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  • Joined Oct 23, 2026

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XiaoMingFa/README.md

Mingfa Lim (林明发)

Principal Systems & Quantitative Software Engineer
📍 Singapore 🇸🇬  •  🎓 NUS Computer Science & Business/Finance  •  📈 Crypto & Algorithmic Trading  •  🎾 Tennis


About Me

I'm a software engineer and quantitative systems architect based in Singapore with over 20 years of experience building deterministic, low-latency infrastructure at the intersection of computer science, financial markets, and cryptographic protocols.

After studying Computer Science and Business & Finance at the National University of Singapore (NUS), I started my career in the early 2000s writing C++ FIX order-routing gateways, limit order book matching engines, and tick-data ingestion pipelines across APAC trading desks. Over the past decade, my work has centered on high-throughput Rust and Python systems—ranging from columnar analytical engines (Apache Arrow, Parquet, DuckDB) to on-chain DeFi execution, perpetual futures pricing, and decentralized settlement infrastructure.

I care deeply about numerical precision, zero-copy memory layouts, predictable tail latency, and clean state-machine invariants—because in both distributed systems and live order books, silent data corruption or an unhandled edge case costs real capital.


Core Engineering & Market Focus

  • Languages & Runtimes: Rust, C/C++, Python, TypeScript, SQL
  • Quantitative & Trading Infrastructure: Limit order book (LOB) microstructure, FIX/FAST & WebSocket wire protocols, backtesting engines, risk & margin state machines, floating-point / decimal exactness
  • Crypto & On-Chain Systems: EVM & Solana RPC indexing, DEX liquidity aggregation, MEV-aware execution pipelines, cryptographic state verification
  • Data & Columnar Analytics: Zero-copy Arrow/Parquet pipelines, vectorized query execution, high-frequency time-series storage

Beyond the Order Book

  • 🎾 Tennis: Die-hard club player. You'll usually find me on Singapore's outdoor hard courts at 7:00 AM before the tropical humidity spikes. Aggressive baseliner, one-handed backhand loyalist, and custom racquet stringer (poly mains / natural gut crosses at 52/55 lbs).
  • 📈 Market Microstructure & Macro: Reading central bank liquidity plumbing, volatility surface papers, and DeFi protocol whitepapers over morning kopi-o kosong.
  • 🍜 Local Hawker Trail: Forever debating the best char kway teow and late-night satay stalls between Tiong Bahru and East Coast Lagoon.

"In theory, there is no difference between theory and practice. In practice, there is—especially when the market is open and latency is measured in microseconds."

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