Learn about building efficient trading software principles, such as event-driven approach, microservices, and asynchronous programming. - cc: hackernoon jungle_sven python algorithmictrading
class App: def __init__: self.events=Queue self.get_data_account=GetAccountData self.process_data_account=ProcessAccountDatato process events. Once a new event is in our queue, we take it out and process it.def event_loop: while True: try: event=self.events.get except Exception as e: time.sleep break else: try: if event is not None: if event.type=='ACCOUNT_UPDATE': self.process_data_account.
The microservice pattern forces developers to divide the project not just into separate modules and classes but into individual tiny apps called microservices. They can be deployed in different data centers, supported by other teams, etc. First of all, we will build a basic database connector. We will use the SQLite database for educational purposes. We will create a table of Orders containing six fields: timestamp, username, market, side, size, and price.class Database: #this is a DB connector #we will use SQLite in this example for simplicity def init: #filename and path to the database are hardcoded for simplicity self.connect_to='test.db' def create_table_orders: #a func to create our database conn=sqlite3.
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