This is a comprehensive trading system with multiple components. Let me break it down into a structured implementation plan. export const INSTRUMENTS = { NIFTY: 'NIFTY', BANKNIFTY: 'BANKNIFTY' }; export const EXPIRY_OPTIONS = { CURRENT_WEEK: 'Current Week', NEXT_WEEK: 'Next Week', CURRENT_MONTH: 'Current Month', NEXT_MONTH: 'Next Month' }; export const OPTION_TYPES = { CE: 'CE', PE: 'PE' }; export const ORDER_TYPES = { BUY: 'BUY', SELL: 'SELL' }; export const POSITION_TYPES = { MIS: 'MIS', NRML: 'NRML' }; export const STRIKE_SELECTION = { CLOSE_TO_PRICE: 'Close to Price', ATM: 'ATM', ITM: 'ITM', OTM: 'OTM' }; export class Leg { constructor(data = {}) { this.id = data.id || Date.now().toString(); this.symbol = data.symbol || ''; this.expiry = data.expiry || ''; this.optionType = data.optionType || ''; this.startTime = data.startTime || ''; this.endTime = data.endTime || ''; this.quantity = data.quantity || 1; this.strikeSelection = data.strikeSelection || ''; this.strikePrice = data.strikePrice || 0; this.itmOtmValue = data.itmOtmValue || 1; this.orderType = data.orderType || ''; this.target = data.target || 0; this.stopLoss = data.stopLoss || 0; this.trailingSL = data.trailingSL || false; this.lockProfit = data.lockProfit || false; this.trailingProfit = data.trailingProfit || false; this.positionType = data.positionType || ''; this.ocoOrder = data.ocoOrder || false; } } import { Leg } from './Leg.js'; export class Strategy { constructor(data = {}) { this.id = data.id || Date.now().toString(); this.name = data.name || 'New Strategy'; this.active = data.active || false; this.legs = (data.legs || []).map(leg => new Leg(leg)); this.signalId = data.signalId || null; this.createdAt = data.createdAt || new Date(); } addLeg(legData) { if (this.legs.length >= 10) return false; this.legs.push(new Leg(legData)); return true; } removeLeg(legId) { this.legs = this.legs.filter(leg => leg.id !== legId); } } export class Signal { constructor(data = {}) { this.id = data.id || Date.now().toString(); this.name = data.name || ''; this.indicator = data.indicator || ''; this.buyCondition = data.buyCondition || ''; this.sellCondition = data.sellCondition || ''; this.strategyId = data.strategyId || null; } } import { Strategy } from '../models/Strategy.js'; export class TradeManager { constructor(brokerApi) { this.brokerApi = brokerApi; this.strategies = []; this.activeOrders = {}; this.openPositions = {}; } addStrategy(strategyData) { const strategy = new Strategy(strategyData); this.strategies.push(strategy); return strategy; } removeStrategy(strategyId) { this.strategies = this.strategies.filter(s => s.id !== strategyId); } startStrategy(strategyId) { const strategy = this.strategies.find(s => s.id === strategyId); if (strategy) strategy.active = true; } stopStrategy(strategyId) { const strategy = this.strategies.find(s => s.id === strategyId); if (strategy) strategy.active = false; } async executeStrategy(strategyId) { const strategy = this.strategies.find(s => s.id === strategyId); if (!strategy || !strategy.active) return; for (const leg of strategy.legs) { const orderParams = this._prepareOrderParams(leg); const orderId = await this.brokerApi.placeOrder(orderParams); this.activeOrders[orderId] = { strategyId, legId: leg.id }; } } _prepareOrderParams(leg) { return { symbol: leg.symbol, expiry: leg.expiry, optionType: leg.optionType, quantity: leg.quantity, orderType: leg.orderType, price: this._calculateStrikePrice(leg), target: leg.target, stopLoss: leg.stopLoss, trailingSL: leg.trailingSL, positionType: leg.positionType, ocoOrder: leg.ocoOrder }; } _calculateStrikePrice(leg) { // Implementation depends on broker API return 0; } updatePosition(orderId, status) { if (status === 'COMPLETE') { const { strategyId } = this.activeOrders[orderId]; delete this.activeOrders[orderId]; this.openPositions[orderId] = status; } } } import { TradeManager } from './TradeManager.js'; export class SignalProcessor { constructor(tradeManager) { this.tradeManager = tradeManager; this.signals = []; } addSignal(signalData) { const signal = new Signal(signalData); this.signals.push(signal); return signal; } processSignal(signalId, isBuy) { const signal = this.signals.find(s => s.id === signalId); if (!signal || !signal.strategyId) return; const strategy = this.tradeManager.strategies.find(s => s.id === signal.strategyId); if (strategy && strategy.active) { this.tradeManager.executeStrategy(strategy.id); } } } export class ChartDataService { constructor(brokerApi) { this.brokerApi = brokerApi; this.subscriptions = new Map(); } subscribe(symbol, callback) { if (this.subscriptions.has(symbol)) return; const ws = this.brokerApi.subscribeToChart(symbol, data => { callback(data); }); this.subscriptions.set(symbol, ws); } unsubscribe(symbol) { const ws = this.subscriptions.get(symbol); if (ws) { ws.close(); this.subscriptions.delete(symbol); } } } import { TradeManager } from './services/TradeManager.js'; import { SignalProcessor } from './services/SignalProcessor.js'; import { ChartDataService } from './services/ChartDataService.js'; import { BrokerAPI } from './broker-api.js'; // Initialize services const brokerApi = new BrokerAPI(); const tradeManager = new TradeManager(brokerApi); const signalProcessor = new SignalProcessor(tradeManager); const chartDataService = new ChartDataService(brokerApi); // Example usage const strategy = tradeManager.addStrategy({ name: 'EMA Crossover Strategy' }); strategy.addLeg({ symbol: 'NIFTY', expiry: 'Current Week', optionType: 'CE', quantity: 50, orderType: 'BUY', positionType: 'MIS' }); signalProcessor.addSignal({ name: 'EMA Crossover Buy', indicator: 'EMA', buyCondition: 'EMA9 > EMA21', strategyId: strategy.id }); // Start the strategy when signal is received signalProcessor.processSignal(signal.id, true); This implementation provides the core structure for your trading system. The key components include: 1. Data models for Leg, Strategy, and Signal 2. TradeManager for strategy execution and order management 3. SignalProcessor for handling indicator signals 4. ChartDataService for real-time data streaming 5. Constants for configuration options The system supports all your requirements including: - Multi-leg strategies (up to 10 legs) - Various expiry and strike selection options - Risk management features - OCO orders - Real-time P&L tracking - Strategy start/stop functionality You'll need to implement the broker-specific API integration separately based on your broker's requirements.