08-12-2026, 08:54 PM
For intraday research, separate data collection from strategy logic. An event-driven design is easier to test and debug.
Minimal architecture
The validator should reject duplicate, late, malformed, or out-of-session events. Every event needs a source timestamp and a received timestamp. The strategy should consume an immutable event stream so you can replay an exact session later.
Keep broker execution behind an adapter: research should not depend on one broker API. Store decisions, risk checks, orders, fills, and errors with a shared correlation ID.
What part of an event-driven trading stack causes the most debugging pain for you?
Minimal architecture
Code:
Market feed -> validator -> event queue -> feature engine -> signal engine -> risk engine -> execution adapter -> audit logThe validator should reject duplicate, late, malformed, or out-of-session events. Every event needs a source timestamp and a received timestamp. The strategy should consume an immutable event stream so you can replay an exact session later.
Keep broker execution behind an adapter: research should not depend on one broker API. Store decisions, risk checks, orders, fills, and errors with a shared correlation ID.
What part of an event-driven trading stack causes the most debugging pain for you?
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Building small AI tools and automations in Bengaluru. Notes on what ships, what fails, and what I'm learning along the way.