Architecture of an Asynchronous Distributed Crypto Trading System
Summary
The document outlines an event-driven trading system designed for cryptocurrency strategies, including market making and higher-frequency activity. It describes an asynchronous event loop for processing work and a message queue that connects separate market data, asset, trading, risk, and storage components. Because these modules communicate through events, the design allows them to run as separate processes or on different servers and to be combined as needed.
The overview also mentions exchange-facing spot and derivatives interfaces, multiple concurrent strategies, persistent storage, monitoring, and centralized management. It provides an architectural description rather than trading logic, measured latency results, or strategy backtests. Performance and portability statements are not supported with benchmarks in the document, and the design depends on external messaging and database services for some functions.
Key ideas
- The system uses asynchronous event handling to process market and trading activity.
- A message queue connects market data, asset, trading, risk, and storage components.
- Modules can be separated across processes or servers and combined as needed.
- The document describes infrastructure capabilities but gives no strategy performance evidence.
- Latency and portability claims are not accompanied by benchmarks.
Tags
From a private course collection; the original is not published.