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The self-consistent nonlinear dynamics of a relativistic charged particle beam interacting with its complete self-fields is a fundamental problem underpinning many of the accelerator design issues in high brightness beam applications, as well as the development of advanced accelerators. Particularly, synchrotron radiation induced effects in a magnetic dispersive beamline element can lead to collective beam instabilities and emittance growth. A novel beam dynamic code is developed based on a Lagrangian method for the calculation of the particles' radiation near-fields using wavefront/wavelet meshes via the Green's function of the Maxwell equations. These fields are then interpolated onto a moving mesh for dynamic update of the beam. This method allows radiation co-propagation and self-consistent interaction with the beam in the simulation at greatly reduced numerical errors. Multiple levels of parallelisms are inherent in this method and implemented in our code CoSyR to enable at-scale simulations of nonlinear beam dynamics on modern computing platforms using MPI, multi-threading, and GPUs. CoSyR has been used to evaluate the transverse and longitudinal coherent radiation effects on the beam and to investigate beam optics designs proposed for mitigation of beam brightness degradation in a magnetic bunch compressor. In this paper, the design of CoSyR, as well as the benchmark with other coherent synchrotron radiation models, are described and discussed., Comment: 17 pages, 14 figures