Description
Contracts domain for Algorithmic Trading Platform. Contains interface contracts, API definitions, and integration agreements.
Navigation
Interface
- contains AuditEvent
- contains Execution
- contains MarketTick
- contains Order
- contains Position
- contains RiskDecision
- contains Signal
Documents
Contracts
Overview
The Contracts domain defines the shared data contracts (domain event types) that flow between components on the EventBus. These are the canonical message types of the platform.
Domain Event Types
| Event | Producer | Consumers | Description |
|---|---|---|---|
| MarketTick | Market Data Feed Handler | Strategy Engine, Execution Simulator | Real-time price tick for a symbol |
| Signal | Strategy Engine | Risk Management Engine, OMS | Trading signal (BUY/SELL) from a strategy |
| RiskDecision | Risk Management Engine | OMS | Approval or rejection of a signal |
| Order | OMS | Execution Simulator | Order submitted for execution |
| Execution | Execution Simulator | OMS, Position Manager, Risk Engine | Fill confirmation |
| Position | Position Manager | Monitoring, UI Dashboard | Updated position state |
| AuditEvent | Risk Engine, OMS | Audit Log | Compliance and operational event record |
Design Notes
- All events are immutable dataclasses defined in
src/domain/__init__.py - Events are published and consumed via the EventBus (pub/sub)
- Behavioral interfaces (IStrategy, IMarketDataAdapter, etc.) are defined on their component pages