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Dylan Chen edited this page Jan 24, 2025
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Welcome to the crypto-algo-trading-system wiki!
Here's the wiki markdown for your Trading System Project Road Map:
# Trading System Project Road Map
## Project Overview
Our vision is to develop a comprehensive, modular trading system with advanced data processing, strategy development, and risk management capabilities.
## Core Development Phases
### Phase 1: Foundation (Priority: Highest)
#### 1. System Architecture
- Microservices architecture design
- API gateway implementation
- Message queue infrastructure
- Service discovery mechanism
#### 2. Development Infrastructure
- CI/CD pipeline setup
- Testing framework implementation
- Unit testing
- Integration testing
- System testing
- Code quality standards
- Documentation framework
#### 3. Data Infrastructure
- Event-driven data pipeline
- Time-series database implementation
- Data warehouse architecture
- Caching and versioning system
### Phase 2: Core Components (Priority: High)
#### 1. Market Data System
- Market data feed connectors
- Real-time data processing
- Data cleaning and normalization
- Price modeling system
#### 2. Trading Engine
- Order management system
- Execution engine
- Basic portfolio management
- Initial risk controls
#### 3. Strategy Framework
- Base strategy class
- Strategy templates
- Backtesting engine
- Position sizing system
### Phase 3: Intelligence Layer (Priority: Medium)
#### 1. News Analysis System
- DeepSeek API integration
- Google Search API newsbot
- Sentiment analysis engine
- Event detection system
#### 2. Analytics Platform
- Strategy performance metrics
- Risk analytics dashboard
- Transaction cost analysis
- Performance reporting
### Phase 4: Risk Management (Priority: Medium)
#### 1. Risk Framework
- Position risk calculations
- Portfolio risk metrics
- Risk limits and controls
- Stress testing system
#### 2. Monitoring System
- Real-time health monitoring
- Trading alerts
- Error detection
- Recovery procedures
### Phase 5: Optimization (Priority: Lower)
#### 1. Performance Tuning
- Latency optimization
- Throughput improvements
- Resource utilization
- Scalability testing
#### 2. Advanced Features
- Machine learning integration
- Advanced portfolio optimization
- Automated strategy adaptation
- Market regime detection
## Success Metrics
### 1. Technical Performance
- System latency < 100ms
- 99.9% uptime
- Resource utilization < 80%
- Test coverage > 90%
### 2. Trading Performance
- Risk-adjusted returns (Sharpe > 1.5)
- Maximum drawdown < 15%
- Win rate > 60%
- Cost efficiency > 90%
### 3. Operational Excellence
- Code maintainability score > 80%
- Documentation coverage 100%
- Incident response time < 5min
- Recovery time < 30min
## Implementation Timeline
- **Q1:** Phase 1
- **Q2:** Phase 2
- **Q3:** Phase 3
- **Q4:** Phase 4
- **Q1 Next Year:** Phase 5
## Continuous Improvement
- Weekly performance reviews
- Monthly system enhancements
- Quarterly strategy updates
- Annual architecture review
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