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Does anyone possess any design documents that illustrate data flows and/or sequence diagrams and/or cookbook with receipes? 

I would be interested in contributing to this project, however, I unclear regarding high-level capabilities and how to implemented logic for simple scenarios.

For example, a sample robo-trading app that illustrates scenarios such as submitting an order request.

Example 2, a sample app that illustrates exchange capabilities in processing trades.

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Hi Larry; thanks for the post. We have this page for the LEAN project which is mostly auto generated documentation from the code base. The code documentation is the best source honestly as it is the most up to date. The documentation we write is by definition always behind..

https://www.quantconnect.com/lean/

The open source project has 50-ish algorithms which demonstrate the API. What do you mean by "capabilities in processing trades"?

 

 

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I have some tools that can produce UML Class diagrams, which i can share.

If someone has a document that describes the processing flow and/or data flow, then i could share

i will post sample UML diagram later

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If I wanted to document the message queuing logic for trading, where would be a good piece of code to review?

 

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Hi Larry; perhaps it would be more productive to ask these sorts of things in Slack - http://qnt.co/slack - there we can answer what you need to generate the documentation and then we can post the results back to this thread for future readers.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


I registered with slack..

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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