Complex Event Processing

Core Concepts

Understanding complex event processing requires familiarity with market microstructure, order flow dynamics, and execution latency. The following sections detail each component.

Production Notes

In production, complex event processing requires monitoring for API rate limits, database connection pooling, log rotation, alert thresholds, and automated restart procedures. Document runbooks for incident response.

Overview

This guide covers complex event processing implementation in automated trading systems. The approach combines established patterns with operational considerations drawn from production deployments.

Common Issues

Common issues with complex event processing include look-ahead bias in backtesting, overfitting to historical regimes, inadequate handling of exchange downtime, and insufficient logging for debugging.

Code Structure

The code structure separates concerns: data ingestion, signal generation, risk checks, and order submission. This modularity enables testing and reuse across strategies.

# Example configuration for Complex Event Processing
strategy:
  name: complex-event-processing
  timeframe: 5m
  indicators:
    - rsi
    - ema_fast
    - ema_slow
  entry_conditions:
    - rsi_oversold
    - ema_crossover_bullish
  exit_conditions:
    - rsi_overbought
    - stop_loss_hit
  risk:
    max_position_size: 0.02
    stop_loss_pct: 0.015