Sharing My Experience: C++ Monolith vs. Modular Architecture - What Worked for Me
Hey folks,
Long-time lurker, first-time poster here. Want to share my recent experience building trading infrastructure because I could really use some community input.
Background:
I've been running a Python-based trading system for market analysis and execution. Worked fine, but hit a wall with Rithmic/IBKR—they only allow one connection at a time, which became a bottleneck when trying to run multiple strategies.
My "solution":
Built a unified C++ application to handle everything in one place—market data ingestion, order management, analytics. Seemed like the right call for performance and control.
What actually happened:
C++ codebase grew quickly
Every time I added a feature, previous fixes broke
AI tools (Claude, Kimi K3) kept regenerating code that overwrote my work
Compute costs for AI-assisted C++ development are no joke
Spent $1,000+ on this experiment
Current setup (post-pivot):
Python for analytics (kept this, it's solid)
C++ only for the Rithmic gateway (minimal footprint)
Redis as the message bus between components
My questions:
Has anyone else experienced AI tools struggling with large C++ projects?
How do you decide when to split services vs. consolidate?
For those running trading systems—what's your approach to handling single-connection limitations?
Looking for genuine feedback. Is modular architecture the right call here, or am I missing something?
Thanks in advance.