PaperTrading

Agent-based paper trading simulator. Price is discovered through order matching — not dictated by CSV data.

Quick start

CLI backtester

go run ./cmd/papertrade/ -csv test/data/aapl_5min.csv -symbol AAPL -strategy ma_cross

Flags: -cash, -fast, -slow, -qty, -strategy (ma_cross, price_cross), noise config (-noise, -noise-count, -noise-spread, -noise-mkt-rate), risk constraints (-max-drawdown, -max-positions), storage (-db memory|path).

API server + Web UI

# Terminal 1: backend
go run ./cmd/papertrade-server/

# Terminal 2: frontend dev server
cd web && npm run dev

Open http://localhost:5173. The Vite dev server proxies /api → :8080 and /ws → ws://localhost:8080.

How it works

• CSV provides the initial price and timeline (timestamps). Subsequent CSV prices are ignored.
• Noise traders generate random limit orders around the current mark price and place market orders — this creates baseline price movement (random walk).
• Mark price = last traded (fill) price, updated atomically on every trade.
• Strategy receives ticks with the current mark price, not CSV reference prices.
• Order book depth is streamed via WebSocket (bids/asks arrays) and visible in the UI.

Commands

Scope	Command	Description
Backend	go run ./cmd/papertrade/	CLI backtester
Backend	go run ./cmd/papertrade-server/	API server on :8080
Backend	go test ./...	All Go tests
Backend	go vet ./...	Static analysis
Frontend	npm run dev	Vite dev server
Frontend	npm run build	tsc -b && vite build → internal/web/dist/

Stack

• Backend: Go 1.26, stdlib routing, modernc.org/sqlite (pure Go, no CGO), shopspring/decimal for money
• Frontend: React 19, Vite 6, TypeScript 5.8, lightweight-charts
• No ESLint, Prettier, formatter config, CI, or pre-commit hooks