Case study · 01 / Fintech

Liquid Edge — a trading desk that stopped melting.

GoKafkaKubernetesClickHouseTerraform

The problem

An open broker platform was melting its message queue in every price spike. Orders backed up, the UI froze, and the trading desk resorted to shouting prices over the phone while engineers raced to drain a backlog that kept refilling.

Fundamentally it was a throughput problem hiding behind an incident problem: the order path was a single fragile chain, there was no idempotency, and every replayed message became a duplicate order.

What we did

We rebuilt the order path on Go + Kafka with an idempotent gateway at the edge — every order carries a client-generated ID, and dedupe happens on the wire, not in a retry loop. Market data, order validation and routing became separate lanes so a spike in one feed could never stall the others.

Deploys moved behind a canary pipeline: one pod at a time, smoke-tested against synthetic order flow, with automatic rollback on any p99 regression. Post-trade analytics landed in ClickHouse so the desk stopped polling the database for reports.

Impact

The system went from "urgent incident" to "boring Monday." Peak volumes during the next big market move were handled without a single dropped order, and the team that used to babysit the queue went back to building features.

Desks / clients Idempotent gateway Kafka · 3 lanes K8s canary deploys ClickHouse analytics
Wk 1Gateway slice live on synthetic flow Wk 4Canary pipeline on, queue babysitting ends Next spike4× volume absorbed, zero dropped orders

Tradeoff we made: idempotency on the wire instead of broker exactly-once. More client-contract work up front — but a replayed message can never become a duplicate order.

order-gateway · prod
p99 event latency42 ms · SLO 100 ms
throughput (1m)18,400 orders · no backlog
idempotency dedupe1,204 replays absorbed · 0 duplicates
canary · pod 7/7p99 +3 ms · watching
error budget (30d)99.99% · 21 min remaining
4×peak volume 99.99%uptime 0downtime deploys 42msp99 events
All work Next: Support Copilot