https://github.com/thomvanoorschot/zigma

Zigma is an algorithmic trading framework built with the Zig programming language, leveraging an actor-based concurrency model. It aims to provide an efficient, low-latency system for algorithmic trading through components handling market data, strategy execution, order management, risk, and data persistence.
https://github.com/thomvanoorschot/zigma

actor actor-framework concurrency quantitative-finance trading wasm zig ziglang

Last synced: 3 months ago
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Zigma is an algorithmic trading framework built with the Zig programming language, leveraging an actor-based concurrency model. It aims to provide an efficient, low-latency system for algorithmic trading through components handling market data, strategy execution, order management, risk, and data persistence.

• Host: GitHub
• URL: https://github.com/thomvanoorschot/zigma
• Owner: Thomvanoorschot
• Created: 2025-03-15T15:53:46.000Z (10 months ago)
• Default Branch: main
• Last Pushed: 2025-03-30T15:14:09.000Z (9 months ago)
• Last Synced: 2025-03-30T15:30:35.531Z (9 months ago)
• Topics: actor, actor-framework, concurrency, quantitative-finance, trading, wasm, zig, ziglang
• Language: Zig
• Homepage:
• Size: 10.3 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
# 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

![](example_full.gif)

![](example_docking.gif)

![](example_inspector.gif)

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