Quant Developer — Trade Copier for Proprietary Firm

I'm reaching out from a proprietary trading firm. We're looking for an experienced quant developer to build an internal trade copier. Project overview: We need a many-to-one copier: trades from a large number of leader accounts (scaling to several hundred concurrent connections) consolidated into a single follower account. This is the reverse of the typical one-to-many setup, so position netting and aggregation logic are central to the design. Core requirements: - Rithmic connectivity (R|API+ or R|Protocol) for follower order execution, and for fill detection on Rithmic-based leader accounts. - DXtrade API integration for fill detection on DXtrade-based leader accounts. - Support for hundreds of simultaneous leader connections with stable session management and automatic reconnection. - Ultra-low latency from leader fill to follower order — open exposure can reach several hundred thousand dollars at any moment, so speed and reliability are non-negotiable. - Netting logic when leaders hold offsetting positions. - Risk controls: max position limits, global kill switch, and position reconciliation on restart. - Robust handling of partial fills, rejections, and disconnects on the follower side. - Logging, monitoring, and alerting (fills, latency, errors) with a full audit trail. - Modular, configurable architecture so new logic (filters, sizing rules, symbol mappings) can be added over time without a rewrite. Engagement details: - This is internal proprietary tooling — work-for-hire with full IP assignment to us, under NDA. - We're open on tech stack. - We're looking for the possibility of a long-term relationship covering maintenance, improvements to this program, and future projects. If this sounds like a fit, please reply with examples of relevant projects and a rough timeline estimate. Happy to jump on a call this week to meet you and walk through the details.