Energy & commodities trading

Real-time pricing and analytics for an energy sales desk

Client
Energy trading house, Paris
Sector
Energy & commodities trading
Period
2023 – 2024
Services
Trading & pricing platforms, Data engineering & analytics
3integrated trading applications

Features across three integrated trading applications: real-time price negotiation, trader and sales blotters, analytics and a margin prediction API.

Context

The platform served energy commodity trading with three microservice-based applications: one for real-time price negotiation with B2B clients, a trader blotter for deal tracking, and a sales blotter for key accounts and margin management.

The challenge
  • Push live prices to B2B clients reliably.
  • Feed business dashboards from transactional data without manual extracts.
  • Give sales a data-driven margin estimate when pricing client quotes.
What we did
  • Maintained and extended the price broker, the real-time price distribution service, with ASP.NET Core 6, Rx.NET, SignalR and RabbitMQ.
  • Built an ETL pipeline from transactional data to Parquet on S3, queried through Athena by Power BI dashboards.
  • Built a margin prediction API with FastAPI, Python and MLflow, secured with Okta.
Outcome
  • Business dashboards fed automatically from transactional data.
  • A margin model available to sales through a secured API when pricing quotes.
Technologies
  • ASP.NET Core 6 / 8
  • Rx.NET
  • SignalR
  • RabbitMQ
  • Dapper
  • Parquet
  • AWS Athena
  • Power BI
  • FastAPI
  • MLflow
  • Okta
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