VeighNa has designed a cross-process communication component for institutional users, which is a key technology for building distributed trading systems. The component is based on ZeroMQ and includes three subsystems: quote distribution, trade routing and state synchronization. In specific applications, the quote server can be deployed independently and broadcast data, and multiple strategy processes can obtain information through the subscription mechanism; trading orders are routed to the counter system after unified audit by the risk control center. The deployment case of a futures company shows that the architecture makes the system throughput increase 5 times, and the order delay is controlled within 20 milliseconds. In addition, the algorithmic trading module provides intelligent algorithms such as TWAP and Sniper, which can work seamlessly with the distributed architecture to meet the hidden demand of large-value transactions.
This answer comes from the articleVeighNa: a popular open source quantitative trading framework in ChinaThe
