Quant Infrastructure · Trading Systems · Blockchain Data

Yahya
Ehsan.

Engineer working on quant infrastructure, trading systems, and blockchain data. Senior C++ blockchain engineer at a crypto trading firm, previously contract engineer at a quant fund. Building Stoa, a prediction market analytics platform.

~50/sBSC mainnet swap ingest, zero data loss
27K+Polymarket markets snapshotted every 15 min
1K+Orders/day, sub-100ms execution
174KInitialize events bootstrapped via chunked eth_getLogs
Rust
C++
Python
Tokio
Boost.Asio
WebSockets
Uniswap V4 / PancakeSwap Infinity
Solana / Anchor
CLOB
PostgreSQL
TimescaleDB
ClickHouse
Redis Streams
Anthropic API
TypeScript

Trading Systems

Execution backends, order lifecycle state machines, kill switches, copy trading, arbitrage bots, desktop ladders.

Blockchain Data & DeFi

EVM and Solana smart contracts, real-time multi-DEX parsers, non-custodial marketplaces, CLOB integrations, on-chain pipelines.

Quant Research & Data

Backtesting with walk-forward validation, point-in-time data enforcement, signal evaluation, market microstructure work on prediction markets.

Selected work
Production · Crypto trading firm

Multi-DEX EVM Parser

C++ / Boost.Asio / Boost.Beast / Protobuf

Real-time ingestion of BSC mainnet across PancakeSwap V2/V3/V4/Infinity CL, Uniswap V4, and 15+ DEX forks. Roughly 50 swaps/sec sustained throughput with zero data loss across reconnect events.

~50 swaps/sec Zero data loss BSC mainnet
  • Singleton-pool architecture for V4 and Infinity CL designs, with chunked eth_getLogs bootstrap handling 174k Initialize events plus resumable late-resolve fallback
  • Non-evicting composite-keyed cache with per-cache shared mutex concurrency
  • WebSocket lifecycle as explicit state machine with persistent subscription specs surviving reconnects
  • Indefinite retry with exponential backoff and producer / late-resolve cursor preservation
Quant fund

Signal Intelligence Engine

Python / Redis Streams / TimescaleDB

Ingestion layer from Polygon WebSocket through Redis Streams into TimescaleDB, plus a Signal Intelligence Engine with a 5-dimensional rating model and regime classifier publishing on a 5-minute cadence. Shared contracts package defining 12+ canonical event types across 5 source families consumed by every service.

5-min cadence12+ event types5 source families
Prediction market fund

Backtesting Framework & Archiver

Rust / Python / CLOB API / SQLite

Walk-forward validation, point-in-time data enforcement, binary resolution payoff modeling. Found YES/NO token inversion bug invalidating roughly 80% of public Polymarket research and rebuilt the pipeline clean. Tested 7 edge hypotheses; identified weak signals in sports favorite-longshot bias (~7% net EV) and politics/tech longshot entry (~6% net EV).

27K+ markets / 15 min7 hypotheses tested
Production

Trade Pulse Control

Rust / Tokio / WebSockets

Live trading execution backend processing 1,000+ orders/day. Full order lifecycle state machine with kill switches and automated risk controls. Async I/O design cut execution latency by 40%.

1K+ orders/day<100ms
Production

Polymarket Arbitrage Bot

Rust / CLOB API / WebSockets

Automated arbitrage execution on Polymarket. Identifies price discrepancies across related markets and executes through the CLOB with real-time order book feeds.

Fully automatedCLOB
Production

Non-Custodial Marketplace

Rust / Solana / Anchor / React

PDA-based escrow marketplace, $5K+ transacted with zero security incidents. Conditional token release and optimised on-chain storage layout reducing transaction costs by 20%. Delivered in 6 weeks.

$5K+ escrow0 incidents20% cost reduction
Production

Polymarket Trading Ladder

Electron / React / WebSockets

Desktop trading UI handling 6,000+ real-time price updates per minute with sub-100ms latency. Live order book integration, wallet connection, and real-time execution interface. Shipped in 2 weeks for an active trader.

6K+ updates/min<100ms

Systems

Open source

crackeddb — Embedded OLTP Database

Rust / TLA+ / Deterministic Simulation

Serializable storage engine (SSI over MVCC) with LSM storage, WAL crash recovery, and PGM learned indexes. MVCC and SSI protocols specified in TLA+ and machine checked across 24.6M states. A deterministic simulation harness routes all clock, I/O, RNG, and scheduling through one trait, so any bug found from a seed replays exactly and shrinks to a minimal schedule. It surfaced 4 documented correctness bugs, now pinned by regression tests. Benchmarked against RocksDB, LMDB, and sled on YCSB and TPC-C; the only engine in the set that detects rw-antidependency cycles at commit, holding serializability invariants RocksDB's strongest mode violates.

24.6M states verified4 bugs foundTLA+
Read the writeup → View on GitHub →
Open source

High-Performance KV Store

Rust / Lock-free Data Structures

Thread-safe in-memory key-value store with a RESP-like protocol, benchmarked against Redis on an equivalent workload. Lock-free concurrent hash map, custom allocator for fragmentation control, zero-copy networking. Methodology in the repo.

View on GitHub →
Open source

Low-Level HTTP Server

C++ / BSD Sockets / epoll

Multithreaded HTTP/1.1 server with persistent connections and zero-copy I/O. Handles 10K+ concurrent connections; 93K req/sec in benchmarks.

93K req/sec10K+ connections
Academic

Custom OS Kernel

C / x86 Assembly

Bare-metal kernel with paging, process scheduling, interrupts, and a FAT-style filesystem. Virtual memory manager and synchronisation primitives built from scratch.

View on GitHub →
Production

Polymarket Execution Engine

Rust / EIP-712 / CLOB

Custom CLOB executor in Rust. Native EIP-712 typed data signing built from scratch. Build and sign together at 0.25ms p50. Full POST to the matching engine at 48ms p50, cancel at 41ms p50. Network dominates the path.

             min     p50     p90  (ms)
build       0.00    0.00    0.00
sign        0.22    0.25    0.32
POST       46.20   48.49   61.56
cancel     37.50   41.11   42.53
TOTAL      46.43   48.74   61.80
Open source

Urdu-Clang — C in Urdu Script

C++ / LLVM / Clang Driver API

Write C with Urdu keywords (عدد، اگر، واپس، چھاپو …). A UTF-8 aware preprocessor rewrites the ~50 Urdu tokens into standard C, leaving string and comment contents untouched, then compiles through Clang's own driver API rather than shelling out, with a custom diagnostics consumer. Built against LLVM 20.1.2; the tool and plugin both link, and five sample programs transform → compile → run.

~50 keywordsreal Clang driver
View on GitHub →
Experience

Senior C++ Blockchain Engineer

Crypto trading firm · Remote (Canada)

Built high-performance C++ EVM parser ingesting BSC mainnet in real-time across PancakeSwap V2/V3/V4/Infinity CL, Uniswap V4, and 15+ DEX forks. Roughly 50 swaps/sec sustained with zero data loss on connection events. Designed singleton-pool architecture for V4 / Infinity CL designs: chunked eth_getLogs bootstrap (174k Initialize events) plus resumable late-resolve fallback; non-evicting composite-keyed cache with shared mutex per-cache concurrency. Redesigned WebSocket connection lifecycle as an explicit state machine with persistent subscription specs surviving reconnects, indefinite retry with exponential backoff, and cursor preservation across disconnects.

Mar 2026 — Present

Engineer · Contract

Quant fund · Remote (Dubai)

Shipped MVP for two core platform repos: ingestion layer (Polygon WebSocket → Redis Streams → TimescaleDB) and Signal Intelligence Engine with a 5-dimensional rating model and regime classifier publishing on a 5-min cadence. Designed shared contracts package defining 12+ canonical event types across 5 source families, consumed by every internal service to prevent schema drift. Built dashboard frontend in Next.js / TypeScript / Tailwind / shadcn with a multi-theme design system and abstracted data layer. Authored architectural specs and CLAUDE.md conventions driving phased agentic engineering workflows.

Apr 2026 — May 2026

Quant Research Engineer · Contract

Prediction market trading fund · Remote

Built backtesting framework with walk-forward validation, point-in-time data enforcement, and binary resolution payoff modeling. Found a data integrity bug (YES/NO token inversion) invalidating roughly 80% of public Polymarket research and rebuilt the pipeline clean. Shipped Rust archiver snapshotting 27,000+ markets every 15 min via the CLOB API into SQLite. Tested 7 edge hypotheses; identified weak signals in sports favorite-longshot bias (~7% net EV) and politics/tech longshot entry (~6% net EV).

2025

Backend Systems Engineer

Orbit Consulting (SMC-Pvt) Ltd · Remote

Designed high-availability backend services for enterprise clients. Reduced query latency by 40% through query optimisation and migrated critical microservices to PostgreSQL / Redis. Defined API specifications and set up CI/CD pipelines across cross-functional teams.

Mar 2022 — Sep 2025

Education

BSc Computer Science

Vrije Universiteit Amsterdam · Expected 2026

Focus: Operating Systems, Systems Programming, Concurrent Computing, Advanced Data Structures

Selected projects: Unix shell in C, distributed consensus algorithms

Contact

Get in
touch.

Open to conversations about roles at quant funds, trading firms, and crypto infrastructure teams. Email is fastest.

Email

yahyaehsan137@gmail.com

Location

Amsterdam · open to remote and relocation

GitHub

github.com/yussypu

LinkedIn

linkedin.com/in/yahya-ehsan-76bb25213