OakCapital: HFT Trading Engine & Quant Terminal

2nd Prize — OpenSoft General Championship, IIT Kharagpur.

Live terminal: real-time limit order book, TradingView chart, order execution controls.

 

An algorithmic trading platform built for the IIT Kharagpur OpenSoft General Championship: a C++ matching engine, a Go API layer, and a React trading terminal.

Live demo: oakcapital.tech/terminal

Matching engine

My primary contribution: the Limit Order Book (LOB) and matching engine, in backend/Matching-Engine/.

• AVL-tree price levels: O(log M) insert for a new price level, O(1) best-bid/ask lookup (M = number of distinct price levels).
• Each price level holds a doubly-linked list of resting orders — O(1) execution and cancellation, strict price-time (FIFO) priority.
• Served to the Go backend through a CGO bridge (C ABI, no IPC) — see backend/Matching-Engine/include/engine_c_api.h.

Benchmark status: an earlier draft of this README quoted a 1.4M orders/sec figure. I could not find a benchmark script, log, or CI run anywhere in the repo backing that number, so I removed it rather than repeat an unverifiable claim. See "Open items" below — this needs an actual order-injection benchmark committed to the repo before it's re-quoted.

Go / API layer

Concurrent REST + WebSocket API, PostgreSQL persistence, real-time order-book state delivery. See backend/docs/ for the API spec, architecture notes, and CGO integration details.

Alpha Bot strategy editor

Node-based visual editor for composing trading strategies without writing code: price-feed sources, indicator nodes (SMA/EMA/RSI/MACD/Bollinger), condition nodes (crossover/threshold/logic gates), action nodes (market buy/sell, stop loss). Compiles to a strategy JSON executed against the live matching engine.

Markets & portfolio

Live streaming prices across 10+ symbols with a gainers/losers board; portfolio manager with real-time PnL, positions, cash, and equity.

Stack

Layer	Technologies
Matching engine	C++17, STL, CMake
Backend / API	Go, CGO, WebSockets, PostgreSQL
Frontend	React, TypeScript, Vite, Tailwind CSS, TradingView Lightweight Charts

Build

cd backend/Matching-Engine
mkdir -p build && cd build
cmake .. && make

Produces libmatching_engine_core.a (static lib, linked by CGO), libmatching_engine_c_api.dylib, and the matching_engine_smoke test binary.

For the Go backend and frontend, see backend/README.md and frontend/README.md.

Open items

• No benchmark harness exists yet for the matching engine's throughput. Adding one (order generator + taskset-pinned timing loop, same style as mf-kernels) is the highest-priority fix — see the audit for detail.
• backend/Matching-Engine/tests/bookTests.cpp is currently an empty file; either fill it in or remove it.
• No LICENSE file — see LICENSE (MIT, added).

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For quant/HFT/systems reviewers: the primary C++ source is under backend/Matching-Engine/.