Algorithmic trading systems engineered for correctness under real money
Causal Labs builds backtesting frameworks, exchange connectivity and autonomous trading bots — FIX protocol, BullMQ, Python, OpenAlgo and on-chain/Web3 integrations — engineered for correctness where mistakes cost real money. Delivery has included backtesting engines, exchange FIX connectivity, multi-broker order routing across 25+ brokers, and an autonomous on-chain prediction-market bot.
Causal Labs builds backtesting frameworks, exchange connectivity and autonomous trading bots — FIX protocol, BullMQ, Python, OpenAlgo and on-chain/Web3 integrations — engineered for correctness where mistakes cost real money. Delivery has included backtesting engines, exchange FIX connectivity, multi-broker order routing across 25+ brokers, and an autonomous on-chain prediction-market bot.
Why trading systems need a different engineering bar
A bug in most software produces a wrong answer on screen. A bug in a trading system executes an order — capital moves before anyone notices the mistake. That changes what 'tested' has to mean: backtests need to guard against lookahead bias, order routing needs to handle partial fills and exchange downtime gracefully, and every autonomous decision path needs a kill switch that actually works under load.
How we approach trading systems work
Scoping & proposal
We scope exchange/broker connectivity, backtesting requirements and risk controls before any strategy logic is written.
Build
FIX connectivity, order routing and backtesting infrastructure built with the same rigor as the strategy logic itself.
QA & review
Backtests are checked for lookahead bias and survivorship bias; live systems are tested against exchange downtime and partial-fill scenarios.
What's included
Backtesting frameworks
Built to avoid lookahead and survivorship bias, not just to produce a favorable-looking equity curve.
Exchange & broker connectivity
FIX protocol and API integrations across multiple brokers and exchanges.
Order routing
Multi-broker routing logic that handles partial fills and exchange downtime without silent failure.
Risk controls
Kill switches and position limits enforced at the system level, not just in strategy logic.
- Backtesting framework
- Exchange/broker connectivity layer
- Order routing logic
- Risk control and kill-switch implementation
Used for direct exchange and broker connectivity where latency and reliability matter.
Handles queued, ordered job processing for trading workflows.
Used as an execution/broker abstraction layer where it fits the target venues.
Built backtesting engines, exchange FIX connectivity, multi-broker order routing (25+ brokers) and an autonomous on-chain prediction-market bot.
broker & API integrations delivered
Questions about this service
Do you build trading strategies, or just the infrastructure?
Primarily the infrastructure — connectivity, backtesting, order routing and risk controls. Strategy logic is typically owned by your team; we've also implemented strategies to spec where asked.
Building or hardening a trading system where correctness isn't optional?
Tell us what venues and volumes you're working with.
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