system design / algorithmic trading / idempotency / software engineering
Trading System Design: Junior Engineer Architecture
Part 1 of Austin’s trading system design series starts with a single-process application. It covers persistent order intent, stable order IDs, an append-only history, and recovery after a crash. The example begins with paper trading.
Transcript
0:00If you want to get a tech job making over 350 000 a year you're going to need to build
0:05a real world complex software engineering project from scratch So in this video I'm going to teach you how you
0:12can build your own algorithmic trading system And this exact system being on my resume helped me land jobs at
0:21TikTok Square Microsoft Oscar Health Coinbase Figma and most recently my brand new job at Headway So if you're a
0:31computer science student who wants to stand out from the crowd stop and save this video This video focuses on
0:39the system architecture that a junior software engineer should be able to build and explain during a job interview At
0:49the junior level your goal is to prove that your system works So here's a concrete example Let's say you're
0:59building an algorithmic trading system and it has one TypeScript process one database and one brokerage connection And every few
1:09seconds a loop pulls the latest prices Your strategy ingests those prices checks its rules and decides when to buy
1:21or sell Then you save the order to your database before you ever communicate to the brokerage in order to
1:30make your orders item potent Then the broker submits the order and you re counsel the result back into your
1:41portfolio You'll then go with paper trading to start So if there's a bug you're not risking your actual money
1:53And you'll ensure that when you go to real trading you have a stable order ID That way you'll never
2:04buy the same stock twice with just one order And you also want to save everything into some sort of
2:14append only log including the prices you saw the decisions you made and the broker's response That way if your
2:25system crashes it can pick up exactly where it left off And now congratulations you've built a real junior level
2:36software engineering system Now this isn't enough to get to mid level so if you want that video then like
2:46and follow for part two
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