dragonflybot
Unverified Arbitrage strategy on Crypto by jmakov. BotFinder score 18 out of 100.
A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
Source: github
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dragonflybot
DragonflyBot A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds. Design The framework consists of 5 layers where each layer can be easily extended and can have its own builder. Client/protocol layer Here different clients (supporting different protocols) can be defined e.g. we can have a builder for WebSockets clients and a different builder for FIX clients. Feed subscriber layer Now that we have a connected client, each client/protocol in general require different subscription approaches e.g. a FIX connection might require different methods than a WebSocket connection. We can simply define the requirements or extend them on this layer. Feed listener layer Feed listeners are already subscribed to feeds (i.e. they require an active subscriber) and deal only with processing/responding to the data e.g. forward the message only if top of the order book has changed. Feed listener aggregator layer In practice, we connect to multiple feeds/venues. If we want to get a world view of all, we need to consume what the fee
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