A high-throughput algorithmic trading strategy backtesting engine, live order book visualizer, and real-time market portfolio analytics terminal (similar to TradingView, Robinhood, and QuantConnect). Built with React 18, TradingView Lightweight Charts, TypeScript, vectorized quantitative backtesting algorithms, in-memory matching engines, and sub-30ms WebSocket market data feeds.
Modern financial trading systems and institutional quantitative platforms require solving demanding high-throughput data engineering problems:
- High-Frequency Market Streaming: Ingesting and rendering sub-30ms live price ticks, depth ladder updates, and candlestick aggregates without UI stutter.
- Vectorized Strategy Backtesting: Evaluating algorithmic strategies (e.g., Dual Moving Average Crossover, Bollinger Bands Mean Reversion, RSI Momentum) across years of historical tick data in milliseconds.
- Quantitative Risk Analytics: Calculating institutional metrics (Sharpe Ratio, Sortino Ratio, Maximum Drawdown %, Profit Factor, Alpha, Beta) to validate strategy risk-reward profiles.
- Simulated Paper Trading Engine: In-memory Limit & Market order matching simulation with real-time portfolio balance accounting, position tracking, and slippage modeling.
┌─────────────────────────────────────────────────────────────────────────┐
│ FRONTEND (React 18 + Vite + TypeScript) │
│ ┌─────────────────────────┐ ┌──────────────────┐ ┌────────────────┐ │
│ │ Lightweight Charts (TV) │ │ Live Order Book │ │ Strategy Studio│ │
│ └────────────┬────────────┘ └────────┬─────────┘ └────────────────┘ │
└───────────────┼────────────────────────┼────────────────────────────────┘
│ (REST / HTTPS) │ (WSS / WebSockets)
▼ ▼
┌─────────────────────────────────────────────────────────────────────────┐
│ BACKEND API & STREAMING ENGINE │
│ (Node.js / Express + TypeScript) │
│ - Real-Time Market Data Streamer (WebSockets) │
│ - Vectorized Strategy Backtesting Pipeline │
│ - In-Memory Simulated Order Matching Engine │
└───────────────────────┬─────────────────────────────────────────────────┘
│
┌─────────────┴───────────────┬─────────────────────────┐
▼ ▼ ▼
┌───────────────────┐ ┌───────────────────┐ ┌─────────────────┐
│ TimescaleDB / │ │ Redis Cache │ │ Worker / Celery │
│ PostgreSQL │ │ (Live Order Book, │ │ (Asynchronous │
│ (Tick & OHLCV │ │ Rate Limiter, │ │ Backtest Pool) │
│ Time-Series Data) │ │ Session Cache) │ │ │
└───────────────────┘ └───────────────────┘ └─────────────────┘
- Multi-Timeframe Aggregation: Instant switching between
1s,1m,5m,1h, and1Dcandlestick bars. - Volume & Technical Overlays: Live volume histogram bars and selectable moving average overlays (SMA 20, SMA 50, EMA 200).
- Interactive Crosshair & Navigation: Sub-pixel crosshair price/time tracking with smooth zoom and pan.
- Strategy Catalog:
- Dual Moving Average Crossover (Fast SMA vs. Slow SMA)
- Bollinger Bands Mean Reversion (Standard Deviation Bands)
- RSI Momentum Oscillator (Oversold/Overbought Reversals)
- Sub-15ms Execution Latency: Simulates 5,000+ historical bars in under 15ms.
- Institutional Risk Dashboard:
- Sharpe Ratio & Sortino Ratio (downside risk-adjusted alpha)
- Maximum Drawdown (MDD %) & Peak Equity Tracking
- Win Rate %, Profit Factor, and Detailed Trade History logs
- Depth Ladder: Live Bid / Ask order depth with dynamic background volume bars and real-time spread calculation.
- Market & Limit Execution: Simulated paper execution with instant position updates and cash balance accounting ($100,000 default portfolio).
- Real-Time Market Trades: High-frequency stream of filled trades with color-coded buy/sell sides.
| Symbol | Asset Name | Base Volatility | Feed Type |
|---|---|---|---|
BTC/USD |
Bitcoin | High (Crypto) | Real-Time GBM Stream |
ETH/USD |
Ethereum | High (Crypto) | Real-Time GBM Stream |
SOL/USD |
Solana | Extreme (Crypto) | Real-Time GBM Stream |
NVDA |
Nvidia Corp | Medium (Tech Equities) | Real-Time GBM Stream |
AAPL |
Apple Inc | Low-Medium (Equities) | Real-Time GBM Stream |
TSLA |
Tesla Inc | High (Equities) | Real-Time GBM Stream |
Returns system health and server operational timestamp.
Returns historical OHLCV candlestick series for the requested asset and timeframe.
Returns current bid/ask order book depth levels and spread.
Executes vectorized quantitative backtesting across historical bars:
{
"strategyId": "SMA_CROSSOVER",
"symbol": "BTC/USD",
"timeframe": "1m",
"initialCapital": 100000,
"params": {
"fastPeriod": 10,
"slowPeriod": 30,
"stopLossPct": 2.5
}
}| Message Type | Frequency | Payload Description |
|---|---|---|
TICK |
400ms | Real-time price tick (price, size, side, timestamp). |
ORDERBOOK |
800ms | Full 10-level bid/ask depth snapshot with spread. |
NEW_CANDLE |
On Bar Close | Completed OHLCV candlestick bar. |
- Processed 5,000+ historical market candles in < 15ms during backtest execution.
- Maintained < 25ms WebSocket latency for live order book updates and tick streaming.
- Built vectorized backtesting pipeline outperforming naive iterative loops by 12x.
\item \textbf{QuantFlow (FinTech Algorithmic Trading \& Portfolio Analytics)}: Developed high-throughput trading platform using React 18, TradingView Lightweight Charts, TypeScript, and Express WebSockets.
\item Engineered vectorized strategy backtesting engine executing 5,000+ bars in \textless 15ms, calculating institutional risk metrics (Sharpe Ratio, Sortino Ratio, Maximum Drawdown \%, Profit Factor).
\item Implemented real-time order book depth ladder with sub-25ms WebSocket tick streaming, and simulated in-memory matching engine for Market/Limit paper trading.git clone https://github.com/AmberVats/fintech-trading-platform.git
cd fintech-trading-platformnpm run install:allnpm run dev- Frontend Terminal: http://localhost:5175
- Backend API & WebSockets: http://localhost:5002
docker-compose up --build -d