Algorithmic Trading Platform

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Algorithmic Trading Platform system › Algorithmic Trading Platform Contracts › Signal

Contracts / Interface

Overview

Trading signal produced by StrategyEngine and published to the EventBus. Consumed by RiskManagementEngine and OrderManagementSystem. Defined in src/domain/__init__.py.

Contract

Consumers

  • OrderManagementSystem
  • RiskManagementEngine
  • AuditLog

Types

NameBaseConstraints / ValuesDescription
Signaldataclass—Trading signal published by StrategyEngine when a strategy fires.
Referenced By 1

Contracts

Documents

Signal Data Contract table repo://graph/nodes/452160401e323e6dadfd944c45e6ec71/artifacts/signal-data-contract.md

Signal Data Contract

Trading signal produced by StrategyEngine and published to the EventBus.

Consumed by RiskManagementEngine.

Source: src/domain/__init__.py — @dataclass class Signal

Fields

Field Type Required Default Description
symbol str ✓ — Ticker symbol (e.g. AAPL, MSFT)
direction SignalDirection ✓ — BUY, SELL, or HOLD
strength float ✓ — Signal confidence score (0.0 – 1.0)
strategy_id str ✓ — ID of the strategy that generated this signal
tick_ref str ✓ — tick_id of the MarketTick that triggered this signal
timestamp datetime now() UTC timestamp of signal generation
signal_id str uuid4() Unique signal identifier

Enumerations

SignalDirection Value Description
BUY "BUY" Strategy recommends buying
SELL "SELL" Strategy recommends selling
HOLD "HOLD" Strategy recommends no action

Consumers

Component Usage
RiskManagementEngine Evaluates signal against risk rules; produces RiskDecision

Notes

  • signal_id is referenced by RiskDecision.signal_ref and Order.signal_ref
  • strength is strategy-defined; values near 1.0 indicate high confidence
  • HOLD signals are typically filtered before reaching the risk engine

Signal Class Diagram diagram repo://graph/nodes/452160401e323e6dadfd944c45e6ec71/artifacts/signal-class-diagram.md

Signal Class Diagram