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Strategy Execution Platform

Technical Reference Documentation

Welcome to the definitive technical guide for the Strategy Execution Platform. This documentation provides comprehensive coverage of the system’s architecture, design patterns, and implementation details.

What is the Strategy Execution Platform?

The Strategy Execution Platform is an advanced, event-driven system designed to provide a standardized execution layer between automated trading strategies and fragmented market venues. It abstracts the complexity of trade execution across disparate blockchain networks and market venues, translating high-level strategic goals, or “intents,” into optimized, risk-managed execution plans.

Core Philosophy: Intent-Driven Execution

This is an intent-driven system - a fundamental departure from traditional imperative systems. Instead of scripting every single action, strategies declare their desired end state:

“I want to acquire 10 WETH using USDC, and I am willing to tolerate a maximum of 0.5% slippage. This goal must be achieved within the next 5 minutes.”

The platform ingests this intent and takes full responsibility for achieving the goal through intelligent routing, risk management, and execution optimization.

Key Features

  • Hybrid Architecture: Python for orchestration, Rust for performance-critical operations
  • Event Sourcing: Immutable audit trail with CQRS pattern
  • Real-Time Processing: Sub-50ms latency targets for critical operations
  • Multi-Chain Support: Designed for cross-chain and multi-chain operations
  • Machine Learning Integration: ONNX models for intelligent decision-making

Quick Start

  1. System Foundation - Understand the high-level architecture and design decisions
  2. Backend Engine - Learn about the core components and intent lifecycle
  3. Frontend Dashboard - Explore the real-time trading interface
  4. Getting Started - Set up your development environment

Architecture Overview

The system is built with distinct layers:

  • User & Strategy Interaction: Frontend dashboard and strategy logic
  • Platform Core: API layer, business logic, and performance core
  • Infrastructure: NATS messaging, TimescaleDB, Redis, and Ray.io
  • External Systems: Market venues and blockchain networks

Technology Stack

  • Backend: Python 3.13+, FastAPI, Pydantic, Ray.io
  • Performance Core: Rust with PyO3 bindings
  • Database: TimescaleDB (event store), Redis (cache)
  • Messaging: NATS with JetStream
  • Frontend: Next.js 14, React, Zustand, TanStack Query
  • Containerization: Docker and Docker Compose

Reading Paths

  • System Architects: Begin with System Foundation, then explore Advanced Concepts
  • Backend Engineers: Focus on Backend Engine and Development Guide
  • Frontend Engineers: Read System Foundation for context, then Frontend Dashboard
  • Quantitative Developers: Start with Development Guide for strategy development

This documentation is a living document, intended to onboard new engineers, guide architectural reviews, and serve as a long-term reference for maintenance and extension.

Last updated on
System Foundation