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quant-execution

Deterministic execution and ledger layer for research, backtesting, and paper trading.

Invariants

  • Never add live broker order transmission or credentials.
  • Preserve deterministic replay and idempotency.
  • Use FixedPoint for price, quantity, cash, fees, funding, and ledger postings.
  • Every ledger transaction balances exactly per currency.
  • Reject illegal order transitions and timezone-naive timestamps.
  • Keep JSON and Arrow schemas synchronized with committed golden records.

Commands

python -m ruff check src tests
python -m pytest -q