Client | Unified Trading Application

The Client suite is the primary interface for interacting with the BetaTrader ecosystem. It has been strictly engineered using a Micro-Module Architecture, ensuring that every logical component of the trading platform is isolated, independently testable, and reusable.

Architecture & Data Flow

Instead of a monolithic GUI, the client_app executable serves merely as a visual orchestrator. It instantiates individual C++ modules (like the Orderbook, Blotter, and HTTP Gateway) and mounts their state to the screen using Dear ImGui.

graph TD
    classDef ui fill:#2b303a,stroke:#4caf50,stroke-width:2px,color:white;
    classDef net fill:#1f2833,stroke:#66fcf1,stroke-width:2px,color:white;
    classDef logic fill:#0b0c10,stroke:#c5c6c7,stroke-width:2px,color:white;
 
    subgraph "client_app (UI Orchestrator)"
        APP[ImGui Render Loop]:::ui
    end
 
    subgraph "Micro-Modules (Logic & State)"
        AUTH{client_auth}:::logic
        OB[client_orderbook]:::logic
        BLOT[client_blotter]:::logic
        PORT[client_portfolio]:::logic
        OHLC[client_ohlc]:::logic
        SIM[client_simulator]:::logic
        UI_L[client_ui]:::ui
        ADM[client_admin]:::logic
    end
 
    subgraph "Networking Layer"
        HTTP((client_http)):::net
        FIX((client_fix)):::net
    end
 
    subgraph "Exchange Server"
        EX_HTTP[exchange_api]:::net
        EX_FIX[fix_server]:::net
    end
 
    %% Networking Links
    HTTP <-->|REST / JSON| EX_HTTP
    FIX <-->|FIX 4.4 / TCP| EX_FIX
 
    %% Module Interconnectivity
    AUTH -->|Registers| HTTP
    AUTH -->|Logons| FIX
 
    FIX -->|W/X Msgs| OB
    FIX -->|8 Msgs| BLOT
    
    BLOT -->|Executions| PORT
    FIX -->|Trades| OHLC
 
    %% Admin manages local exchange
    ADM -->|Manages| EX_FIX
 
    %% User Interface Mounting
    OB -->|Renders L2| APP
    BLOT -->|Renders Grid| APP
    PORT -->|Renders PnL| APP
    AUTH -->|Renders Login| APP
    OHLC -->|Renders Charts| APP
    UI_L -->|Widgets| APP
    ADM -->|Renders Console| APP
 
    %% Simulator bypassing UI
    SIM -->|High-Throughput Orders| FIX

The Micro-Modules

Explore the individual README.md files for deeper architecture and class diagrams on how each module is engineered:

1. **`client_fix`**: TCP Session, Protocol Parser, and Heartbeat Engine.
2. **`client_http`**: Lightweight REST API wrapper for out-of-band requests.
3. **`client_auth`**: Session unification (HTTP Registration + FIX Logon).
4. **`client_orderbook`**: Lock-free L2 Market Depth state containers.
5. **`client_blotter`**: Execution tracking and order history grids.
6. **`client_portfolio`**: Real-time PnL and metric aggregation.
7. **`client_ohlc`**: Candlestick and volume aggregation for charting.
8. **`client_simulator`**: Headless multi-agent load generator.
9. **`client_ui`**: Dear ImGui components, theming, and technical charting (ImPlot).
10. **`client_admin`**: Embedded local exchange lifecycle manager and monitoring panel.
11. **`client_app`**: The central aggregator and window manager.

Design Philosophy

• State Isolation: UI components never "own" the data. They only render snapshots from the underlying lock-free micro-modules.
• Thread-Safety via SPSC: Data moves from background networking threads to the UI thread via Single-Producer Single-Consumer (SPSC) queues.
• Immediate Mode Rendering: Uses Dear ImGui for 60 FPS ultra-low latency visualization of market depth.
• Dependency Injection: The client_app injects dependencies into components, facilitating isolated mocks for unit testing.

Building the Client

Thanks to the modular CMake configuration, you can build the entire suite or just the test harness for a specific module:

mkdir -p build && cd build
 
# Build everything
cmake .. && cmake --build . --target client_app client_simulator -j$(nproc)
 
# Build tests for a specific micro-module
cmake --build . --target client_orderbook_tests
ctest -R client_orderbook_tests