11 Commits

Include renames

Author	SHA1	Message	Date
zwitschi	7c86e838fa	feat: Add deterministic replay backtesting engine and related documentation	2026-06-01 14:57:42 +02:00
zwitschi	cc11082ea7	feat: Implement latency profiling and guardrails for performance monitoring ... - Added synthetic latency profiler scenarios and CLI scripts for baseline generation and regression checks. - Introduced latency baseline and threshold artifacts for CI enforcement. - Enhanced CI workflow with latency guardrail checks. - Updated documentation to include latency profiling commands and performance metrics. - Added unit tests for latency guardrail evaluation.	2026-06-01 14:47:52 +02:00
zwitschi	c17f41aaf8	feat: add audit events and runtime state snapshots to database ... - Introduced new tables for audit events and runtime state snapshots in the database schema. - Created data classes for AuditRecord and RuntimeStateRecord to represent the new entities. - Implemented AuditRepository and RuntimeStateRepository for inserting and retrieving records. - Enhanced the dashboard to include an audit trail section, displaying recent audit events. - Added tests for the new audit repository and runtime lifecycle functionalities. - Updated settings validation to ensure proper configuration for alerting features. - Integrated alert notifications across various components, including execution sequencer and loss limits.	2026-06-01 14:18:12 +02:00
zwitschi	0c232b7aee	feat: Add performance metrics dashboard and metrics calculator	2026-06-01 12:06:04 +02:00
zwitschi	93f4f62d42	feat: Implement idempotency and recovery mechanisms for order execution ... - Add IdempotencyKeyFactory for generating unique user references based on execution legs. - Introduce OrderReconciler to reconcile order statuses with historical data. - Implement PartialFillRecovery to handle partial fills by canceling orders and placing hedges. - Create TriangularExecutionSequencer for executing triangular arbitrage strategies. - Enhance storage with new tables for trades, orders, and PnL events. - Develop AsyncExecutionWriter for asynchronous writing of execution records to the database. - Add unit tests for execution persistence, sequencer behavior, fill monitoring, and idempotency checks. - Update KrakenRestClient to ensure proper payloads for order placement and querying.	2026-06-01 11:59:13 +02:00
zwitschi	240a591a64	Add risk management features: implement KillSwitch and StopConditionsGuard; update settings and tests	2026-06-01 11:22:17 +02:00
zwitschi	45e219d103	Add risk management features: implement loss limits, trade limits, and pre-trade validation; update settings and tests	2026-06-01 11:16:37 +02:00
zwitschi	9d8a8a8a45	Add benchmark detection script and related tests; refactor settings and update project scripts	2026-06-01 11:01:53 +02:00
zwitschi	a89886186f	Add opportunity detection and storage functionality with async processing ... - Introduced OpportunityEvent class for structured opportunity data. - Enhanced IncrementalCycleDetector to generate opportunities based on updated pairs. - Implemented AsyncOpportunityWriter for persisting opportunities to the database. - Updated MarketDataFeed to handle opportunity detection and execution in both paper and live trading modes. - Added unit tests for opportunity detection and persistence.	2026-06-01 10:59:09 +02:00
zwitschi	652b20274a	Add IncrementalCycleDetector and related classes for cycle scoring ... - Implement IncrementalCycleDetector for scoring based on updated market data. - Introduce CycleScore class to encapsulate cycle scoring details. - Update CurrencyGraph and MarketDataFeed to integrate cycle detection. - Add unit tests for IncrementalCycleDetector functionality.	2026-06-01 10:36:35 +02:00
zwitschi	7d3071463e	Implement Kraken integration with REST and WebSocket clients, add market data handling, and enhance settings configuration	2026-06-01 10:30:58 +02:00