Event Driven Architecture

Configuration Example

Configuration for event driven architecture uses YAML or JSON format. Key parameters include timeframes, signal thresholds, position sizing rules, and risk limits.

# Example configuration for Event Driven Architecture
strategy:
  name: event-driven-architecture
  timeframe: 5m
  indicators:
    - rsi
    - ema_fast
    - ema_slow
  entry_conditions:
    - rsi_oversold
    - ema_crossover_bullish
  exit_conditions:
    - rsi_overbought
    - stop_loss_hit
  risk:
    max_position_size: 0.02
    stop_loss_pct: 0.015

Performance Metrics

Key metrics include Sharpe ratio, maximum drawdown, win rate, profit factor, and average trade duration. Compare against baseline strategies and adjust parameters based on out-of-sample results.

Code Structure

The code structure separates concerns: data ingestion, signal generation, risk checks, and order submission. This modularity enables testing and reuse across strategies.

# Example configuration for Event Driven Architecture
strategy:
  name: event-driven-architecture
  timeframe: 5m
  indicators:
    - rsi
    - ema_fast
    - ema_slow
  entry_conditions:
    - rsi_oversold
    - ema_crossover_bullish
  exit_conditions:
    - rsi_overbought
    - stop_loss_hit
  risk:
    max_position_size: 0.02
    stop_loss_pct: 0.015

Production Notes

In production, event driven architecture requires monitoring for API rate limits, database connection pooling, log rotation, alert thresholds, and automated restart procedures. Document runbooks for incident response.

Risk Considerations

Risk management for event driven architecture addresses position limits, stop loss placement, correlation exposure, and worst-case drawdown scenarios. Regular monitoring prevents drift from intended behavior.