Overview

The engine in one page.

What it does

Turns a stream of market events into strategy decisions and orders, and turns venue responses back into events, with one model for backtest and live.

Design goals

• Deterministic: the same input gives the same run, checked by a run digest.
• Typed: prices and quantities are fixed-precision integers, never floating point.
• Isolated: a strategy reaches a venue only through the engine and its risk checks.
• Observable: every event is published on the bus and recorded in a delivery log.

Where to go next

Architecture explains the kernel. The live engine seam explains how the same engine runs live.