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Financial Services2025

Multi-Strategy Trading System Deployment

A multi-strategy trading system running MA Supertrend and VWAP in parallel, with real-time feeds, hard risk controls, and 24/7 uptime. Built to trade real money, not to look good in a backtest.

Client: Private trading operation
<12ms average order latency
Zero unplanned downtime in production
Multiple strategies running on live capital
Full signal/fill audit trail in Postgres

The Challenge

The client had a working strategy on paper but no production system to run it. They needed live market data, order routing, risk limits that actually trip before losses pile up, and a dashboard they could trust at 3am. They'd tried a couple of off-the-shelf bots first. Both broke under load and had no visibility into why trades did or didn't fire.

Our Approach

We built the whole thing in-house. The core is a Python execution engine pulling from exchange WebSocket feeds, routing orders through the REST API, and persisting every signal, fill, and rejection to Postgres. On top of that sits a Node.js dashboard showing live positions, P&L, and per-strategy performance. Risk controls are not an afterthought — position sizing, hard stop-loss, and a kill switch are wired into the order path itself, not just the UI. Strategies are configurable without redeploying, so the client can tune parameters in hours instead of waiting on a dev cycle.

Tech Stack

PythonNode.jsWebSocketsPostgreSQLExchange REST/WS APIsDockerSentry

The Outcome

Average order latency under 12ms. Zero unplanned downtime since launch. Multiple strategies running concurrently on live accounts, with full audit logs and alerting on anything that drifts from expected behavior. The client now runs configuration changes themselves — we built the system, then got out of the way.

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