Zigma: Actor-Based Algorithmic Trading Framework

Overview

Zigma is an algorithmic trading framework built with the Zig programming language, leveraging an actor-based concurrency model. This project serves as both a practical trading system and an educational exploration of Zig's memory management capabilities and concurrency patterns.

Goals

• Implement a robust actor framework for handling concurrent trading operations
• Explore Zig's memory management features in depth
• Develop efficient, low-latency trading algorithms
• Create a modular system that can be extended with new strategies and market connectors
• Serve as a learning resource for Zig programming best practices

Architecture

Zigma is built around an actor model, where independent components communicate through message passing:

Server (Zig)

• Market Data Actors – Connect to exchanges and process incoming market data
• Strategy Actors – Implement trading algorithms and generate signals
• Order Management Actors – Handle order creation, modification, and cancellation
• Risk Management Actors – Monitor positions and enforce trading limits
• Persistence Actors – Handle data storage and retrieval
• WebSocket Server – Provides real-time data streaming to clients via non-blocking WebSocket connections

Client (WASM)

• WASM Application – Runs entirely in the browser for real-time market data visualization
• Web Workers – Handle WebSocket connections in separate threads for non-blocking data fetching
• Real-time UI – Interactive orderbook visualization with ImGui-based interface

Features

Server

• Non-blocking, concurrent processing of market data
• Memory-efficient implementation with minimal allocations
• Type-safe message passing between actors
• WebSocket-based client communication
• Pluggable strategy system for implementing various trading algorithms
• Comprehensive logging and monitoring
• Provides real-time visibility into the actor system through an "Inspector" graphical interface

Client

• WASM-based client application for cross-platform compatibility
• Non-blocking data fetching using WASM Web Workers
• Real-time WebSocket communication with the server
• Interactive orderbook windows with live market data
• Responsive UI that doesn't block on network operations

Learning Outcomes

This project provides hands-on experience with:
• Zig's comptime features and metaprogramming
• Manual memory management with allocators
• Error handling patterns in Zig
• Concurrency without shared state
• Performance optimization techniques
• Safe interoperability with C libraries
• WebAssembly compilation and deployment
• Web Workers for non-blocking browser applications
• WebSocket protocol implementation and optimization

Getting Started

(Instructions for building and running the project will be added as development progresses.)

Project Status

🚧 Early Development – The actor framework and core components are currently being designed and implemented.