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BXOTS Sy9ZRQ

Binance X Option Trading System. Automated low-latency crypto options execution engine for high-volatility environments.

Project Overview

BXOTS (Binance X Option Trading System) is a high-performance, low-latency crypto options execution engine designed for high-volatility trading environments. The system utilizes WebSocket connections for real-time order book data, implements advanced Greeks calculation, and features a sophisticated risk management layer. Built for speed and reliability, it handles thousands of price updates per second while maintaining sub-50ms execution latency.

Timeline: 8 months
Status: Production

Key Features

Ultra-low latency WebSocket connections

Real-time Greeks calculation (Delta, Gamma, Vega, Theta)

Automated volatility surface modeling

Dynamic hedging strategies

Multi-leg options strategies support

Real-time P&L tracking and risk metrics

Technology Stack

PythonBinance APIWebSockets

Architecture

Backend

  • Python AsyncIO
  • WebSocket-client
  • Binance Futures API
  • NumPy/SciPy

Infrastructure

  • Redis for order state
  • TimescaleDB for tick data
  • Docker Swarm

Challenges Overcome

Achieving sub-50ms latency in high-frequency environment
Handling WebSocket reconnection without data loss
Accurate Greeks calculation under extreme volatility
Managing margin requirements dynamically

Key Outcomes

Achieved <50ms average execution latency
Processed 500+ trades/day with zero downtime
Maintained 99.99% uptime over 6 months
Successfully traded through multiple flash crash events

Interested in this project?

View the source code on GitHub or explore more projects in my portfolio.

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