qkt — Architecture Notes

A chapter-by-chapter walkthrough of trading systems in general, and qkt — an event-driven trading engine written in Kotlin — as the running, real-code example. Each chapter shows the actual source, explains why the design is shaped the way it is, and states plainly what that choice cost.

The engine is open source, so none of this has to be taken on trust: the source is on GitHub and the reference documentation covers the strategy DSL, the CLI, and how to run it yourself. Every command output in this series is real — captured from that tool, against a dataset you can reproduce.

This is a book in progress, written the way it’s meant to be read: in order, front to back.

It’s also my own record of the thing: the decisions, the tradeoffs behind them, the direction the system took, and what building it taught me about trading and about building systems. Enjoy — and hopefully we all learn a thing or two along the way.