trade-engine

README

Trade-Engine Example

Note: This is a conceptual example. It does not execute actual trades.

Overview

This example outlines a simple trade engine system composed of three distinct types of actors. Each actor plays a specific role in the system to manage and execute trades efficiently.

Actor Types

1. Trade Engine Actor

   • Role: This singular actor is responsible for creating and overseeing the Price Watcher and Trade Executor actors.
   • Functionality: It acts as a central management hub for the system.

2. Price Watcher

   • Role: Dedicated to monitoring the price of a specific ticker. The system creates one Price Watcher per ticker to optimize resource usage.
   • Key Functions:
     • Periodic Updates: Utilizes (*actor.Engine).SendRepeat to regularly send an TriggerPriceUpdate message to itself.
     • Price Update: Upon receiving an TriggerPriceUpdate message, it updates the latest price and sends all subscribed Trade Executors a PriceUpdate message.
     • Subscriber Check: During each TriggerPriceUpdate, it checks for active subscribers. If no subscribers exist, it uses (actor.SendRepeater).Stop() to stop the SendRepeat and then posions itself using (*actor.Engine).Poison.

3. Trade Executor

   • Role: Manages the execution of individual trades.
   • Key Functions:
     • Subscription: Subscribes to the Price Watcher with the ticker it is trading.
     • Trade Decision: On receiving a PriceUpdate, it checks if the current price falls within its trade parameters.(not implemented in example - just prints the price)
     • Cancellation: If a trade is canceled, it sends an Unsubscribe message to the Price Watcher and then poisons itself using (*actor.Engine).Poison.

Flow

1. The Trade Engine Actor sets up the system by creating Price Watcher and Trade Executor actors.
2. Price Watchers continuously monitor prices, updating subscribed Trade Executors.
3. Trade Executors analyze these updates and execute trades based on the updates.
4. If a trade is canceled or completed, the corresponding Trade Executor unsubscribes from its Price Watcher and poisons itself.