ECAS

Overview

ECAS (EC Application System) cotains the infrastructure for automated algo trading.

Trade Server Schema

+----------------------------------------------------+
| run_trade_server_main.py                           |
| - starts 3 processes                               |
+-----------------------+---------------------------+
                        |
       -----------------+-------------------
       |                |                  |
       v                v                  v
    +--------+     +-----------+     +-----------+
    | Event  |     | Payload    |     | Trade     |
    | Engine |     | Mover      |     | Engine    |
    +--------+     +-----------+     +-----------+
      |                |                  |
      | price feed     | checks Storage   | pulls from Chamber
      | (async WS)     | moves orders     | send_order(order)
      |                | Storage->Chamber | (sync library in executor)
      | new order ---->|                  | executes trade
      | Storage table  |                  | reports status
      |                |                  |
      +----------------+------------------+
                       |
                       v
                 +------------+
                 | Database   |
                 | (SQLite or |
                 | Postgres)  |
                 +------------+