We engineer the core infrastructure that powers modern financial markets — from ultra-low-latency matching engines to intelligent risk management platforms trusted by the world's leading exchanges and trading firms.
Our product suite covers the entire trading lifecycle, from order intake to post-trade surveillance, engineered for institutional performance.
A matching engine in continuous production at regulated exchanges since 2016, with a C++ core re-engineered on Aeron — an ultra-low-latency messaging system delivering under 10 microseconds of latency.
A comprehensive order management system built for multi-asset trading across every connected venue.
Real-time risk monitoring spanning the full trade lifecycle — before, during, and after execution.
Real-time trade surveillance for regulated markets — detect abuse, investigate faster, and stay audit-ready.
The back-office platform that closes the loop after every trade, across every asset class you clear.
Whether you run an exchange, broker clients, or manage a hedge fund, we have the right solution architecture for your needs.
End-to-end exchange infrastructure including matching engines, market data feeds, clearing integration, and regulatory reporting.
Client onboarding, order management, risk controls, and execution management systems for securities and futures brokers.
Algorithmic trading platforms, portfolio analytics, real-time risk monitoring, and multi-venue execution for institutional investors.
Our technology stack is chosen for performance, reliability, and maintainability in production trading environments.
Core Engine
Our matching engine is implemented in C++ as its core language, for deterministic, low-latency execution with full control over memory layout and hot-path performance.
Microservices
Go powers our orchestration layer, REST/WebSocket gateways, and data pipeline workers with fast compilation and goroutine-based concurrency.
Ultra-Low-Latency Messaging
Aeron, running over a single UDP multicast transport, carries order and market data messages with minimal jitter across every matching node.
Market Data
Purpose-built time-series database optimized for high-frequency tick data ingestion, real-time aggregation, and historical backtesting queries.
Surveillance AI
TensorFlow models trained on years of trade data detect market manipulation, wash trading, and anomalous order patterns in real time.
Communication
All inter-service communication uses gRPC with bidirectional streaming, protocol buffers, and built-in load balancing for high-throughput data flow.
Hear from financial institutions and trading firms using Compass Financial Technologies.
"Compass reduced our matching engine latency by 40% while improving reliability. The C++ core architecture is a game-changer for our high-frequency trading operations."
"The surveillance AI caught patterns our legacy system missed entirely. We have full confidence in the compliance reporting generated by their platform."
"We evaluated several providers, and Compass stood out for its clean API design and exceptional documentation. Integration took weeks instead of months."
Whether you're launching a new exchange, upgrading your trading infrastructure, or need a custom solution, our team is ready to help. Get in touch to discuss your requirements.
Singapore, Singapore
info@compassfintech.com
+65 6789 0000
At Compass Financial Technologies, we believe that the backbone of efficient financial markets lies in the quality of their infrastructure. Our team of quantitative engineers, systems architects, and domain experts builds the technology that keeps markets fair, fast, and resilient.
Founded by veterans from leading exchanges and trading firms, we understand the demands of production trading environments. Every line of code we write is battle-tested, performance-optimized, and designed for the most demanding market conditions.
Microsecond precision
Zero-trust architecture
Multi-region deployment