QUANTSIGHTS

Case study

Trading algo decisioning

Problem

Problem

Problem for Trading algo decisioning

A trading algorithm needs a draft and a classification. If the same component can also send the order, a stale snapshot or a repeat can act twice.

Design

Design

Design for Trading algo decisioning

The model drafts only. Three checks have to be true before anything is sent: the score clears a hard threshold, the snapshot is still current, and the kill switch is off. One execution service is the only writer.

Implementation

Implementation

Implementation for Trading algo decisioning

One store is the record of truth. Every reader uses the same snapshot id. The ledger row and the audit row commit together. If the model and the rules disagree, the rules win.

Benefit

Benefits

Benefit for Trading algo decisioning

The model classifies and stops. A disagreement does not fire. A repeated request does not apply the action twice.

All work