Trading Strategies

[lucaborella89]

Create a bridge between Zipline Reloaded and TraderX, allowing the execution of Zipline-developed strategies on the TraderX platform in real-time.

To bridge the gap between the two systems:

1. Define a Common Data Interface:

• Data Formats: Establish a consistent data format for exchanging information between Zipline and TraderX. This could involve using standardized formats like JSON or protocol buffers, or creating custom data structures that both systems can interpret.
• API: Define a clear API (Application Programming Interface) that outlines the functions and data exchange protocols between Zipline and TraderX. This API would define how Zipline communicates trade orders, portfolio updates, and risk metrics to TraderX, and how TraderX responds with order status, execution details, and market data.

2. Implement a Communication Channel:

• Messaging System: Utilize a messaging system (e.g., RabbitMQ, Apache Kafka) to facilitate asynchronous communication between Zipline and TraderX. This allows for decoupling the two systems, ensuring that they can operate independently and scale effectively
• Message Routing: Design a message routing mechanism to direct messages to the appropriate components within each system. For example, Zipline might send trade orders to TraderX's order execution engine, while TraderX might send market data updates to Zipline's data ingestion module.

3. Develop Connectors/Adapters:

• Zipline Connector: Create a connector module within Zipline that translates trading signals generated by your strategies into messages compatible with the defined API and data format. This connector would then send these messages to TraderX via the messaging system.
• TraderX Adapter: Develop an adapter within TraderX that receives messages from Zipline, interprets them according to the defined API, and executes the corresponding actions. For example, upon receiving a trade order message, the adapter would translate it into an order that TraderX's execution engine can process.

The integration provides a complete solution for developing, testing, and deploying and risk managing algorithmic trading strategies.