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Message Bus

The live event bus provides in-process routing for market data, execution reports, and system messages. It is implemented in live/event_bus.h.

Bus Diagram

mermaid flowchart TB A[Broker Adapter] --> B[Event Bus] B --> C[Live Engine] B --> D[Subscribers] D --> E[Dashboards / Alerts]

Topics

  • MarketData
  • ExecutionReport
  • PositionUpdate
  • AccountUpdate
  • System

Usage

  • Publishers send LiveMessage objects to the bus.
  • Subscribers register callbacks per topic.

The event bus is used by the live engine and can be extended with external message queues via the MQ adapter.