Independent systems · 2024
Trading architecture
Why it exists
I solve problems with software. A few years ago the problem was: I wanted to understand market systems by building the plumbing, not by reading about it.
The interesting part was never a single indicator. It was how you run strategy code as a real system: isolated processes, a broker connection that can fail, a calendar that is not Monday through Friday in the abstract, logs you can trust, and a deploy path that does not require sitting at a terminal at 8:55 a.m.
What I built
A small architecture of loosely coupled services:
- A broker gateway container as the shared connection point
- Strategy services as separate Docker containers, one process per symbol, so one bad actor could not take down the rest
- Scheduled execution with market-calendar awareness, not a naive cron string
- Retry and backoff around a flaky broker API
- A health-check service for connectivity and market-data sanity
- GitHub Actions to rebuild and deploy instead of a manual ritual
The strategy code was Python. The packaging was Docker Compose. Two strategy implementations lived in that shape, plus a health-check utility. I treated it as production-shaped work even though it was only my own capital and curiosity on the line.
What I was actually practicing
Operational questions. What happens when the gateway is down? How do you avoid client-id collisions across containers? How do you keep jobs from firing on a holiday? Where does the log go so you can reconstruct a morning?
Those are the same muscles as any system that has to be correct, on time, and still standing after a bad night: services, data, deploy, and on-call thinking, just on a smaller stage.
What this is not
This was an independent architecture project. It is not a fund, not a trading desk, and not a performance track record. I do not publish returns. I am not claiming professional markets experience from it.
It is evidence of how I work when nobody assigns the problem: I design the system, I run it, and I keep going until the operations are honest.