Quantitative funds, proprietary trading desks, and FinTech analytics platforms frequently search to hire a freelance quantitative trading, Interactive Brokers (IBKR), Polygon.io, Databento & market data programmer. I am Aldian Fazrihady, a Senior Freelance Systems & FinTech Programmer.

Core Market Data & Execution Systems Engineering Capabilities

  • Low-Latency WebSocket Tick & Order-Book Ingestion: Building resilient Go and Python `asyncio` market data collectors that normalize real-time L1/L2 order books and trades into TimescaleDB, ClickHouse, or QuestDB.
  • Execution Management & Risk Guardrails: Integrating Interactive Brokers (TWS/IB Gateway API), Alpaca, FIX protocol, and CCXT with pre-trade position limits, max-drawdown kill switches, and idempotent order state machines.
  • Vectorized Backtesting & Portfolio Dashboards: Eliminating look-ahead bias and survivorship bias in Python (Polars / Numba / VectorBT) with interactive React performance attribution UIs.

Frequently Asked Questions

How do you prevent duplicate orders if a broker WebSocket disconnects mid-execution?

Every outbound order carries a deterministic `client_order_id` persisted in PostgreSQL prior to dispatch, and reconnection routines reconcile open orders (`reqOpenOrders`) before resuming strategy execution.

How do I hire you for quantitative & market data engineering?

Hire me via Upwork.

About the Author — Hire Freelance Programmer Aldian Fazrihady

Aldian Fazrihady is a Top-Rated Senior Freelance Programmer, Freelance Full Stack Developer, and AI Application Engineer with 15+ years of production software engineering experience and Google Cloud Professional Cloud Architect & Data Engineer certifications. He specializes in building custom LLM & autonomous AI agents, RAG pipelines, Next.js/React PWAs, Python (Django/FastAPI), Go microservices, and serverless cloud infrastructure on Google Cloud Run and AWS.

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