The events would come from a message queue, the sources could be various (e.g. Twitter or Scanners). In the meantime I checked the manuals and I think a have the interaction part solved by writing a node.js application that should even support full history simulation and training.

The one additional thing I am not sure about is the main run scope of Zorro. The events would always contain the symbol to check and trade upon. However - everything I have yet understood looks to me as if Zorro always runs everything in a symbol context.

I will only know the symbol / underlying once the event is received. I will know all asset parameters, but from the manual it looks like assetAdd can only be called once earlier. Any ideas how I would solve this?