Systems Map
A systematic trading stack, broken into components. Connectivity, data, strategy, execution, risk, positions, storage. Each node links to writing about how it works.
Solid = documented Dashed = coming
CONNECTIVITY
Venues
Where orders go. CEX, DEX, perp, prediction — each with its own protocol and failure modes.
Exchange Connector
The adapter layer. Authentication, normalization, reconnect logic, rate limits.
Market Data
Real-time feeds. Order books, trades, funding rates — normalized across venues.
CORE
Strategy
What to quote, when to hedge, how aggressive to be. Signals in, orders out.
Execution
Placing orders, tracking fills, handling partial fills and rejects. Where slippage lives.
OMS
Order lifecycle management. State machines, reconciliation, and the audit trail.
RISK & STATE
Risk
The system that says no. Exposure limits, kill switches, and what happens when they fire.
Position
Where the money actually is. Cross-venue tracking, funding rates, and netting.
Reconciliation
Making sure the numbers match. Balance checks, drift detection, and what breaks.
INFRASTRUCTURE
Event Bus
How components talk to each other. Pub/sub, message ordering, and backpressure.
Storage
Time-series, state, and cache. What to store, where, and how fast you need it back.
Monitoring
Alerts, dashboards, and what pages you at 3am.
AI
What changes when AI touches each layer?
Research, execution, risk, monitoring — the whole stack is in play.