3 posts
Two processes, one firehose of events, no broker. What ZeroMQ actually is, which socket pattern fits which job, real throughput numbers, the foot-guns that eat your messages silently — and the lock-step protocol that buys determinism over a socket.
Event-driven systems rot into callback soup where no two runs behave alike. Here's the cure I used in a trading engine: one queue, one pure reducer, one journal, one effect executor — and the discipline that makes two replays byte-identical.
Most backtesters are a second implementation of the strategy — so they prove nothing about the code that actually trades. Build the engine as a pure reducer and the backtest, the live path, and the debugger become the same thing.