Delta Tech Systems
We engineer execution-driven trading systems and quantitative strategy components for crypto derivatives markets — covering market microstructure, execution research, and robust exchange integration.
What we do
We engineer execution-driven trading systems and quantitative strategy components for crypto derivatives markets. The practice spans trading-systems development, execution research, microstructure analytics, and strategy R&D.
Current work covers single managed-account deployments under non-custodial structures, multi-venue execution research, and software & strategy engagements with institutional counterparties.
The approach is engineering-driven: custom infrastructure, real-time data processing, and continuous iteration against live market feedback.
Operator profile
The engineering practice spans the full stack of execution-driven trading systems: exchange API integrations and adapter design, the quoting and cancel/replace loops at the core of market making, latency-aware order routing, and the inventory and risk controls that bound exposure between fills.
Decisions are measured against live markets, not toy backtests. Every fill, cancel, and quote carries structured telemetry — markout attribution, suppression-reason logging, and per-venue execution quality are first-class data.
Built under the correctness discipline expected of production trading software: extensive test coverage, deterministic replay, and explicit handling of partial fills, reconnects, and venue-specific edge cases.
Current focus
- 01Measuring execution quality across venues and regimes.
- 02Strengthening systems robustness across regime changes.
- 03Expanding venue evaluation across distinct microstructure profiles.
Why this matters
Execution quality and fee structure materially affect whether a quantitative strategy is viable at all.
Live market conditions matter more than theoretical backtests. A backtest cannot observe queue position, partial fills, cancel rejects, or how other participants react to quoted prices.
Operating principles
Defaults that frame every engagement, before scope or pricing enters the conversation.
- 01No custody by default.
- 02Trading-only API access.
- 03Full execution-data logging.
- 04Partner-controlled withdrawals.
- 05Risk limits agreed upfront.
- 06Measurement before scaling.
Collaboration
Open to conversations across three lanes. Each ends at a direct email — we prefer short, specific intros.
Bespoke engineering of quantitative trading systems and strategy components for institutional counterparties. Scope covers strategy R&D, venue adapter implementation, execution analytics, and the inventory and risk controls that bound exposure between fills.
Delivered as software and analytical work product under consultancy agreement — billed through Delta Tech Consulting FZ-LLC under its Services licence (Software House; Computer Systems and Software Designing).
Single managed-account engagement structure. Capital remains in partner-controlled exchange accounts; engagement is via trading-only API access under agreed risk limits, reporting cadence, and revocation controls. No pooling, no custody, no discretion over withdrawals.
This is the preferred engagement structure for managed-account collaborations. Partner conversations are handled directly.
Liquidity pilot discussions, maker-flow testing, MM programme evaluation, fee-tier analysis, API integration feedback, and execution-quality reporting.
Engagements are scoped, measured, and reported under venue NDAs where required.
Async event-driven core with sub-millisecond hot-path compute, WebSocket and REST adapters for multiple venues, structured decision-cycle telemetry, and multi-region production deployment.
Open to infrastructure collaboration on co-location and direct cross-connect to venue infrastructure, low-latency routing across geographies, premium market-data and time-sync arrangements, and execution-path measurement tooling.
Research
Short-form measurement and commentary on crypto-derivatives microstructure. Measurement first; opinion second. Published material is redacted of strategy-sensitive detail.
- 7 minMarkout vs rebate: what your fills actually pay
- 7 minThe cancel-race: a measurable adverse-selection mechanism
- 6 minRegime exposure as a session-diagnostic primitive
- 6 minOKX perp funding: settled, predicted, and the field nobody reads
- 5 minSample-size discipline in trading-system telemetry
- 10 minCross-venue L1 latency: Singapore, US-East, US-West
- 8 minPerp DEX spread feasibility: tick-floor microstructure across three venues
- 7 minRetail market making economics on modern perp DEXs
Contact
For software & strategy engagements, managed-account collaboration, exchange, or infrastructure inquiries, contact directly.
- Founder's Telegram
- @ssanin82