Chapter 2: The Critical Components of a Trading System
In the previous chapter, we learned how to create high-frequency trading (HFT) strategies. In this chapter, we are going to study how to convert these strategies into real-time software that will connect to an exchange to actually apply the theory that you've previously learned. We will describe the functioning of a trading system capable of trading assets.
In this chapter we will cover the following topics:
- Understanding the trading system
- Making a trading system trade with exchanges
- Order book management
- Strategy making decisions on when to trade
By the end of this chapter, you will be capable of designing a trading system, connecting a trading system to an exchange, and building a limit ...
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