feat: yaml files for llm reasoning

artifacts/strategies/strat.yaml

@@ -0,0 +1,95 @@
+source_file: ./strat.py
+schema_version: v1.1
+
+factual_summary: >
+  Implements a market making strategy module responsible for maintaining
+  top-of-book state, calculating bid and ask prices using threshold-based
+  logic, validating tradable assets, and coordinating trade logging.
+  Manages exchange instances, symbol discovery across exchanges, and
+  runtime strategy state used for order placement and monitoring.
+
+methods:
+  registerExchange(exch: str, exchInst: Exchange) -> None:
+    description: >
+      Registers an exchange instance under a named key for use by the
+      strategy during execution.
+
+  setMinQty(exch: str, qtyMap: dict) -> None:
+    description: >
+      Updates minimum and maximum trade quantity constraints for a given
+      exchange using a provided quantity mapping.
+
+  printFloating(ts: float) -> None:
+    description: >
+      Emits a formatted runtime summary of strategy activity for logging
+      and monitoring purposes.
+
+  bestEdgeBid(exch: str, sym: str) -> List[bool, float, bool, str, float]:
+    description: >
+      This method is designed to determine whether and where a bid should be placed based on several factors 
+      related to market conditions and strategy rules. Its primary goal of is to calculate the optimal bid price for a 
+      given symbol on a specific exchange, taking into account market positions, hedging strategies, trading limits, 
+      price precision, and fee structures. Returns  a collection of decision outputs including bid eligibility status, 
+      relative pricing divergence, long-position participation, selected hedge exchange, and the computed bid price.
+
+  bestEdgeOffer(exch: str, sym: str) -> list:
+    description: >
+      The primary goal of bestEdgeOffer is to calculate the optimal offer (ask) price for a given symbol on a specific 
+      exchange, considering market positions, hedging strategies, trading limits, price precision, fee structures. 
+      Returns almost identical items as bestEdgeBid, but on the other side of the order book
+
+  updateTob(exch: str, sym: str, tob: dict, ts: float, force: bool) -> None:
+    description: >
+      The primary goal of the updateTob function is to update the top of the order book for quick access to perform 
+      market making operations (bidding and selling) using the highest bid and lowest ask prices.
+
+interpretive_summary: >
+  Serves as the central coordination unit for the market making strategy,
+  maintaining shared runtime state across exchanges and assets while
+  enforcing eligibility rules and operational constraints. Designed to
+  balance responsiveness with safety through internal validation,
+  rate limiting counters, and symbol qualification logic.
+
+invariants:
+  - Only assets validated by runtime eligibility checks may be traded.
+  - Exchange instances must be registered before strategy execution.
+  - Top-of-book data must exist before bid or ask calculations occur.
+  - Rate limiting counters must accurately reflect order activity.
+
+tags:
+  domain:
+    - market_data
+    - strategy_execution
+    - order_execution
+    - exchange_integration
+
+  trading_function:
+    - position_sizing
+    - entry_logic
+    - exit_logic
+
+  strategy_layer:
+    - execution
+    - decision
+
+  system_layer:
+    - engine
+
+  intent:
+    - orchestration
+    - validation
+    - safety
+
+  data_type:
+    - signals
+    - orders
+    - positions
+    - exchanges
+
+  risk:
+    - capital_loss
+    - latency
+    - data_corruption
+
+  maturity:
+    - production