Event-Driven Architecture for Trading Systems

Most trading systems start as simple scripts and grow into unmaintainable spaghetti. Event-driven architecture prevents this. Why Event-Driven? In trading, things happen asynchronously: Market data arrives Signals are generated Orders are placed Fills are received Risk limits are checked Trying to handle all of this in a sequential loop creates tight coupling and makes testing impossible. The Event Bus from collections import defaultdict from dataclasses import dataclass , field from typing import Callable , Any from datetime import datetime import logging logger = logging . getLogger ( __name__ ) @dataclass class Event : type : str data : dict timestamp : datetime = field ( default_factory = datetime . now ) class EventBus : def __init__ ( self ): self . handlers = defaultdict ( list ) self . event_log = [] def subscribe ( self , event_type : str , handler : Callable ): self . handlers [ event_type ]. append ( handler ) def publish ( self , event : Event ): self . event_log . append (