BaldQuant

Python (asyncio), data engineering with Parquet/Polars/DuckDB, WebSocket/REST market-data pipelines, AWS. Specialized in crypto market microstructure and trading infra.

Market microstructure and execution modeling — event-driven backtesting that matches live fills, and the failure modes that make homemade market-data pipelines silently wrong.

binance-l2-capture — an open-source, gap-free Binance futures L2 order book capture pipeline that halts on data corruption instead of silently recording a desynced book.

Talking shop on order-book data, capture correctness, and backtest validation. Say hey if you've fought the same data-quality problems — or found a bug in binance-l2-capture.