source_file: ./live.py
schema_version: v1.1

factual_summary: >
  Provides the runtime framework for executing a market making strategy
  in either paper or live trading modes. Responsible for initializing
  exchanges, loading symbol universes, configuring execution components,
  processing real-time market data, and coordinating the continuous
  operation of the trading system.

methods:
  main() -> None:
    description: >
      Asynchronous entry point that orchestrates system initialization,
      strategy and trader setup, exchange connectivity, optional logging
      and metrics configuration, and continuous processing of incoming
      market data events.

interpretive_summary: >
  Acts as the top-level execution driver for the trading system, wiring
  together strategy logic, execution components, and exchange data feeds
  into a single long-running process. Designed to support both simulated
  and live trading environments while enabling observability and
  operational control during runtime.

invariants:
  - Trading mode must be explicitly selected before execution begins.
  - Exchanges must be initialized prior to processing market data.
  - Strategy and trader instances must be fully constructed before
    entering the main processing loop.
  - Market data processing must run continuously until the process
    terminates.
  - Logging and metrics configuration must not interfere with execution.

tags:
  domain:
    - market_data
    - strategy_execution
    - order_execution
    - exchange_integration

  trading_function:
    - data_ingest
    - entry_logic
    - exit_logic

  strategy_layer:
    - execution

  system_layer:
    - worker

  intent:
    - orchestration
    - isolation
    - safety

  data_type:
    - signals
    - orders
    - exchanges

  risk:
    - latency
    - data_corruption
    - capital_loss

  maturity:
    - production