Deterministic core engine for QuantTradingOS: market data, strategy execution, portfolio state, and event loop.

Binance spot wallet toolkit with an interactive REPL and reference broker-adapter flows for backtest-kit. Encodes the correct order-management sequence (cancel pending orders, verify the book is clean, then sell; poll-with-timeout, market fallback, clientOrderId reconcile) so an adapter for any exchange can be built on top of it.

Paper-first multi-agent trading research framework with risk gates, backtesting, broker adapters, and auditable JSONL workflows.