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Application architecture discussion: Python bot trader

Hi all,

I am working on a bot that connects to Kraken exchange via secured web-sockets. So far I can subscribe to feeds and see data streaming in.

I am thinking about application architecture. I need to store the data from these feeds in memory and to run algorithms on the stream. Really i would like to know how quants structure their programs and how interaction between their programs is managed.

Can anybody advise? :)
 

Daniel Duffy

C++ author, trainer
In software, the ISO 9126 quality issues


And is your s/w a

1. throwaway prototype proof of concept
2. 1-man production systems
3. what's your budget and experience?

And a million other questions.

In general, my guess is pipeline (pipes and filters).
 
It is a proof of concept that eventually i would like to personally use for real trading.
I am working on it alone.
I will likely buy an additional machine to run this on locally ~$3500.
Experience, I should be fine implementing concepts but knowing what works best is my limitation.
 
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