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.
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
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
"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."
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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