Its main solution is how to deal with market data, trading rules and traders' thoughts.
Coordination among the three.
Programmatic trading system is divided into 1 and value discovery type. 2, trend chasing. 3. High-frequency transaction type. 4, low-delay arbitrage type.
System design principle: 1, accuracy. 2, stability. 3, simple.
You can consult and hope to adopt it.