Calvin Lui
Software Engineer at Bullish
Toronto, Ontario, Canada
Summary
🤩
Rockstar🎓
Top SchoolCalvin Lui is a software engineer with 9 years' experience building low-latency, high-throughput trading systems and exchange connectivity solutions from Toronto. He has deep systems expertise in C++, Rust, Java, Go and Python, and a track record of extracting performance through profiling, zero-garbage design, non-blocking I/O and Aeron to support workloads like 500k msg/sec. His background spans FPGA-based HFT, market data feeds, FIX/ITCH protocols, multicast networking and matching engine development, plus hands-on algo trading integrations. At Alpaca he expanded market data and streaming capabilities (including news integration) and contributed notable backend improvements to a widely used Python trading client. Now at Bullish after roles at Paxos and others, he combines production-grade systems engineering with a trader’s sensitivity to latency and correctness. Not obvious from the title: he pairs low-level optimization instincts with cross-language fluency to move features from prototype to robust, high-scale deployment.
9 years of coding experience
5 years of employment as a software developer
Bachelor of Computing and Financial Management Computer Science, Bachelor of Computing and Financial Management Computer Science at University of Waterloo
Github Skills (12)
rest-api10
websocket10
api10
python10
price-data9
algorithmic-trading9
trading9
asyncio9
stock-data9
algotrading9
market-prices9
automated-trading9
Programming languages (5)
Github contributions (5)
alpacahq/alpaca-trade-api-python
Dec 2021 - Mar 2022
Python client for Alpaca's trade API
Role in this project:
Back-end Developer
Back-end DeveloperContributions:19 reviews, 9 commits, 10 PRs in 4 months
Contributions summary:Calvin primarily focused on enhancing the Alpaca trade API's Python client. Their contributions included implementing error handling for trade cancels and corrections, adding a crypto snapshot endpoint, and integrating a news API. These changes involved modifying the core data streaming functionality and expanding the API's capabilities for retrieving market data. Further work encompassed incorporating news data streams, thus broadening the application's information scope.
apistock-marketpythonautomated-tradingalgorithmic-trading
ccnlui/nemesis-svc
May 2022 - Jun 2022
nemesis nanoservices
Contributions:55 commits, 4 PRs, 42 pushes in 1 month
nanoservicesnemesis
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