Live Trading Engine for Institutional-Grade Execution

Overview

The Live Trading module in EdgeCore is the execution engine designed for institutional deployment. It connects market data feeds, exchange APIs, strategy logic, and database layers to enable real-time, rules-based trading at scale.

This module ensures that signals are converted into live orders, trades are monitored with precision, and execution remains resilient under fluctuating market conditions.

What Sets It Apart

Unlike simulation or backtesting tools, the Live Trading module operates in production—executing real capital, reacting to real-time market dynamics, and maintaining consistent uptime across multiple venues. It’s engineered for reliability, latency tolerance, and execution efficiency.

Architecture Breakdown

Command Router

  • Manages startup, shutdown, pause/resume commands
  • Validates configuration before runtime

Trade Engine (TradeBot)

  • Core logic layer responsible for lifecycle of a trade: entry, monitoring, and exit
  • Implements trade sizing, order routing logic, and risk controls

Execution Process (Worker)

  • Persistent background process managing execution loop
  • Triggers strategy evaluation, market refreshes, and trade event handling

Exchange Interfaces

  • Real-time communication with exchange APIs for market data and order management
  • Supports REST and WebSocket endpoints

Strategy Layer

  • Receives refreshed market data per asset
  • Sends signals back to Trade Engine based on predefined logic and configuration

Data & State Management

  • Persistent state for trades, orders, and account balances
  • Synchronizes order status across restarts and interruptions

Execution Workflow

Initialization

  • Load strategy and validate config
  • Verify exchange API connections
  • Warm up market data feeds
  • Sync historical order state from DB

Strategy Execution Loop

  • Market data refresh
  • Strategy signal evaluation
  • Trade entry/exit logic
  • Order monitoring and updates

Trade Entry

  • Evaluate entry signal
  • Calculate sizing (fixed stake, leverage-based, etc.)
  • Choose execution type (limit, market, TWAP)
  • Submit to exchange
  • Log and store transaction state

Trade Monitoring

  • Continuously evaluate exit conditions (e.g., TP, SL, trailing logic)
  • Adjust stop orders
  • Monitor open orders for timeout or cancellation triggers

Exit and Settlement

  • Submit exit order based on condition met
  • Update trade record with result
  • Trigger alerting, webhook notifications, and metrics

Performance Safeguards

Throttling Engine: Respects exchange rate limits

Error Handling: Built-in retries, circuit breakers for API errors

Session Recovery: Resumes open positions and pending orders across restarts

Selective Market Polling: Prioritizes active instruments to reduce latency

Operational Insights

Real-Time Logging: Action-level visibility for trades and orders

Notification Hooks: Slack, email, and webhooks for critical events

Execution Metrics: Latency tracking, fill ratios, slippage stats

Institutional Deployment Considerations

Venue Redundancy: Operates across multiple exchange endpoints

Compliance Logging: Audit trails of all trading decisions and order flows

Environment Isolation: Supports dry-run, staging, and production modes

Security: API key encryption, role-based access to config and commands

Integration Ready: Connects to OMS/EMS for manual overrides or hybrid control

Summary

EdgeCore’s Live Trading module was designed for serious execution environments. It converts signal into execution with integrity, handles chaos with clarity, and delivers a framework capable of scaling to institutional-grade expectations.

If the backtest is the hypothesis, this module is the trade floor.

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