Senior Market Data Engineer (Trading Platform)

About the project I operate one system, commercial trading operations platforms used by internal admins to screen live signals, send entries, and post trade lifecycle updates to a Discord community (~3,000 members). We need a senior engineer to design and implement a legal, scalable market data architecture using licensed vendors (e.g. Massive, Databento, dxFeed). The goal is high-quality live and historical US equities + options data for internal ops and compliant alert distribution — not scraped or unlicensed sources (e.g. Yahoo Finance) for production. What you will do -Audit our current Massive/Polygon integration and map every data touchpoint (live snapshots, options greeks, intraday/daily bars, historical marks, universe scans, Send Entry, backtests). -Design and build a central market data ingestion service (VPS) → Supabase cache → SituTrader / SyncTrade (no vendor API keys in production apps). -Evaluate vendors (Massive Business, Databento Plus, dxFeed MDaaS) via POC on the same symbols (e.g. SPY, QQQ, one active option). Implement the chosen vendor path with minimal disruption to trading workflows (Best Setup panel, options enrichment, Send Entry, Discord alerts). -Optimize API/stream volume (WebSocket for watchlist, options only for active signals, remove redundant polling). -Work with vendor sales/compliance using a technical requirements brief (endpoints, user counts, redistribution model) — engineer supports quoting; legal/client approves contracts. -Document architecture, licensing assumptions, failover, monitoring, and runbooks. Required skills -5+ years backend/data engineering (or equivalent depth). -Strong TypeScript/Node.js (our stack is Express + React). -Hands-on experience with US market data APIs — at least one of: Massive/Polygon.io Databento dxFeed / institutional feeds Similar OPRA/equity vendors -Experience building ingestion pipelines: REST and/or WebSocket streaming, normalization, caching (we use Supabase/Postgres). -Options market data: snapshots, NBBO, greeks (delta/IV), chain selection, historical option marks. -Equity intraday/daily bars, snapshots, universe/scan patterns. -Ability to read an existing codebase and refactor polygon.ts-style modules without breaking production flows. -Clear written communication for technical vendor RFPs and internal docs. How to apply Send: 1. Short note on a market data integration you built (vendor, live vs historical, options if any). 2. GitHub or code sample (ingestion, streaming, or API wrapper). 3.How you would approach licensed data for a product with internal admins + public Discord alerts. 4.Availability and rate/salary expectations.