Architectures of other trading platforms

QuantConnect

Component Diagram

MarketCetera

From CCFEA An extensible Open Source framework for backtesting algorithmic trading strategies within the Marketcetera platform thesis, there are some analysis done.

Market data and exchange simulator

VN.PY

Refer to https://www.vnpy.com/forum/topic/16-vnpyde-si-wei-dao-tu-jia-gou for more details

Main program

Libs

Strategy

MS Qlib

BigQuant

Refer to https://bigquant.com/wiki/doc/gongjuxiang-x7LnZayd2X for more.

Quantopian