• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

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.
Last edited: