OpenTradeInfra is my hands-on project to build a transparent, modular trading infrastructure from scratch.
The goal is simple: understand how modern trading systems work under the hood by designing each realistic layer myself — connectivity, data, risk, storage, monitoring, and orchestration.
Why Build This
Most trading platforms are powerful but closed systems — you interact with them every day, but the internal mechanisms are rarely visible. I’m building OpenTradeInfra as a personal learning project to demystify these systems for myself, using only open-source tools and synthetic data.
Understanding the full engineering lifecycle of a trade — from connectivity to trade capture, to risk, to monitoring — helps me think more clearly and operate more effectively in my professional role. It sharpens troubleshooting instincts, deepens technical understanding, and gives me a clearer mental model of the systems I support.
This project is intentionally scoped to the parts of the trade lifecycle that can be built in an open-source environment. It does not attempt to recreate regulated post-trade systems such as clearing, settlement, custody, or regulatory reporting.
Everything here is:
- open,
- testable,
- documented,
- and built from first principles.
It’s both a long-term engineering project and a structured learning journey.
I rely heavily on AI throughout this project — for planning, structuring components, debugging issues, and breaking down complex topics into something manageable. I don’t want to give the impression that I’m a coding expert or an industry guru. I’m learning as I build, and AI is one of the tools helping me along the way. This project exists to improve my understanding, not to showcase mastery. It’s a practical learning journey supported by modern tools, curiosity, and consistent work.
Project Milestones
M1 — Market Data + FIX Gateway (Completed)
- QuickFIX Acceptor + Initiator
- Synthetic order flow generator
- Basic validation and message handling
M2 — Trade Capture DB
- PostgreSQL schema for trades and positions
- FIX log parser
- Trade persistence pipeline
M3 — Risk Engine
- Real-time P&L
- VaR and Greeks (QuantLib)
- Risk aggregation
M4 — Monitoring & Automation
- Prometheus metrics
- Grafana dashboards
- PowerShell automation scripts
M5 — Messaging + Logging
- RabbitMQ or Kafka integration
- ELK stack for logs
M6 — Orchestration + CI/CD
- Docker Compose → Kubernetes
- GitHub Actions pipeline
M7 — UI & Final Integration
- Streamlit/Dash UI
- Project whitepaper
- GitHub Release v1.0
Current Status
Milestone M1 is actively in progress.
Market data simulation and the FIX gateway are functioning, with successful test messages and order flows verified. A detailed write-up of Milestone 1 is available in my Notes.
This project will continue growing milestone by milestone toward full trade-lifecycle coverage — in every domain that can realistically be built in open-source.