Trade Engine

Version 0.1.0, last updated 2026-10-11 14:41.

• Trade Engine — v1 Spec
  • Documentation map
  • Quality bar
  • Scope (v1)
  • Architecture
  • Data and databases
  • Project layout
  • Batch jobs (scripts/)
  • Known limitations (v1)
• Database
  • Architecture and setup
  • Schemas
  • Conventions
  • Cross-cutting design decisions
  • Indexing and scalability
• Simulated data: why and how
  • Why simulate
  • What is simulated
  • The model
  • How OHLC is built
  • Reproducibility
  • Generating data
  • Labelling
  • What simulated data can and cannot be used for
  • Moving to real data
  • Other asset classes
• P&L and the EOD batch
  • Method (v1 simplification)
  • Which inputs a run uses
  • Output semantics
  • Not included
  • The EOD batch
• Risk calculations
  • Inputs
  • Currency rule
  • Notional
  • Historical VaR (95%, 1 day)
  • Limit checks
  • Behaviour
• Reporting
  • Principles
  • Reports
  • Return types and serialization
  • Known limitations
• Web layer
  • Structure
  • Endpoints
  • Validation and errors
  • Security posture
  • Current limitations
  • Adding an endpoint
• Appendix
  • How this repo was built
  • How to build these docs