69 lines
1.8 KiB
YAML
69 lines
1.8 KiB
YAML
source_file: ./live.py
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schema_version: v1.1
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factual_summary: >
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Provides the runtime framework for executing a market making strategy
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in either paper or live trading modes. Responsible for initializing
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exchanges, loading symbol universes, configuring execution components,
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processing real-time market data, and coordinating the continuous
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operation of the trading system.
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methods:
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main() -> None:
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description: >
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Asynchronous entry point that orchestrates system initialization,
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strategy and trader setup, exchange connectivity, optional logging
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and metrics configuration, and continuous processing of incoming
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market data events.
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interpretive_summary: >
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Acts as the top-level execution driver for the trading system, wiring
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together strategy logic, execution components, and exchange data feeds
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into a single long-running process. Designed to support both simulated
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and live trading environments while enabling observability and
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operational control during runtime.
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invariants:
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- Trading mode must be explicitly selected before execution begins.
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- Exchanges must be initialized prior to processing market data.
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- Strategy and trader instances must be fully constructed before
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entering the main processing loop.
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- Market data processing must run continuously until the process
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terminates.
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- Logging and metrics configuration must not interfere with execution.
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tags:
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domain:
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- market_data
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- strategy_execution
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- order_execution
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- exchange_integration
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trading_function:
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- data_ingest
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- entry_logic
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- exit_logic
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strategy_layer:
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- execution
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system_layer:
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- worker
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intent:
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- orchestration
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- isolation
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- safety
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data_type:
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- signals
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- orders
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- exchanges
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risk:
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- latency
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- data_corruption
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- capital_loss
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maturity:
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- production |