Overview
A prototype algorithmic trading platform for publicly traded equities in North America. The platform receives market data, executes trading strategies, performs risk checks, manages orders and positions, and provides monitoring and reporting capabilities. Supports paper trading (simulated execution) in the initial release.
Documents
Algorithmic Trading Platform
What is this?
This project demonstrates how SOFIA can be used to develop a medium-sized software system from initial requirements through architecture, implementation planning, and testing.
The project models an algorithmic trading platform that processes market data, executes trading strategies, performs risk checks, manages orders and positions, and supports paper trading and backtesting.
System Overview
The platform is an event-driven pipeline. Market data flows through a chain of components, each publishing events consumed by the next. See the System Pipeline diagram on this page.
All components communicate via an EventBus (publish/subscribe). Interfaces are defined as Python Protocols, making every component independently testable and replaceable.
Architecture
The system is organized into twelve major architectural components. Select Architecture from the navigation menu to explore the complete component model, their responsibilities, and the event flow between them.
Requirements
Functional, quality, security, and architectural requirements are captured and traced throughout the project. Select Requirements to explore them.
Runtime Flows
Runtime behavior is described through several key operational flows including market data processing, order execution, backtesting, monitoring, configuration, and authentication. Select Flows to explore them.
Interfaces & Contracts
External integrations and internal component interfaces are defined as explicit contracts to isolate the platform from implementation-specific dependencies. Select Contracts to explore them.
Testing
The project contains automated tests covering the core trading workflow and validates the end-to-end paper trading slice. Select Tests to explore the test catalog.
Suggested Tour
- Read this page (2 minutes) — understand what the platform does and how it's organized
- Open Requirements — see what the system must do (functional, non-functional, constraints)
- Explore the Architecture — understand the twelve components and how they relate
- Follow the Runtime Flows — trace how a market tick becomes a filled order
- Review the Tests — see how the implementation is validated
- Return here and read the Implementation Roadmap — understand what's built and what's next