Deployed Across Trading Operations
Institutional trading firms deploy Lunyn where reliable, low-latency market data processing is mission-critical.
Detailed Case Studies
The Challenge
Order book reconstruction with sub-microsecond latency requirements for execution strategies operating on millisecond timeframes. Existing parsers couldn't maintain deterministic latency under peak load.
Lunyn Approach
Zero-copy parsing architecture delivers nanosecond-level processing with deterministic latency profiles. Lock-free concurrency enables parallel processing of multiple symbols without synchronization overhead.
Technical Results
Business Impact
Enabled deployment of latency-sensitive strategies previously impossible due to parsing bottlenecks.
The Challenge
Processing multi-terabyte historical datasets for strategy development and backtesting. Complete message-level access required without sampling artifacts. Previous solutions took 40+ hours per backtest.
Lunyn Approach
Optimized batch processing mode handles 500GB+ daily feeds efficiently. Memory-efficient streaming architecture processes datasets larger than available RAM.
Technical Results
Business Impact
Research capacity increased from 15 strategy tests per year to 150+. Faster iteration cycles improved strategy development ROI.
The Challenge
Real-time position and risk management across multiple execution venues requires reliable market data with zero downtime tolerance. Existing infrastructure couldn't guarantee consistent latency during volatile periods.
Lunyn Approach
Production-hardened architecture with comprehensive error handling and automatic recovery. Deterministic performance under market stress conditions.
Technical Results
Business Impact
Reduced operational risk and enabled expansion to additional trading venues without infrastructure concerns.
The Challenge
Normalize and enrich ITCH feeds for downstream distribution to customers. Enterprise-grade reliability and throughput required to support multiple simultaneous client feeds.
Lunyn Approach
Flexible output formats supporting various downstream systems. Horizontal scaling architecture handles multiple simultaneous parsing workloads.
Technical Results
Business Impact
Lower operational costs and improved service reliability for end customers.
Common Deployment Scenarios
Sub-microsecond order book reconstruction for latency-sensitive execution
Multi-terabyte historical analysis with 10x speed improvement
Real-time position monitoring with 99.99% uptime reliability
Normalized multi-format output for downstream analytics systems
Evaluate Lunyn for Your Use Case
Schedule a technical consultation to discuss your specific infrastructure requirements and see how Lunyn can solve your market data processing challenges.