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Components

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

System Components

Common Module

The Common module provides core interfaces and models used throughout the system.

Key Interfaces

  • IExchangeAdapter: Exchange connectivity
  • IMarketDataService: Market data operations
  • IRiskManager: Risk management
  • ITradingStrategy: Strategy implementation
  • ITradeRepository: Trade data access

Models

  • Trade: Trade execution details
  • Order: Order management
  • MarketData: Market information
  • Signal: Trading signals
  • Theory: Trading theories

Core Module

Central system coordination and monitoring.

Services

  • TradingSystemCoordinator: System orchestration
  • HealthCheckService: System health monitoring
  • MonitoringService: Metrics and monitoring

Monitoring

  • Health checks implementation
  • Metrics collection
  • Alert configuration
  • Dashboard management

Infrastructure Module

Data access and persistence layer.

Components

  • TradingContext: Entity Framework context
  • DatabaseFactory: Database connection management
  • Repository implementations:
    • MarketDataRepository
    • OrderRepository
    • TradeRepository

RealTrading Module

Live trading implementation and exchange integration.

Services

  • TradingService: Trade execution
  • RiskManager: Risk assessment
  • MarketDataService: Market data processing
  • Exchange Adapters:
    • TradingViewAdapter
    • TradovateAdapter
    • SimulatedExchangeAdapter

Configuration

  • RiskManagerConfig: Risk parameters
  • MarketDataCacheConfig: Cache settings
  • ExchangeConfig: Exchange settings

StrategySearch Module

Trading strategy development and optimization.

Components

  • StrategyOptimizer: Strategy optimization
  • Backtester: Strategy testing
  • TheoryGenerator: Trading theory development

Strategies

  • SimpleMovingAverageStrategy
  • TheoryBasedStrategy

Console Application

Command-line interface for system interaction.

Features

  • System initialization
  • Command processing
  • Configuration management
  • Service factory implementation

Monitoring Integration

Grafana

  • Trading dashboard
  • Performance metrics
  • Risk monitoring
  • System health

Prometheus

  • Metric collection
  • Alert rules
  • Recording rules
  • Notification templates

Docker Support

Containers

  • Application services
  • Monitoring stack
  • Database
  • Message queue

Configuration

  • Development compose
  • Production compose
  • Environment overrides