Three-Tier Architecture Blueprint for Scalable Quant Trading Systems
A practical architecture guide for quantitative trading systems proposes splitting infrastructure into three distinct tiers: a cloud-based control plane, a local execution agent, and a pure strategy function. The control plane manages users, scheduling, and monitoring but never holds exchange API keys or places orders directly. Exchange credentials are stored only on the execution agent running on the trader's own infrastructure, ensuring a central system breach exposes no trading credentials. Strategy logic is written as a single pure function with no network or I/O access, allowing identical code to run in backtesting and live trading without modification. The design aims to prevent common pitfalls such as key exposure in central databases, divergence between backtest and live code paths, and scalability bottlenecks caused by monolithic scripts.
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