Building an Automated Trading System with Symfony

Transcript

2. Who am I? Jonathan H. Wage CEO & Founder of TradersPost • Married to Megan Wage • Living in Grand Rapids, Michigan • Using PHP 20+ years • Doctrine and Symfony contributor from time to time • Now I am building trading automation software at TradersPost Baby Weavers and Wages
4. What is TradersPost? Stocks, Futures, Options and Crypto automated trading platform.
5. What is TradersPost? Stocks, Futures, Options and Crypto automated trading platform.
6. What is TradersPost? Stocks, Futures, Options and Crypto automated trading platform.
7. What is TradersPost? Stocks, Futures, Options and Crypto automated trading platform.
8. Who uses TradersPost? • Traders & Investors (B2C) • Trading Communities (B2B) • Strategy Developers
9. Technologies Used
10. RabbitMQ Trade Workers PostgreSQL Integrations Trade Signals TradersPost App Webhooks Architecture
11. Broker Abstraction Layer Built on top of symfony/http-client and is fully asynchronous via proxies
12. Broker Abstraction Layer Built on top of symfony/http-client and is fully asynchronous via proxies
13. Broker Abstraction Layer Built on top of symfony/http-client and is fully asynchronous via proxies
14. Broker Abstraction Layer Built on top of symfony/http-client and is fully asynchronous via proxies
15. Broker Abstraction Layer Built on top of symfony/http-client and is fully asynchronous via proxies
16. Broker Abstraction Layer Built on top of symfony/http-client and is fully asynchronous via proxies
17. Symfony Messenger All asynchronous trade execution is handled via symfony/messenger
18. Monitoring Messenger
19. Monitoring Messenger Get the code: https://gist.github.com/jwage/d1bfcfbdbfd44aa73d 285f2fa47e65a9 Queue wait time for our most important queues should be less than 100ms Adds queueWaitTime value to every message that is handled and is sent to logs and NewRelic for monitoring.
20. Lower Messenger Sleep By default the --sleep option is set to 1 second. Set it to something lower to keep the queueWaitTime as low as possible when load is low and workers are waiting for new messages to handle
21. Supervisord Use Supervisord to ensure your messenger worker processes are always running! Live trade execution workers: - 3 servers - 50 worker processes per server - This means 150 queue connections required for live execution
22. Sponsoring Messenger Improvements 1. [Messenger] implementation of messenger:consume, which processes messages concurrently #53964 https://github.com/symfony/symfony/pull/53964 2. RabbitMQ implementation that doesn’t use polling…get queueWaitTime closer to 0ms. Hiring Robin and baksla.sh to help with this!
23. Automated Testing Keeping our software stable with a large suite of automated tests and static analysis checks
24. Automated Testing Using automated testing and static analysis tools are a must! • phpunit/phpunit • symfony/panther • zenstruck/browser • vimeo/psalm • squizlabs/php_codesniffer • doctrine/coding-standard
25. Automated Testing Using automated testing and static analysis tools are a must!
26. Composer Script Shortcuts Tests and static analysis checks automatically run in GitHub actions or can be ran locally
27. Run Psalm On Max Pain Mode Why? We don’t ever want runtime bugs caused by invalid types, unknown method names, etc. Eliminates entire categories of bugs from being possible. Refactor and ship with high confidence.
29. Live Component Polling Poll live components for updates while a trade is in progress and stop as soon as it is done executing.
30. Managing Stimulus Controller State Get the code: https://gist.github.com/jwage/5b42c0034321cfbd896ca9acbbad4304 Added new lifecycle callbacks to stimulus controllers whenever a live component or turbo morphs the element a stimulus controller is attached to so you can manage state.
31. Rerender Live Component On Visibility Change Opt-in live components to re render themselves when they become visible or focused.
32. Multi-Domain Application
33. Symfony Local Server With Multiple Domains Important to start server with --allow-cors Thanks to Hugo Alliaume! https://github.com/symfony-cli/symfony-cli/pull/293
34. Scaling PostgreSQL Getting the most out of your PostgreSQL server using connection pooling with PGBouncer
35. PGBouncer + PgSQL PGBouncer is a lightweight connection pooler for PostgresSQL. Using PGBouncer with PgSQL can significantly increase the number of clients that can connect to your database
36. PGBouncer + PgSQL PGBouncer is a lightweight connection pooler for PostgresSQL. Using PGBouncer with PgSQL can significantly increase the number of clients that can connect to your database
37. PGBouncer + PgSQL PGBouncer is a lightweight connection pooler for PostgresSQL. Using PGBouncer with PgSQL can significantly increase the number of clients that can connect to your database Session Pooling: Assigns a server connection to a client for the entire session. Supports all PostgreSQL features.
38. PGBouncer + PgSQL PGBouncer is a lightweight connection pooler for PostgresSQL. Using PGBouncer with PgSQL can significantly increase the number of clients that can connect to your database Transaction Pooling: Assigns a server connection only for the duration of a transaction. Some session-based features won’t work.
39. PGBouncer + PgSQL PGBouncer is a lightweight connection pooler for PostgresSQL. Using PGBouncer with PgSQL can significantly increase the number of clients that can connect to your database Statement Pooling: Most aggressive method. This is transaction pooling with a twist: Multi-statement transactions are disallowed.
40. PgSQL + PGBouncer + Doctrine To use PGBouncer with Doctrine you must turn on prepared statement emulation.
41. Doctrine ORM Encrypted Values Built with defuse/php-encryption • Keys are stored in PostgreSQL, encrypted at rest. • Each customer's tokens are encrypted using derived per-customer keys. • Keys are derived from a master key and customer-specific UUIDs. • Keys are automatically rotated — re-encryption happens seamlessly. • Encryption and decryption are fully automated via Doctrine custom types. • Sensitive fields are transparently encrypted/decrypted on persist and hydrate. • No plaintext tokens are ever written to disk or logs.
42. Doctrine ORM Encrypted Values Built with defuse/php-encryption
43. Doctrine ORM Encrypted Values Built with defuse/php-encryption
44. THANKS!