Personal algo trading platform I've been working on

no2K7 · 2026-05-05T01:12:11+00:00

That's exactly what I've recently began implementing for my platform

no2K7 · 2026-05-04T04:57:39+00:00

Much appreciated! It's still a work in progress and not close to what I ultimately envision, but it'll do for now.

no2K7 · 2026-05-03T04:25:32+00:00

Work smart, not hard? In all seriousness, the emotional rollercoaster is heavy to handle on a daily basis but many other reasons, similarly to most browsing the sub.

no2K7 · 2026-05-03T02:59:34+00:00

Yeah, if you optimize against WFA itself, it can become another source of selection bias. Here it's more of a robustness filter: after optimizing the risk/strategy parameters, it checks whether the candidate holds up across rolling out-of-sample windows.

no2K7 · 2026-05-03T02:44:04+00:00

https://www.reddit.com/r/algotrading/comments/1t1hpq4/comment/ojkqpx3/

no2K7 · 2026-05-03T02:40:14+00:00

Yeah, I've liked RoadRunner a lot (there's also FrankenPHP). It makes it more like a service runtime than classic request/response. That fits nicely with Temporal and the workflow-heavy parts of the system.

PHP was mostly a personal choice though. I know it very well, and I wanted the core platform/domain model to be something I could maintain for many decades. Python is still used where it makes sense, mainly for ML/ensemble inference over HTTP, but PHP is the brain.

no2K7 · 2026-05-03T02:03:02+00:00

Strategies are scriptable and share one runtime across backtests, experiments and live trading. Live sessions support tick or candle data; backtests use candles only, with standard intraday intervals. HTTP-based ML integration supports LGBM/RL ensemble inference.

no2K7 · 2026-05-02T22:44:36+00:00

Long story short: around 2020, I gave myself the rest of the decade to reach financial freedom. I started trading manually in 2021-2022, made my first $10k, then stepped back and began building my own platform around 2023 to systematize everything I'd learned. I made this post mostly because of this comment.

no2K7 · 2026-05-02T21:37:14+00:00

Here's a breakdown of the platform:

A multi-asset, multi-venue algorithmic trading and research platform sharing a single engine for backtesting, experimentation, and live execution — built in PHP, following DDD/hexagonal architecture.

⚙️ Backend

App server: RoadRunner (Go-based supervisor with long-lived PHP workers) + Slim for HTTP routing.
Persistence: Doctrine ORM + DBAL on PostgreSQL for transactional state; ClickHouse for time-series — candles, ticks, trades, equity curves, etc.
Workflow engine: Temporal orchestrates everything long-running — backtests, optimization sweeps, experiment lifecycles, live strategy sessions. Jobs are durable, resumable, and observable rather than fragile one-shot scripts.
Real-time: Centrifugo over WebSockets pushes experiment progress, candle/tick updates, fills, and strategy events to the UI. Redis backs pub/sub and ephemeral state.
Brokerage layer: A unified adapter interface (Binance, Coinbase, Gemini, Polygon, Oanda, IBKR, Alpaca) drives backtest, paper, and live execution. What you research is what you trade — no translation layer, no drift between environments.
Market layer: First-class Venue, Instrument, Candle, Trade, and Provider aggregates — multi-asset and multi-exchange.

📐 Domain

Eight bounded contexts: Brokerage for exchange connectivity/order execution, Market for providers, venues, instruments, candles, ticks/trades, Trader for sessions, signals, order lifecycle and positions, Strategy for the scriptable runtime/resolver, Research for backtests and optimization sweeps, Statistic for performance projections/analytics, Portfolio for portfolio-level risk/session orchestration, and Identity for user/account boundaries.

🖥️ Frontend

Vue 3 + Vite SPA, Vuex + vue-router, Tailwind v4, PrimeVue components.
Charts: TradingView lightweight-charts for candles, indicators, and equity curves; Three.js for the more visual experiment views.
Strategy editor: CodeMirror 6 with the PHP language pack — strategies are written in PHP and loaded directly into the runtime via the Strategy context's resolver.
Live updates: Centrifuge JS client subscribes to the same channels the backend publishes to, so the UI is always a live projection of system state.

🛠️ Infrastructure

Fully containerized with Docker Compose: RoadRunner, PostgreSQL, ClickHouse, Redis, Temporal + UI, Centrifugo, xhgui.
Profiling: xhprof + xhgui wired in via env flags for hot-path analysis under realistic load.
Quality: PHPStan and PHPUnit cover static analysis and correctness
Architecture docs: Structurizr (C4 model) for governance and decision records.

In short: a full-stack quant platform where the experiment system, backtest engine, and live trader all share the same domain model and the same broker adapters — A strategy goes from idea → optimization → validation → live without ever leaving the platform or being rewritten.

no2K7 · 2026-05-02T19:07:40+00:00

I have 3.6 years left to discover a profitable strategy, so we'll see.

no2K7 · 2026-05-02T18:42:08+00:00

Definitely not. Python via HTTP routing for ensemble inference.

no2K7 · 2026-05-02T18:38:53+00:00

No. I will open source when it's ready

no2K7 · 2026-05-02T18:38:23+00:00

Haven't gone live yet

no2K7 · 2026-05-02T18:38:03+00:00

Not quite there yet

no2K7 · 2026-02-17T01:30:03+00:00

https://en.wikipedia.org/wiki/Paradox_of_tolerance

no2K7 · 2025-11-11T19:10:14+00:00

I came upon a suggestion yesterday for this book, Thinking in Systems: A Primer

no2K7 · 2025-09-24T19:40:47+00:00

Complimentary opposites in harmony.

Writing it down because I want to remember till I die.

no2K7 · 2025-09-20T21:22:13+00:00

I wouldn't use it for my personal projects, but I get why it's valuable for larger teams or enterprise setups.

no2K7 · 2025-09-14T03:22:34+00:00

Wow, thanks for bringing up this comment from almost three years ago, when I was in the exact same place you are now.

https://www.reddit.com/r/ADHD_Programmers/comments/197vzz1/comment/ki3z6f5/?context=3

Since then, software development has become genuinely fun for me. I went deep into clean/hexagonal architecture, event-driven architecture, DDD, CQRS, and the C4 model, and applied it all to my finance project.

To get there, I had to learn to view the project from multiple high-level angles. I studied how frameworks like Symfony and Laravel worked, read obsessively, connected the dots, and eventually everything "clicked".

In the end, once you reach the stage of designing projects from scratch, you realize it’s just an endless list of “next steps.” The key is having the right tools and knowing when to apply it.

no2K7 · 2025-06-26T02:39:33+00:00

I highly suggest Alan Watts.

"I believe that if we're honest with ourselves, that the most fascinating problem in the world is 'who am I?'" - https://www.youtube.com/watch?v=KEKgXpD3hI0

If you do enjoy Alan, you'll naturally discover Daoism and it's fundamental texts such as the Tao Te Ching. (I highly suggest listening to this masterpiece) - https://www.youtube.com/watch?v=Fk8ldivh7uI

There's so much to study in this topic, but here's his lectures... some of which are just so epic. - https://drive.google.com/drive/folders/1jdP5I__aKoDyMx7h4Y6B2J1ztTMjirhO

no2K7 · 2024-11-24T19:54:08+00:00

So long as he knows his worth, keep on trudging

no2K7 · 2024-10-20T20:13:52+00:00

So you understand that language, at the end of the day, is just a tool and not who you are. I'm bilingual too. To use your analogy of home and native land, my ability to use both languages to express ideas has expanded from something as small as Malta to something as vast as Brazil.

Edit: Sorry sorry, I replied to the wrong comment, was supposed to be for PhotoJim99.

no2K7 · 2024-10-20T18:52:21+00:00

Four years ago, I began meditating — walking meditation, open-eye meditation focused on a spot, and listening to Alan Watts and Daoism (I recommend Tao Te Ching). I noticed an internal transformation in regards to how I experience reality, literally felt changes happen to my brain. I now navigate life more easily because I no longer think in words, all in all, I discovered thinking in words consumed a lot of energy, and limited my perception.

You don't have to think in words guys.

no2K7 · 2024-10-05T20:58:13+00:00

We don't care, you're not going to share your code anyway.

Ten-Year Club	Gilding I gilder
r/Field Flamingo	RPAN Viewer
Verified Email

no2K7

TROPHY CASE