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Trading Systems · USA

Quantitative trading,
engineered end to end.

Dhanalaxmi Tech builds trading systems, bots, and custom solutions for serious operators. Multi-trader, multi-strategy, multi-venue — across Binance1, Polymarket2, Kalshi3, ETFs, and prediction markets.

VENUES
12+
STRATEGIES
28
LATENCY
< 5ms
UPTIME
99.9%
DTS · Preview
v0.9 · paper
BTC-USDT · 5m$67,412.30+1.24%
STRATEGY: basis-carry-01POSITION: +0.42 BTCRISK: 0.8 · OK
basis-carry-01·BINANCE+0.42%vol-smile-03·BINANCE+0.18%event-odds-02·POLYMARKET-0.06%binary-mkt-04·KALSHI+0.09%pairs-sector·ETF+0.21%macro-tilt-01·ETF-0.03%basis-carry-01·BINANCE+0.42%vol-smile-03·BINANCE+0.18%event-odds-02·POLYMARKET-0.06%binary-mkt-04·KALSHI+0.09%pairs-sector·ETF+0.21%macro-tilt-01·ETF-0.03%
DTS · Our Platform

The Dhanalaxmi Trading System — multi-trader, multi-strategy, multi-venue.

DTS is the platform we deploy for clients and run internally: one control plane for strategies, risk, execution, and telemetry — connected to the venues you trade.

  • Hot-reloadable strategy modules with per-account risk isolation.
  • Unified order router across CEX, prediction markets, and listed equities.
  • Full observability — structured logs, metrics, and replayable backtests.
Venues supported
0

CEX, prediction, and equities connectors

Strategies live
0

Parameterised, hot-reloadable modules

Concurrent traders
0+

Per-account isolation and risk

Services

What we build — from signal to settlement.

Three engagement shapes. All three share the same engineering standard: observable, testable, risk-aware.

Trading Bots

Production-grade execution bots with venue-specific connectors, risk controls, and observability from day one.

  • Market-making, arb, and directional strategies
  • Low-latency WebSocket + REST connectivity
  • Hot-reloadable risk limits and kill switches

End-to-End Solutions

Full stack from ingestion to dashboards — backtesting, paper-trading, deployment, and monitoring, all wired together.

  • Historical data pipelines + replayable backtests
  • CI/CD with canary rollouts for strategy updates
  • Grafana / Prometheus / structured logs out of the box

Custom Engineering

Tailored work for firms that need a specific edge — custom signals, bespoke venues, proprietary risk models.

  • Prediction-market pricing and liquidity tooling
  • Multi-venue order routing and aggregation
  • Research-grade simulators and report surfaces
Venues

Where we trade — broad, selective, pragmatic.

We build connectivity and strategies for venues with real liquidity, clean APIs, and serious operators behind them.

  • Binance1Centralised exchange
  • Polymarket2Prediction market
  • Kalshi3Event contracts
  • ETF markets4Listed equities
  • Prediction markets5Multi-venue coverage
About

A small team of fintech and CS engineers.

We build trading systems for serious operators — firms and individuals who treat execution as a first-class engineering problem. Based in the USA, working across markets globally.

Most of our work happens under NDA. Reach out if you want to talk about a specific strategy, venue, or build.

Risk firstEvery strategy ships with explicit limits, kill switches, and alerting before it ever sees real capital.
Measurable by defaultLogs, metrics, and traces at the seams — because "it looked fine" is not a debugging strategy.
Pragmatic venuesWe build for platforms with real liquidity and clean APIs. No vanity integrations.
Team — Roles
  • Quant Research
  • Exchange Connectivity
  • Execution
  • Risk Engineering
  • Infrastructure
  • Data Pipelines
Contact

Let's talk about your trading stack.

Email us and tell us the shape of what you're building — venues, strategy, timeline. We'll respond within two business days.

We work on trading systems, bots, and end-to-end solutions — most engagements happen under NDA. This site is informational only; see our Terms for risk disclosures.