Description

Requirements domain for Algorithmic Trading Platform. Contains functional, quality, non-functional, and constraint requirements.

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Constraint

• contains CR-ARCH-001: Modular architecture with defined interfaces
• contains CR-CLOUD-001: Cloud deployment on commodity infrastructure
• contains CR-COMPLIANCE-001: Regulatory traceability
• contains CR-SCOPE-001: Equities and paper trading only

Functional

• contains FR-AUDIT-001: Maintain audit log
• contains FR-AUTH-001: Support user and role-based access control
• contains FR-BACKTEST-001: Support backtesting of strategies
• contains FR-CONFIG-001: Allow authorized users to configure strategies and risk limits
• contains FR-MKTDATA-001: Receive and process real-time market data
• contains FR-MKTDATA-002: Ingest historical market data for backtesting
• contains FR-MON-001: Provide monitoring dashboard
• contains FR-OMS-001: Submit, track, amend, and cancel orders
• contains FR-POS-001: Track positions, cash balance, exposure, and P&L
• contains FR-RISK-001: Perform pre-trade risk checks
• contains FR-RISK-002: Perform post-trade risk and exposure checks
• contains FR-RPT-001: Generate reports
• contains FR-STRATEGY-001: Execute trading strategies

NonFunctional

• contains NFR-SEC-001: Authentication and session management
• contains NFR-SEC-002: Role-based access control and least privilege
• contains NFR-SEC-003: Encryption in transit and at rest
• contains NFR-SEC-004: Tamper-evident audit logs
• contains NFR-SEC-005: Secret management

Quality

• contains QR-AVAIL-001: 99% availability during trading sessions
• contains QR-PERF-001: Market data processing latency <= 500ms
• contains QR-PERF-002: Strategy evaluation latency <= 1s
• contains QR-PERF-003: Pre-trade risk check latency <= 250ms
• contains QR-RECOV-001: Recovery without data loss

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