See below for an introduction to strategies in godzilla.dev, an open-source C++/Python infrastructure for self-hosted crypto funding rate arbitrage and market making.

Strategies

What is a godzilla.dev Strategy?

Like a computer program, an algorithmic trading strategy is a set of automated processes that executes repeatedly:

• Data Collection: Gathering real-time data from various md sources
• Data Processing: Analyzing data to identify patterns and make decisions
• Order Execution: Placing and cancelling orders based on processed data to various td sources

Check HelloWorld for the basic step

This loop — market data in, decision, order out — is the path that matters for latency-sensitive strategies. We measured how long that loop takes in practice for a native C++ strategy on a single host, and published the methodology alongside the number.