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?
Building small AI tools and automations in Bengaluru. Notes on what ships, what fails, and what I'm learning along the way.