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Carl Brown edited this page Dec 18, 2024 · 1 revision

Architecture Overview

System Architecture

The Trading System follows a modular, service-oriented architecture designed for reliability, scalability, and maintainability.

Core Components

1. Trading System Coordinator

The TradingSystemCoordinator serves as the central orchestrator, managing:

  • Trading execution flow
  • System state coordination
  • Component lifecycle management

2. Market Data Processing

  • Real-time market data ingestion
  • Data caching and optimization
  • Multiple exchange support

3. Trading Strategy Engine

  • Strategy implementation and execution
  • Backtesting capabilities
  • Theory-based and technical analysis approaches

4. Risk Management

Components:

  • RiskManager: Real-time risk assessment
  • RiskValidationService: Trade validation
  • Configurable risk parameters

5. Exchange Integration

Supported exchanges:

  • TradingView integration
  • Tradovate connectivity
  • Simulated exchange for testing

6. Monitoring and Health Checks

Comprehensive monitoring system:

  • Component health monitoring
  • Performance metrics
  • Alert management
  • Grafana dashboards
  • Prometheus integration

Data Flow

graph TD
    A[Market Data Service] --> B[Trading Service]
    B --> C[Risk Manager]
    C --> D[Exchange Adapter]
    E[Strategy Optimizer] --> B
    F[Monitoring Service] --> G[Health Checks]
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Technology Stack

  • Framework: .NET Core
  • Data Storage: Entity Framework Core
  • Monitoring: Prometheus & Grafana
  • Configuration: JSON-based settings
  • Containerization: Docker support

Design Patterns

The system implements several key design patterns:

  1. Repository Pattern

    • Abstracted data access
    • Clean separation of concerns

  2. Factory Pattern

    • Component instantiation
    • Configuration management

  3. Strategy Pattern

    • Pluggable trading strategies
    • Flexible algorithm implementation

  4. Observer Pattern

    • Event-driven architecture
    • Real-time updates

Security

  • Secure configuration management
  • Authentication for monitoring endpoints
  • Rate limiting
  • Audit logging

Scalability

The system is designed for horizontal scalability:

  • Containerized deployment
  • Stateless services
  • Cache optimization
  • Async operations

Configuration Management

Configuration is managed through:

  • Environment-specific JSON files
  • Docker environment variables
  • Runtime configuration updates

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