Naxfront Systems
Automated multi broker futures trading infrastructure. Real time execution, institutional style risk management, and a no look ahead simulator, built to run unattended.
The constraint
Money moves on every signal, unattended, across brokers that each speak a different protocol. The system has to keep executing when a feed drops, a broker disconnects or a server restarts, and it has to refuse to trade the moment a risk rule says so, with no human in the loop to catch it.
What most people would have built
A script that calls one broker's API from one machine, with risk checks added after the first bad day. It works until the first reconnect, and it can never be trusted to run overnight.
Two nodes, one bridge interface
Orchestration, the data feed, the dashboard and the database live on one server. Broker execution lives on another. They talk over ZeroMQ on a private network, so strategy logic and order placement are cleanly separated. Four brokers sit behind one order manager interface, so a new broker is a new bridge and nothing else changes.
Twelve checks before anything reaches a broker
Daily loss, drawdown, trades per day, open positions, session windows, direction filters, minimum reward to risk, entry sanity, event blackout and profit cap gates. Above them sits a governor modelled on funded account rules. A signal that fails any check is logged with the reason and never sent.
Watching it run
Per account risk, drawdown against the cap, open positions and a one click flatten and pause. Every task shows its tokens, latency, spend authorised, checkpoints and gate decisions, read from the one audit trail. Calls a run cannot honestly claim are counted separately and never folded into its totals.
Recovering from a restart
A reconciler rebuilds live state from the broker and the database after any restart, so the system comes back knowing what it holds rather than assuming. Live trading sits behind a two factor lock so a real order cannot fire by accident.
A simulator that cannot cheat
A single clock owns time. Strategies are handed a read only buffer of past bars, so future data is structurally unreachable rather than merely discouraged. Fills resolve on the true one second price sequence with latency and slippage modelled. A golden master oracle and differential checks assert the simulator and the live engine agree bar for bar.
What it taught us
The simulator is the product. An earlier batch backtester carried a look ahead bias that inflated results, and the only reliable fix was to make the bias impossible by construction. Everything else in the system exists to keep an honest edge deployable and survivable.