See below for architecture and core processes

Architecture Overview¶

welcome screen

Core Processes¶

The first process to start, responsible for managing the creation of shared memory pages and other processes.

A process responsible for message passing, including quotes, orders, transactions, etc.

A process responsible for collecting market data.
Developed as an extension, can be in Python or C++.
Implements callback methods for subscription messages.
Calls the exchange's market data interface to obtain data and writes it to shared memory.
Multiple MDs are distinguished by name.

A process responsible for handling trades.
Developed as an extension, can be in Python or C++.
Implements callback methods for order messages.
Uses the exchange's trading interface to obtain order statuses and writes them to shared memory.
Multiple TDs are distinguished by name.

The strategy process is responsible for implementing the complete trading strategy logic.
Can be in Python or C++, with C++ requiring compilation into an executable.
By implementing callback methods like pre_start, on_quote, on_order, on_trade, and pre_stop, it retrieves data from MD, places orders through TD, and gets order statuses.
The current platform still lacks saving/querying of intermediate states, requiring the strategy itself to maintain them.
Strategies can choose to subscribe to multiple quotes from different MDs, as well as place orders and obtain transaction statuses from multiple TDs.