Crypto-Derivatives Trading System

The Brief

Signals in, risk-checked orders out.

Strategies should be cheap to write and impossible to let loose: they publish signals and nothing else, while one service owns sizing, limits and orders.

One market-data ingester fetches 1-minute candles and derives every higher timeframe itself

Strategy processes hold no keys and never size or place orders; they only write signals to their own stream

One execution service admits, deduplicates and risk-checks each signal before placing orders and tracking fills

A Next.js dashboard reaches the API server to server, so the browser never holds the access token

Architecture & Stack

Streams between processes, one gate before the market.

Market data

Ingester1m candles · derived timeframes

Streams

Redis StreamsCandles in · signals out

Strategies

Trader processesSignals only, no keys

Execution

Risk gateOne pure function

Orders & fillsSingle instance, advisory lock

Control

Fastify + tRPCAPI · realtime

Next.jsDashboard

Stack

Language

TypeScriptNode 22pnpm + Turborepo

Services

Fastify 5tRPC 11Redis Streams

Data

PrismaPostgreSQLzod

Frontend

Next.jsReact 19

Quality

VitestDocker Compose

Key Decisions

01Only the execution service holds exchange keys and places orders

02Every limit (sizing, per-coin slots, four exposure ceilings, hedge reserve, margin) sits in one pure risk function shared by the order gate and the settings screen

03A priority-laned rate-limit budget keeps order traffic ahead of market data

04The wire format is defined once in zod and published as JSON Schema, with a drift test and cross-language parity fixtures

05Built with an AI coding-agent workflow I set up: 7 layer-author and 4 read-only auditor agents with fenced responsibilities

Walkthrough

Inside the product.

Screenshots from a local run on fictional demo data.

Control plane · Next.js dashboard

Risk settings with per-coin trade slots and exposure ceilings

Trade slots, exposure ceilings and hedge reserve

Per-coin policy table with long and short toggles

Per-coin direction and limit exceptions

Trader configuration dialog with JSON parameters

Per-trader parameters and take-profit cap

Core code

One pure function checks every exposure ceiling

Signal wire contract defined once in zod

4Services

8Shared packages

3,810Test cases

Adding a strategy means writing a signal rule, not touching orders or limits: the risk function and the execution service are the only path to the market.

Signals in, risk-checked orders out.

Streams between processes, one gate before the market.

Inside the product.

Faculty Reviews