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System Architecture

Under development

This lesson is part of the course scaffold and is being actively written. The learning objectives and outline below define its final scope.

Learning objectives

By the end of this lesson you will be able to:

  • Design a live trading system as the Strategy → Risk Engine → Execution Engine → Broker API → Exchange pipeline with an explicit message contract at each boundary
  • Decide which components share a process and which are isolated, justifying each choice in terms of failure domains and blast radius
  • Classify every piece of system state as hot, durable, or reconstructable and assign it a storage location and recovery path
  • Structure strategy code so that the identical module runs under the backtest harness and the live harness without modification

Outline

  1. The professional pipeline — Strategy → Risk Engine → Execution Engine → Broker API → Exchange
  2. Message contracts — the interfaces between pipeline stages
  3. Process boundaries — monolith vs separate processes, and what actually matters
  4. State management — hot, durable, and reconstructable state
  5. Failure domains — containing the blast radius of each component
  6. Backtest/live code parity — one strategy, two harnesses

Prerequisites