Coordinating Live Trading Strategies with Message Brokers
Summary
The document explains how separate live trading strategies can exchange signals and data through a broker using a platform's communication interface. It outlines a publisher and subscriber architecture: strategies connect as clients, while a protocol server relays messages on named topics. The proposed use cases include coordinated strategies, cross-market arbitrage, shared risk monitoring, distributed systems, market alerts, and portfolio management.
Practical examples cover MQTT, NATS, AMQP, and Kafka, with most detail devoted to setting up broker services and connecting strategies. The demonstrations show strategies publishing and reading messages, and discuss retained or queued data as a way to recover information after a restart. This is infrastructure guidance rather than evidence of improved trading outcomes. Reliable coordination still depends on broker availability, message handling, and agreement on what each signal means; the examples do not evaluate latency, delivery guarantees, security, or trading performance.
Key ideas
- A broker relays messages between live strategy clients acting as publishers and subscribers.
- Topics provide a way to route market data and trading signals to interested strategies.
- The described protocols include MQTT, NATS, AMQP, and Kafka, each with different characteristics.
- Broker queues or retained messages may help a restarted strategy recover earlier information.
- Communication infrastructure enables coordination but does not itself demonstrate improved returns.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.