Exchange Connectors for Multi-Bot Trading Systems
Summary
This document explains the role of a connector in an algorithmic trading system: it provides a communication point between bots and exchanges, brokers, or market-data providers. A system can manage multiple bots, and each bot can connect to several connectors. The guide names Binance Futures testnet support and Bybit Futures as under development, with differing symbol capitalization requirements.
It outlines a basic setup flow: build the connector, configure it, and run an instance with a chosen name and settings. Multiple instances can serve the same exchange when their names and configurations differ. Bots communicate with connectors through shared memory, so both must run on the same machine. Developers can implement compatible connectors by following an IPC protocol; the described approach centers on Connector and ConnectorBuilder traits. The document is infrastructure guidance rather than a trading strategy, and it cautions that live trading features may not work reliably in all cases. It offers no execution-quality or performance evidence.
Key ideas
- A connector centralizes communication between trading bots and exchange, broker, or data-feed services.
- A bot may connect to multiple connectors, and multiple named instances can serve the same exchange.
- The documented bot communication method uses shared memory and requires both processes to run on one machine.
- Connector extensions can follow an IPC protocol and implement two core traits.
- Exchange support is limited, with one venue described as testnet-tested and another still in development.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.