Architecture

stateDiagram-v2 direction LR % Class definition classDef outside stroke:grey User: <center><b>User</b>\n[Application]\nService user</center> User --> Backtests: Transmit user requests [NATS] Candlesticks: <center><b>Candlesticks</b>\n[Cryptellation Service]\nProvides candlesticks to\nservices and users.</center> Backtests: <center><b>Backtests</b>\n[Cryptellation Service]\nProvides an entire environment\nfor users to execute backtests.</center> Backtests --> Database: Reads from\nWrites to\n[Redis/SQL] Backtests --> User: Deliver new ticks\n[NATS] Backtests --> Candlesticks: Get candlesticks\n[NATS] Database: <center><b>Database</b>\n[Redis/SQL]\nStore backtests information.</center> % Class application class User outside class Candlesticks outside

stateDiagram-v2 % Class definition classDef outside stroke:grey classDef adapter stroke:green classDef queryCommand stroke:red classDef domain stroke:yellow User: <center><b>User</b>\n[Application]\nService user</center> User --> NATSController: Get request from user [NATS] Candlesticks: <center><b>Candlesticks</b>\n[Cryptellation Service]\nProvides candlesticks to\nservices and users.</center> Database: <center><b>Database</b>\n[Redis/SQL]\nStore backtests information.</center> NATSController: <center><b>NATS Controller</b>\n[Controller]\nReceives NATS request and redirect\nthem to the correct commands/queries.</center> NATSController --> GetAccounts: Request accounts NATSController --> GetOrders: Request orders NATSController --> CreateBacktest: Request backtest creation NATSController --> CreateOrder: Request order creation NATSController --> SubscribeToEvents: Request subscription NATSController --> AdvanceBacktest: Request advance GetAccounts: <center><b>Get Accounts</b>\n[Query]\nGet a detailed list of\na backtest accounts.</center> GetAccounts --> DatabaseAdapter: Read backtest GetOrders: <center><b>Get Orders</b>\n[Query]\nGet a detailed list\nof backtest order.\n</center> GetOrders --> DatabaseAdapter: Read backtest CreateBacktest: <center><b>Create Backtest</b>\n[Command]\nCreates a backtest with a\nconfiguration provided by the user.</center> CreateBacktest --> DatabaseAdapter: Write backtest CreateBacktest --> BacktestDomain: Process backtest creation BacktestDomain: <center><b>Backtest Domain</b>\n[Domain]\nBusiness Logic related\noperations on backtests.</center> CreateOrder: <center><b>Create Order</b>\n[Command]\nCreates a backtest order\nto buy or sell assets.</center> CreateOrder --> DatabaseAdapter: Read & write backtest CreateOrder --> BacktestDomain: Process order creation SubscribeToEvents: <center><b>Subscribe to Events</b>\n[Command]\nSubscribe to some events (prices,\nnews, etc) that will be sent to the\nbacktest message queue.</center> SubscribeToEvents --> DatabaseAdapter: Write backtest SubscribeToEvents --> BacktestDomain: Process subscription AdvanceBacktest: <center><b>Advance Backtest</b>\n[Command]\nAdvance the current time in the\nbacktest. Deliver subscribed events\nhappening between t and t+1.</center> AdvanceBacktest --> CandlesticksClient: Request candlesticks AdvanceBacktest --> EventBrokerAdapter: Publish new events AdvanceBacktest --> DatabaseAdapter: Read & Write backtest AdvanceBacktest --> BacktestDomain: Process advancement CandlesticksClient: <center><b>Candlesticks Client</b>\n[Adapter]\nAdapter to read candlesticks\nfrom dedicated service.</center> CandlesticksClient --> Candlesticks: Request candlesticks\n[NATS] EventBrokerAdapter: <center><b>Event Broker Adapter</b>\n[Adapter]\nAdapter for message brokers. EventBrokerAdapter --> User: Publish events [NATS] DatabaseAdapter: <center><b>Database Adapter</b>\n[Adapter]\nAdapter to read/write DB\nthrough existing libraries and\nfor mocking purposes</center> DatabaseAdapter --> Database: Reads from\nWrite to\n[Redis/SQL] % Class application class Database outside class Candlesticks outside class User outside class NATSController adapter class GetAccounts queryCommand class GetOrders queryCommand class CreateBacktest queryCommand class CreateOrder queryCommand class SubscribeToEvents queryCommand class AdvanceBacktest queryCommand class DatabaseAdapter adapter class CandlesticksClient adapter class EventBrokerAdapter adapter class BacktestDomain domain