72. Complete System Architecture Diagram (v1)¶
1. External Access Layer¶
- User Browser
- ↓ (HTTPS)
- Next.js / React Frontend
- ↓ (REST API / WebSocket)
- FastAPI API Gateway
Tech Stack: - Frontend: Next.js + TailwindCSS + TypeScript - API Gateway: FastAPI - Protocols: HTTPS / REST / WebSocket
2. Microservice Application Layer¶
Each function is an independently deployed microservice.
| Module | Tech Stack | Communication |
|---|---|---|
| Strategy Management Center | FastAPI + PostgreSQL | gRPC/REST |
| Signal Aggregation Center | FastAPI + gRPC | gRPC + NATS |
| Ultra-Fast Backtest Center | Rust + FastAPI | gRPC |
| Ultra-Fast Match Sim Center | Rust | gRPC |
| Capital Allocation Center | FastAPI | gRPC |
| Cross-Exchange Arbitrage Center | Rust + FastAPI | gRPC + NATS |
| Strategy Evolution Center | Python (Genetic Algorithm libs) + FastAPI | gRPC |
| Liquidity Warning Center | Python + FastAPI | NATS |
| Risk Rules Center | Python + FastAPI | NATS |
| Scheduler Center | Python + APScheduler + FastAPI | NATS |
| Disaster Recovery Center | Rust/Python + FastAPI | REST + gRPC |
Key Software: - FastAPI (lightweight microservice framework) - Rust (ultra-high-performance modules) - PostgreSQL (persistent storage) - Redis (cache, queue) - NATS (global async message streaming) - Protobuf (gRPC message schema)
3. Communication Layer¶
| Type | Software | Protocol |
|---|---|---|
| Synchronous RPC | gRPC | HTTP/2 + Protobuf |
| Async Streaming | NATS Streaming | NATS protocol |
| Task Scheduling | NATS + CronTask | Event Bus |
Details: - Direct gRPC for low-latency microservice calls - High-frequency data via NATS pub/sub
4. Data Storage Layer¶
| Data Type | Storage Solution |
|---|---|
| Real-time Market Data | InfluxDB / TimescaleDB |
| Backtest Data Lake | Parquet + MinIO Object Storage |
| Strategy Gene/History | PostgreSQL |
| Capital Flow Logs | PostgreSQL |
| Anomaly Logs | Elasticsearch (optional) |
| Config Data | Redis (hot cache) |
Software: - TimescaleDB (time-series DB) - MinIO (S3-compatible object storage) - PostgreSQL (transactional data) - Redis (cache)
5. Infrastructure Layer¶
| Component | Software/Platform |
|---|---|
| Service Orchestration | Kubernetes (K8s) |
| Image Build | Docker |
| Log Collection | Loki + Promtail |
| Monitoring/Alert | Prometheus + Grafana |
| Load Balancing | Traefik / Nginx |
| Security Gateway | OAuth2 + Keycloak (opt.) |
- All microservices are Dockerized and orchestrated by K8s for dynamic scaling.
6. Data Flow Overview¶
[Market Data Center] → NATS Tick Stream → [Signal Aggregation Center] → [Strategy Execution Center] → [Matching Sim Center] → [Capital Management Center]
↘ ↓
[Arbitrage System] [Risk Monitoring Center] → [Anomaly Detection Center]
↘ ↓
[Backtest Center] ← Data Lake Storage ← [Backtest Result]
7. Layered Tech Stack Summary¶
| Layer | Software/Tech |
|---|---|
| Frontend | Next.js, TailwindCSS |
| API | FastAPI |
| Communication | gRPC, NATS |
| Microservices | FastAPI + Rust |
| Data | PostgreSQL, Redis, TimescaleDB, MinIO |
| Infra | Kubernetes, Docker, Prometheus, Grafana, Loki |
Summary¶
This architecture covers all modules, protocols, storage, and deployment platforms, ensuring: - Ultra-low latency (gRPC + NATS) - High scalability (Microservices + Docker + K8s) - High availability (Disaster recovery, monitoring, load balancing) - Ultra-high performance (Rust core modules)
This design is ready for production-grade deployment!