Adolfo Villalobos, Machine Learning Engineer, OrionX
https://www.linkedin.com/in/adolfovillalobos/
This talk will focus on the core building blocks for starting a new trading system from scratch. We will uncover a simple trading strategy called "liquidity mirroring", how to use message queues to propagate price data and decisions through the system, and core design patterns used to build the main micro-services involved: business logic using strategy patterns, price observer and order/trade observers. A minimal example of how to build an event-driven trading system using Python micro-services will be presented in the talk.
(Starts at 42:20)
