How do you structure your program to do this?

I had huge success writing a trading system where everything went through the same `on_event(Inputs) -> Outputs` function of the core and a thin shell was translating everything to inputs and the outputs to actions. I actually had a handful of these components communicating via message passing.

This worked rather well as most of the input is async messages anyway, but building anything else this way feels very tiresome.

OP is basically describing functional programming