Description
Flows domain for Algorithmic Trading Platform. Contains runtime flows, sequence diagrams, and interaction models.
Navigation
RuntimeFlow
- contains Authentication and Access Control Flow
- contains Backtesting Flow
- contains Configuration Flow
- contains Market Data Flow
- contains Monitoring and Audit Flow
- contains Reference Data Flow
- contains Strategy Signal and Order Flow
Documents
Flows
Overview
The Flows domain documents the runtime event flows of the platform — how events propagate through components from market data ingestion to order execution and position tracking.
Key Flows
| Flow | Description |
|---|---|
| Live Trading Flow | MarketTick → Strategy → Risk → OMS → Execution → Position |
| Backtest Flow | Historical ticks → StrategyEngine.run_backtest() → Signals (offline) |
| Risk Rejection Flow | Signal → RiskEngine (rejected) → AuditEvent(RISK_REJECTED) |
| Order Cancellation Flow | User → OMS.cancel_order() → AuditEvent(ORDER_CANCELLED) |
sequenceDiagram
participant MDF as MarketDataFeedHandler
participant SE as StrategyEngine
participant RE as RiskEngine
participant OMS as OrderManagementSystem
participant ES as ExecutionSimulator
participant PM as PositionManager
participant AL as AuditLog
MDF->>SE: MarketTick
SE->>RE: Signal (BUY/SELL)
RE->>OMS: RiskDecision (approved)
RE->>AL: AuditEvent (RISK_APPROVED)
OMS->>ES: Order
ES->>OMS: Execution (filled)
ES->>PM: Execution
OMS->>AL: AuditEvent (ORDER_FILLED)
PM-->>PM: Update Position