Artem Garbart

A cross-exchange arbitrage system for Binance and Bybit, built solo from scratch: market data, strategy and execution services on one box, linked by shared-memory SPSC rings, with hot threads spinning on isolated cores and one 64-bit trace id across the whole tick-to-trade path. Work in progress; happy to go deeper with interested firms, get in touch.

tick-to-trade p50 / p95, socket in → order out

~10 / ~20 µs

Header-only C++17 open-addressing hash map implementing funnel and elastic hashing from Farach-Colton, Krapivin and Kuszmaul (2025). Within 3% of absl::flat_hash_map on string hits and erases, still up to ~2× behind on integer lookups and misses; Swiss-style control bytes are next. Benchmarks are in the repo.

New features and latency work in the execution service of a crypto HFT desk trading Binance spot and futures, on both the network path to the exchange and internal processing.

order → ack, p99

−30%

internal processing, p99

−25%

Binance serves the same API from many IP addresses, and the best one is typically ~300 µs faster than the median. Improved the service that measures and ranks them: measurement noise used to exceed that gap, so the ranking was close to a guess. Now noise is 100× lower and a full re-ranking takes ~30 minutes instead of 30+ hours. This drove most of the −30% p99 order → ack above.

measurement noise per address

±500 → ±5 µs

full re-ranking of all addresses

30+ h → ~30 min

Three years on the system that paid every courier on the service, tens of thousands each month, growing from engineer to tech lead: demand coefficients, payout calculation, taxes, receipts and billing.

courier satisfaction with payouts, of 5

3.5 → 4.5