Built for the microsecond.
Engineered end-to-end in-house.

Miracles Fintech operates proprietary trading infrastructure colocated at NSE, BSE and MCX — direct exchange feeds, kernel-bypass networking, and an order path we own from strategy code to matching engine.

The Tick-To Trade Path

Every packet in and out is hardware-timestamped at the NIC to sub-100 ns accuracy — so tick-to-trade latency is a measured production metric, not a marketing estimate.

01

Exchange multicast

Native NSE / BSE / MCX binary feeds, tick-by-tick

02

Kernel-bypass ingest

AMD Solarflare NICs · ef_vi / OpenOnload

03

Strategy engine

In-house C++ OMS · pinned isolated cores

04

Order egress

TCPDirect · pre-trade risk in-line

05

Matching engine

Dedicated cross-connect at exchange colo

Colocation compute & network

Racks at NSE, BSE and MCX colocation facilities run latency-tuned servers with kernel-bypass networking — the path where the trade actually happens.

NETWORK Network Infrastructure

AMD Solarflare, kernel-bypass

The network stack never touches the kernel on the hot path.

  • Solarflare X2-series ultra-low-latency NICs (10/25 GbE)
  • OpenOnload & ef_vi for multicast market-data ingest
  • TCPDirect on the order-egress path — sub-µs at the NIC
  • Separate physical paths for market data and order flow
COMPUTE Compute Servers

Latency-tuned rack servers

High-clock Xeon-class servers, tuned in BIOS and OS for determinism.

  • High-base-clock CPUs, all memory channels populated (DDR5 ECC)
  • C-states / P-states disabled, fixed frequency, HT off on trading cores
  • Isolated, NUMA-pinned cores for feed handlers and order threads
  • Gen4/Gen5 NVMe for journaling and tick capture
SOFTWARE Software OMS

In-house C++ OMS

Our order management system is proprietary — strategies deploy as native plugins.

  • Plugin-based strategy architecture, multi-leg paired execution
  • Native binary feed parsers for NSE, BSE and MCX protocols
  • Pre-trade risk checks in-line: position limits, kill switches
  • No third-party OMS dependency anywhere on the hot path

Data platform & connectivity

Behind the hot path sits the research plane — every tick persisted, every strategy replayable, office and colo linked over redundant private circuits.

Market Data

Full-depth tick archive

Real-time persistence to time-series database on NVMe arrays

Years of full-depth order-book history across three exchanges

Streaming signal bus feeding research and live analytics

Dedicated packet capture for post-trade analysis & disputes

Market Data
Connectivity

Office ↔ colo, redundant

MPLS + point-to-point leased lines, Ahmedabad DC to exchange colos

Automatic failover across physically diverse circuits

Feed-silence and heartbeat monitoring on every path

24×6 alerting across market data, orders and infrastructure

Connectivity
Research

Production-mirror UAT

Dev/UAT environment mirroring colo production

Strategies tested against replayed exchange data before go-live

Quant R&D in C++, Python and Node.js on the same data plane

AI/LLM-assisted news classification feeding the trading desk

Research
Market Data Connectivity Research

8,000 sq ft headquarters & data center

Trading desks, quant research and an in-house data center under one roof in Ahmedabad — built to the same reliability standard as our exchange racks.

8,000 sq ft facility
N+1 UPS redundancy
4 exchange segments
24×6 monitoring

Regulated, audited, Exchange Norms-Based

Infrastructure and processes operate under exchange and SEBI norms — synchronized clocks, retained audit trails, and controlled physical access.

SEBI Registered
NSE Member
BSE Member
MCX Member
Exchange Colocation

Build on this stack

We hire quantitative researchers and low-latency engineers who want to work where the code meets the matching engine.

View open roles →