Full-Stack Trading Infrastructure, Unified
From raw feed ingestion to order acknowledgment, EurekaLabs handles every microsecond of your execution pipeline. Three integrated layers. One coherent system.
Three Layers, One Pipeline
Each layer is independently optimized but tightly coupled through a zero-copy internal bus. Data flows from market feeds through normalization and routing to execution without ever leaving a single process boundary.
Normalized Feeds from Every Major Source
Raw market data arrives in a dozen incompatible formats. EurekaLabs ingests ITCH, PITCH, FAST, SBE, and CME MDP simultaneously, running each through a per-format parser that outputs EKL Unified Stream. No transformation bottlenecks. No sequence gaps.
Feed redundancy is built in: if a primary source degrades, the system switches to a backup without a stall in the normalized output stream. Latency for the normalization step: under 200 nanoseconds.
Explore Market Data
Venue Selection Scored Per Order, Per Microsecond
The AI Router scores each eligible venue in real time using current queue depth, historical fill rates, spread conditions, and your strategy's cost model. The best venue wins. The decision takes under 6 microseconds.
Real-Time Venue Scoring
Per-order venue scores computed fresh from live queue depth, historical fill ratios, and spread conditions. No stale pre-computed tables.
Intelligent Order Splitting
Large orders are automatically fragmented across venues to minimize market impact while maintaining price priority across the full fill.
Post-Trade Feedback Loop
Execution outcomes flow back into venue scoring models. The router continuously calibrates its predictions against realized fill statistics.
Built for Markets That Don't Stop
Single component failures degrade gracefully, never cascade. Active-active feed connections, hot-standby routing paths, and per-component circuit breakers keep execution flowing when conditions become hostile.
Active-Active Feeds
Two independent feed connections per source run in parallel. Sequencing reconciliation happens before data enters the normalizer, with no added latency penalty on the primary path.
Hot-Standby Routing
A shadow routing path maintains current venue state and can accept orders within 200 microseconds if the primary path encounters a fault condition.
Per-Component Circuit Breakers
Each subsystem exposes health signals to a supervisory layer. Degraded components are isolated without disrupting unaffected paths.
Ready to Compete on Execution Quality?
Request access to run EurekaLabs alongside your existing stack. We support parallel deployment so you can validate latency improvements before fully switching over.