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.