanding of multithreading and high-performance memory structures.
- Thorough knowledge of matching engine principles and order book data structures (red-black trees, skip lists, heaps).
- Experience in low-latency system development with expertise in GC optimization, lock optimization, and concurrency control.
- Understanding of common exchange trading logic (spot, futures, options) and ability to design complex order types.
- Familiarity with market data generation, K-line aggregation, and index price calculation.
- Prior experience developing exchange matching engines is highly preferred.
Benefits
- Meal allowance - Daily meal provision or meal subsidy
- Overtime compensation - Overtime pay according to company policy
- Transportation allowance - Commuting expense subsidy
- Travel support - Air ticket reimbursement (following company policy)
- Vacation policy - Annual leave and national statutory holidays