Our experiences building an open architecture, largely open source, event-driven trading platform in Python.
In this talk we recount our experiences building an open architecture, largely open source, event-based trading platform in Python.
Our business objective is to profitably trade short-term price dislocations in liquid, exchange-traded markets in the Asia-Pacific region. To achieve this we are building a modern, real-time (event-time) infrastructure purpose built for intraday trading. It is fully straight-through processing, reducing operational risk and enabling scaling. We use Python for (almost) everything.
The major components are: