In this chapter, we learned how to build a Python trading system. The trading system we built presents the critical components that you will need to start trading in real time. Depending on the trading strategy you implement, you will add some services and you will modify the behavior of these components. As mentioned at the beginning of this chapter, the number of traders, the type of strategies, and the types of asset classes will affect the design of the trading system. Learning how to design a trading system takes years and it is very common to become expert in a trading system for a given strategy, given asset class and given number of users. But it is uncommon to become expert in all trading system types because of their complexity. We built the minimum functionalities that a trading system must have. To be fully functional, we need to learn how to get this component connected to a trading system.

In the next chapter, we will focus on explaining all the details related to connection with exchanges.