Inside Kestrel: Building a C++ Trading Platform | Shorts

A code-level tour of Kestrel, a C++20 backtesting, paper and live trading platform for NSE, BSE and MCX on the FYERS API. We animate the engine's deterministic event loop, the fill and Indian cost models, Black-Scholes and IV surfaces, backtest metrics, and the multi-process services that handle market data, orders and live-trading safety. Educational only, not financial advice.

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1The Bug That Made Every Strategy One Bar Late0:551 min
2Never Call a Handler Under a Lock0:541 min
3Why Your Backtest Order Can't Fill on the Same Bar1:041 min