We are looking for an experienced backend developer (or small team) to build a paper-trading engine similar to Neostox, designed to handle ~20,000 concurrent users. #Core Requirements# Real-time market data ingestion (WebSocket/REST) → normalize tick-by-tick (Bid/Ask/Last/Volume/Timestamp). Order Management System (OMS): Market, Limit, Stop, Stop-Limit, Cover/Bracket orders, multi-leg options. Order execution simulation: fills, partial fills, latency/slippage simulation. Account & Margin: balance, equity, margin used/free, realized/unrealized P&L. Risk engine: enforce daily loss limit, max drawdown, auto-close on breach. Instrument management: NSE F&O with auto weekly/monthly expiries, equities, indices. APIs: REST + WebSocket endpoints for frontend integration (subscribe ticks, place/cancel/modify orders, account state, history). Scalability: low-latency architecture (<100ms), designed for 20,000 users. Stack (recommended): Core in C++/Go/Java, API layer in Python/Node.js/Java, DB PostgreSQL/TimescaleDB, Redis, Kafka/RabbitMQ, Docker + AWS deployment. Monitoring: logs, metrics (Prometheus/Grafana). #Deliverables# Source code in Git repo (client-owned). Deployment scripts (Docker). API docs (OpenAPI/Swagger). Database schema + architecture diagram. Basic admin endpoints (user/instrument management). Test reports (functional + load testing). # Milestones (suggested)# 1. POC — Feed ingestion + single instrument injection. 2. Core OMS + API + account model. 3. Multi-instrument support + auto-expiry creation. 4. Load testing (simulate target users). 5. Documentation, deployment scripts, 30-day support. #Important# Clean, documented code is a must. NDA + IP assignment required. Previous experience with trading/finance systems preferred.