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Event Loop

In computer science, the event loop, message dispatcher, message loop, message pump, or run loop is a programming construct that waits for and dispatches events or messages in a program.

It works by making a request to some internal or external "event provider" (that generally blocks the request until an event has arrived), and then it calls the relevant event handler ("dispatches the event").

The event-loop may be used in conjunction with a reactor, if the event provider follows the file interface, which can be selected or 'polled' (the Unix system call, not actual polling).

The event loop almost always operates asynchronously with the message originator.

Trader

Automated trade execution engine.

The problem

To maintain a standard of vacation-level automation, we need to be able to enter and exit positions at high volume without concern.

Key concerns include:

Being able to enter / exit positions at high [relative] volume with a minimal impact on the market

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