C#/.NET WPF expert needed
wpfadvanced
Summary
We’re building a fast, reliable desktop app for quantitative strategy research and live trading. You’ll own the real-time data layer and its integration into our C#/.NET WPF client—optimizing multiple broker/data-feed connections, consolidating subscriptions across strategies, and enforcing API limits without sacrificing latency or stability.
*Design & optimize data pipelines that ingest streaming and request/response feeds (WebSocket/REST/FIX), normalize them, and fan-out to multiple strategy consumers.
*Aggregate symbol subscriptions across strategies (e.g., multiple consumers wanting “SPY” → one upstream subscription) with dedupe, batching, and backpressure.
*Implement smart throttling/rate-limiters, retry with jitter, circuit-breakers, heartbeat handling, and disconnect/reconnect logic.
*Build a high-performance in-memory cache (last quote, NBBO, OHLCV snapshots, rolling windows) and efficient WPF data binding (MVVM) for real-time visuals.
*Profile and tune throughput, latency, allocations, and GC; eliminate UI thread stalls; ensure consistent FPS and snappy interactions.
Extend our broker adapters (we have several already) and harden error handling, logging, and metrics.
Write targeted integration tests with simulated feeds; add flame-graph/trace tooling for performance regressions
Deliverables
*Multiple strategies can subscribe to the same symbol with one upstream connection and zero missed ticks.
*Rate-limit safe under heavy load; automatic recovery from disconnects without user action.
*UI stays responsive under bursty data; CPU/GC profile shows steady, predictable behavior.
*Clear metrics & logs for data latency, drop counts, reconnections, and consumer lag.
Budget is $1000
We’re building a fast, reliable desktop app for quantitative strategy research and live trading. You’ll own the real-time data layer and its integration into our C#/.NET WPF client—optimizing multiple broker/data-feed connections, consolidating subscriptions across strategies, and enforcing API limits without sacrificing latency or stability.
*Design & optimize data pipelines that ingest streaming and request/response feeds (WebSocket/REST/FIX), normalize them, and fan-out to multiple strategy consumers.
*Aggregate symbol subscriptions across strategies (e.g., multiple consumers wanting “SPY” → one upstream subscription) with dedupe, batching, and backpressure.
*Implement smart throttling/rate-limiters, retry with jitter, circuit-breakers, heartbeat handling, and disconnect/reconnect logic.
*Build a high-performance in-memory cache (last quote, NBBO, OHLCV snapshots, rolling windows) and efficient WPF data binding (MVVM) for real-time visuals.
*Profile and tune throughput, latency, allocations, and GC; eliminate UI thread stalls; ensure consistent FPS and snappy interactions.
Extend our broker adapters (we have several already) and harden error handling, logging, and metrics.
Write targeted integration tests with simulated feeds; add flame-graph/trace tooling for performance regressions
Deliverables
*Multiple strategies can subscribe to the same symbol with one upstream connection and zero missed ticks.
*Rate-limit safe under heavy load; automatic recovery from disconnects without user action.
*UI stays responsive under bursty data; CPU/GC profile shows steady, predictable behavior.
*Clear metrics & logs for data latency, drop counts, reconnections, and consumer lag.
Budget is $1000
