Hydra

A scalable, fault-resistant distributed algotrading system written in Python3

Component types:

• Manager: coordinates the other components, handles routing of signals
• Strategy: Consumes data, can be used both as an algotrading algo and as more of a research tool to analyze data (will probably be renamed at some point)
• Market Interface: Handles communication with exchanges or other external data sources, provides data feeds to requesting strategies and sends orders

Planned improvements

• Introduce general-purpose worker pools to dynamically scale the system in response to increased load
• Non-volatile storage integrated into market interfaces
• Backfilling logic
• Implement orders from strategies
• Better handling of component discovery: right now if manager crashes no component knows where others are