Research Platform
.NET Trading Research Platform
.NET Platform Architect / Backend DeveloperBuilt a personal .NET 10 trading research platform around a deterministic strategy engine. Designed a hexagonal, contracts-first architecture with shared runtime contracts, market-data adapters, Dukascopy ingestion, replay/certification services, execution simulation, risk gates, research campaigns, JSON Schema governance, analytics report packs, and xUnit coverage across runtime and research workflows.
Overview
This project is a personal .NET 10 trading research and backtesting platform built around a deterministic strategy engine.
The platform uses a hexagonal architecture: market data enters through adapter contracts, execution is represented through canonical runtime contracts, and strategy decisions stay inside the engine. Provider-specific historical ingestion, such as Dukascopy CSV/import workflows, is kept upstream of canonical adapters so the engine does not become coupled to a vendor format.
Key work included:
This project is relevant to clients who need deterministic backend systems, backtesting infrastructure, trading research tooling, JSON Schema governance, adapter-based architecture, or testable .NET platform design.
- Shared C# contracts for market data, runtime lifecycle, order intents, fills, positions, ledger/account state, risk, reconnect evidence, and strategy planning
- Engine-core services for setup planning, risk gating, execution simulation, break-even/post-entry management, and restart/reconnect recovery
- Market-data ingestion tooling for historical import, normalization, and certification
- Research factory services for replay, backtest manifests, campaign execution, experiment catalogs, benchmark evaluation, and promotion reports
- Versioned JSON Schemas and curated samples for profiles, manifests, datasets, reports, campaigns, analytics, and artifact bundles
- xUnit verification across data, runtime, risk, simulation, management, recovery, research, and analytics slices
