VeighNa utilizes an event-driven engine as its core architecture, which is a technological breakthrough that differentiates it from traditional quantitative platforms. The design handles asynchronous messages such as quotes, trades, and logs through event queues, eliminating the need for strategy development to focus on the underlying communication details. In terms of implementation, the system has built-in six standard event types: quote push, commission return, transaction return, timed tasks, logging and error alerts. Developers only need to inherit the strategy base class and rewrite the event handling methods, you can quickly build the trading logic. Practice shows that the CTA strategy module developed based on this architecture can reduce the strategy coding workload by more than 60%. A private equity case shows that its arbitrage strategy from design to live trading in only 3 weeks, fully verifying the efficiency of the architecture.
This answer comes from the articleVeighNa: a popular open source quantitative trading framework in ChinaThe
