QuantLeap algorithmic trading dashboard showing multi-broker order execution and live P&L across Indian equities and F&O.
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Algorithmic Trading & FintechCloud EngineeringServerless ArchitectureMulti-Broker Execution

QuantLeap Algo Trading Platform: Enterprise-Grade Automated Trading for Indian Markets

Bridging retail traders with institutional-grade execution infrastructure through a unified, multi-broker, serverless trading engine.

Indian Equities & F&OMarket Focus
< 200msOrder Dispatch Latency
4 BrokersUnified Integration
24/7Strategy Orchestration

THWORKS developed the QuantLeap Algo Trading Platform, an enterprise-grade algorithmic trading system built on AWS serverless and container-based compute that empowers retail and professional traders to automate complex options and equity strategies across the Indian markets. By unifying Zerodha, Angel One, Finvasia, and Zebu under a single execution layer and layering on a public strategy marketplace, the platform turns sophisticated derivatives trading into a point-and-click experience.

The Challenge

Retail algorithmic traders in India are trapped between two bad options: either stitch together brittle scripts running on a laptop — with cold-start risk, missed candles, and no failover — or pay institutional vendors thousands of rupees per month for closed, inflexible terminals. Multi-leg options strategies such as straddles, strangles, iron condors, opening range breakouts, and wait-and-trigger entries require precise minute-level orchestration, stop-loss monitoring adjusted for circuit limits, and idempotent broker reconciliation that most retail tools simply don't offer.

In 2026, with F&O participation at record highs and tightening execution audit requirements, traders needed a platform that was always-warm, broker-agnostic, fully audited, and cheap enough to run for a single user — while still being robust enough to power a white-label brokerage deployment.

Our Solution

We built a cleanly separated cloud architecture that isolates long-lived infrastructure from rapidly-iterating trading logic. Market data and broker calls run on always-warm containerized services behind internal load balancers, eliminating the cold-start penalty that plagues function-only trading stacks. A single API gateway fronts authentication, broker, strategy, orchestration, and marketplace services, while a minimalist React frontend gives traders a control panel for baskets, allocations, positions, and live P&L.

A scheduled event bus fires every trading minute, fanning out to orchestration workers that compute strategy triggers, resolve ATM and OTM strikes, and dispatch orders through the unified broker layer. Stop-losses, wait-and-trigger entries, and opening range breakout strategies are monitored continuously, with circuit-limit-aware re-placement and overnight-gate handling baked in.

Key Technical Decisions

Always-Warm Containers on the Execution Path: Moved broker calls and market data off cold-start-prone functions onto container services with scheduled scaling aligned to Indian market hours (8:00 AM – 11:55 PM IST), guaranteeing sub-200ms order dispatch during trading sessions.

Loose Stack Coupling via Parameter Store: Replaced dozens of brittle cross-stack exports with parameter-store-based service discovery, allowing independent redeploys of the trading layer without tearing down foundational resources.

Idempotent Broker Reconciliation: A dedicated sync service handles stuck rejections, partial fills, and duplicate order IDs deterministically, so traders never see ghost positions even when brokers return inconsistent state.

Multi-Broker Dispatch Layer: A single dictionary-dispatch abstraction hides Zerodha, Angel, Finvasia, and Zebu behind one consistent API — strategies are written once and run anywhere without code changes.

White-Label Ready: Tenant configuration drives branding, landing pages, and OAuth flows, enabling the same codebase to power both a public marketplace and a broker-branded deployment — currently live for Zebu.

Results

60%
Reduction in Strategy Deployment Time
< 1s
Average Order Placement Latency
500+
Automated Tests Guarding Execution Logic

Before

Traders manually placing multi-leg options orders across broker terminals, missing entries by seconds, with no audit trail, no circuit-limit-aware stop-losses, and no way to share or monetize working strategies.

After

Fully automated basket execution across four brokers, circuit-aware stop-loss monitoring, idempotent order sync, a public marketplace for strategy subscription, and a real-time positions dashboard — all running on pay-per-use serverless infrastructure.

Technology Stack

AWS CDK (Python)A single infrastructure-as-code monorepo orchestrating networking, identity, databases, API gateway, serverless functions, state machines, and containers — deployed via one command per environment.
ECS Fargate + Internal ALBAlways-warm FastAPI services for market data and multi-broker execution, eliminating cold starts on the critical trading path and providing predictable latency during market hours.
DynamoDBPurpose-built tables with global secondary indexes tuned for the exact query patterns of a live trading engine — user profiles, broker accounts, trading configurations, positions, events, and marketplace listings.
EventBridge + Step FunctionsMinute-level event fan-out drives orchestration workflows covering entry, exit, stop-loss, wait-and-trigger, opening range breakout, end-of-day reconciliation, and instrument refresh.
React 18 + TypeScript + TailwindCSSA responsive frontend with a shared design system, white-label tenant configuration, and automatic token refresh — delivered via S3 and CloudFront for global low-latency access.
Cognito + Secrets ManagerPer-user OAuth token isolation ensures one trader's broker session can never leak into another's execution context, meeting audit and compliance requirements out of the box.
"The QuantLeap platform gave us institutional-grade execution infrastructure at retail-friendly economics. THWORKS turned what used to be a team of DevOps engineers and a Bloomberg terminal into a single deploy and a clean dashboard."
Ravi Shanker Reddy KourlaFounder, QuantLeap Analytics

Frequently Asked Questions

Common questions about this project and our approach.

The broker and market data services run on always-warm containers with scheduled scaling that pre-warms capacity before market open and keeps it warm until after close. Combined with request-based autoscaling and health-checked internal load balancers, the execution path never pays a cold-start penalty during trading hours.

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