Algorithmic Trading Platform

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Algorithmic Trading Platform system › Algorithmic Trading Platform Contracts › Execution

Contracts / Interface

Overview

Order fill produced by ExecutionSimulator and published to the EventBus. Consumed by OrderManagementSystem, PositionManager, and RiskManagementEngine. Defined in src/domain/__init__.py.

Contract

Consumers

  • PositionManager
  • AuditLog
  • IOrderRepository

Types

NameBaseConstraints / ValuesDescription
Executiondataclass—Order fill event published by ExecutionSimulator after a successful fill.
Referenced By 1

Contracts

Documents

Execution Data Contract table repo://graph/nodes/b35acfc0b468db55c944e3b3eb823fd5/artifacts/execution-data-contract.md

Execution Data Contract

Order fill produced by ExecutionSimulator and published to the EventBus.

Consumed by OrderManagementSystem, PositionManager, and RiskManagementEngine.

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

Fields

Field Type Required Default Description
order_id str ✓ — ID of the originating order
symbol str ✓ — Ticker symbol (e.g. AAPL, MSFT)
side Side ✓ — BUY or SELL
qty float ✓ — Filled quantity (shares)
price float ✓ — Fill price per share
commission float 0.0 Broker commission charged
timestamp datetime now() UTC timestamp of fill
exec_id str uuid4() Unique execution identifier

Consumers

Component Usage
OrderManagementSystem Updates order status to FILLED / PARTIALLY_FILLED
PositionManager Updates position qty, avg_cost, unrealized P&L
RiskManagementEngine Updates exposure and realized P&L tracking

Notes

  • Execution is immutable once published to the EventBus
  • exec_id is auto-generated and globally unique
  • commission defaults to 0.0 in paper trading (simulated) mode
  • Side enum: BUY = "BUY", SELL = "SELL"

Execution Class Diagram diagram repo://graph/nodes/b35acfc0b468db55c944e3b3eb823fd5/artifacts/execution-class-diagram.md

Execution Class Diagram