PaperTrade
High-frequency algorithmic execution engine for equities.
Overview
PaperTrade is a low-latency trading simulation engine capable of processing thousands of ticks per second. It integrates directly with Polygon.io and Alpaca APIs to provide real-time market data and simulated execution against live order books.
Why It Exists
Existing paper trading platforms are either too slow, simulating execution at the minute level, or lock you into a heavy monolithic UI. I needed an API-first engine that could backtest and forward-test algorithmic strategies with millisecond precision without risking real capital.
Key Features
Sub-10ms simulated execution latency
Real-time NBBO (National Best Bid and Offer) tracking
Full REST and WebSocket API
Advanced charting and strategy visualization
Roadmap
Options and Futures support
WASM-based strategy compilation for edge execution
Historical data backtesting engine integration
Engineering Challenges
High-Throughput Race Conditions
Handling concurrent order executions when the market price swings rapidly. If two strategies attempt to execute massive block trades simultaneously, ensuring ledger consistency at high throughput required moving from standard database locks to a Redis-backed optimistic locking model.
WebSocket Data Streaming
Broadcasting live tick data to thousands of potential client connections without bottlenecking the main execution thread. Achieved by offloading Pub/Sub duties to a dedicated Redis cluster.
Core Stack
Performance
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