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Learn Algorithmic Trading
book

Learn Algorithmic Trading

by Sebastien Donadio, Sourav Ghosh
November 2019
Beginner content levelBeginner
394 pages
10h 31m
English
Packt Publishing
Content preview from Learn Algorithmic Trading

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Additional components may be added to the trading system. We will talk about the following components (it is not an exhaustive list):

  • Position server: This keeps track of all the trades. It updates the positions for all the traded financial assets. For instance, if a trade is made for 100,000 EUR/USD at a price of $1.2, the notional position will be $120,000. If a trading system component needs the position amount for EUR/USD, it will subscribe the position server for getting position updates. The order manager or the trading strategy may want to know this information before allowing an order to go out. If we want to limit the position to $200,000 for a given asset, another order to get 100,000 EUR/USD will be rejected.
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Publisher Resources

ISBN: 9781789348347Supplemental Content