About This Architecture
Cangyuan Ultra-Speed quantitative trading system employs a layered architecture separating presentation, core trading logic, and exchange gateway integration. The presentation layer provides GUI, risk control dashboards, strategy monitoring, and parameter management interfaces connected to the trading core engine. The core layer orchestrates market data processing, strategy decision-making, risk control enforcement, order management, and machine learning model management through unified abstraction. The gateway layer abstracts multiple exchange connections—CTP, Yisheng, Shengli, and Yida—via standardized ITradeGateway and IMarketGateway interfaces, enabling seamless multi-venue trading. This three-tier design isolates business logic from exchange-specific protocols, reducing coupling and accelerating deployment across Chinese commodity and financial futures markets. Fork this diagram on Diagrams.so to customize components, add new exchanges, or integrate proprietary risk modules.