Klear Trading System

A trading system that simulates the complete lifecycle of securities trading, from order submission through execution, clearing, and final settlement.

Overview

Klear is a high-performance trading infrastructure that provides:

• Order management and execution across multiple exchanges
• Real-time trade clearing and settlement processing
• Multi-lateral netting for efficient settlement
• Simulated market conditions and exchange behaviors
• Complete trade lifecycle management

Features

• Multi-Exchange Support: Simulates trading across 4 different exchanges with varying characteristics:

  • Primary Exchange (low latency, high liquidity)
  • Secondary Exchange (medium latency, medium liquidity)
  • Regional Exchange (higher latency, lower liquidity)
  • Dark Pool (highest latency, lowest liquidity)

• Complete Trade Lifecycle:

  • Order submission and validation
  • Smart order routing
  • Trade execution
  • Clearing process
  • T+2 Settlement (removed for testing)

• Risk Management:

  • Pre-trade validation
  • Real-time position monitoring
  • Dynamic margin calculations
  • Exposure limits

Getting Started

Prerequisites

• Go 1.21 or higher
• SQLite3
• Make

Installation

1. Clone the repository: git clone https://github.com/ksred/klear-api cd klear-api

2. Install dependencies: go mod download

3. Build the project: make build

Running the Application

Start the server: make run

The API will be available at http://localhost:8080

Running the Simulation

To run the trading simulation: make simulate

The simulation will:

• Generate random orders across multiple symbols
• Route orders to different exchanges
• Process executions, clearing, and settlement
• Log detailed statistics about the trading activity

Development

Available Make Commands

• make build - Build the application
• make clean - Remove build artifacts
• make run - Run the application
• make test - Run tests
• make test-coverage - Run tests with coverage
• make lint - Run linters
• make all - Clean, lint, test, and build
• make simulate - Run the trading simulation
• make watch - Run in development mode with auto-reload (requires fswatch)

Project Structure

.
├── cmd/
│   ├── server/     # Main application
│   └── simulation/ # Trading simulation
├── internal/
│   ├── auth/       # Authentication
│   ├── clearing/   # Trade clearing
│   ├── database/   # Database operations
│   ├── exchange/   # Exchange simulation
│   ├── models/     # Data models
│   ├── settlement/ # Settlement processing
│   └── trading/    # Order management
├── pkg/
│   ├── common/     # Shared utilities
│   └── middleware/ # HTTP middleware
└── configs/        # Configuration files

API Documentation

See DOCS.md for detailed API documentation.

Testing

Run the test suite: make test

Generate test coverage report: make test-coverage

Configuration

The application can be configured using environment variables:

• ENV - Environment (development/production)
• DEBUG - Enable debug logging (true/false)
• PORT - Server port (default: 8080)

Contributing

1. Fork the repository
2. Create your feature branch (git checkout -b feature/amazing-feature)
3. Commit your changes (git commit -m 'Add amazing feature')
4. Push to the branch (git push origin feature/amazing-feature)
5. Open a Pull Request

License

This project is licensed under the MIT License - see the LICENSE file for details.