Senior Rust Backend Engineer

We are seeking a Senior Rust Backend Engineer experienced in building high-performance, reliable trading APIs (HTTP & WebSocket). You will be responsible for designing, implementing, and optimizing the backend services that power our exchange interfaces - ensuring low latency, resilience, and correctness under load.

- Own the architecture and technical direction of high-performance trading APIs (HTTP & WebSocket) supporting low-latency order entry, market data distribution, and account state updates. - Lead the design and implementation of structured concurrency using the Tokio runtime, defining best practices for task lifecycle management, cancellation semantics, backpressure, and graceful degradation under load. - Develop and maintain real-time state ingestion pipelines: Process append-only logs (e.g., trades, order updates, book diffs). - Rebuild local states efficiently using snapshot + diff application. - Model trading-related data structures, including orders, fills, trades, positions, funding, and liquidation logic. - Implement WebSocket connection logic, including upgrade handling, frame parsing, and data fanout for subscribed clients. - Design observable backend systems with rich metrics, structured logging, and distributed tracing for performance insights and failure analysis. - Collaborate with system and infrastructure engineers to continuously improve performance, scalability, and fault tolerance. - Write comprehensive unit, integration, and load tests to ensure stability under production conditions.

- Rust Expertise: 5+ years of professional backend engineering experience, with 3+ years of Rust in production. - Strong experience with the Tokio async runtime and concurrent programming patterns. - Deep understanding of structured concurrency and robust handling of spawned task cancellation. - Hands-on experience with HTTP and WebSocket frameworks such as Hyper or similar. - Trading Literacy: Solid understanding of CEX/DEX systems and trading models. - Familiarity with data modeling for trading entities (orders, trades, positions, funding, mark price, margin, liquidation logic, etc.). - Prior hands-on trading or market data experience (personal or professional). - State Ingestion & Processing: Expertise in real-time data streaming and processing systems. - Ability to design systems that rebuild local state efficiently from snapshots and diffs. - Familiarity with replay, recovery, and correctness guarantees in event-driven systems. - WebSocket Engineering: Understanding of connection upgrades, frame parsing, and data fanout for subscribed clients. - Observability Engineering: Ability to design and instrument systems for metrics, logging, and tracing. - Experience with Prometheus and OpenTelemetry in production. - Track record of diagnosing and resolving performance bottlenecks and production incidents. - Big Bonus: Performance Engineering: Deep understanding of lock-free or lock-avoidant data structures. - Experience designing cache-friendly data layouts and optimizing for memory locality in latency-sensitive systems. - Proficiency in profiling CPU and memory performance and able to diagnose and optimize latencies in real-time event pipelines. - DevOps & CI/CD: Familiarity with Docker-based environments and CI/CD pipelines.