arbitrade/docs/architecture/current-implementation.md

Current Implementation Snapshot

This document summarizes the code that exists now, not the original plan.

Runtime

• FastAPI app starts from src/arbitrade/api/app.py.
• Settings come from pydantic-settings in src/arbitrade/config/settings.py.
• DuckDB is initialized and migrated on startup.
• Runtime recovery persists and restores control state and snapshots.

Configuration Management

• Complete configuration management system implemented with database-backed user settings.
• Configuration service in src/arbitrade/config/service.py handles loading and applying settings.
• Repository classes in src/arbitrade/storage/repositories.py provide database access.
• Web UI for configuration at /dashboard/config/ with CRUD operations for:
  • Currency pairings
  • Fee configurations
  • Application settings
  • Backtesting parameters
• Hot-reloading capabilities for runtime configuration changes.
• Input validation and error handling for all configuration forms.
• Audit logging for all configuration modifications.

Market Data and Detection

• Kraken market data is handled by native WS and thin REST code.
• Incremental triangular detector is implemented in src/arbitrade/detection/engine.py.
• Currency graph and cycle indexing live in src/arbitrade/detection/graph.py.

Execution and Risk

• Multi-leg execution sequencer exists for triangular cycles.
• Pre-trade validation and trade-limit guards are wired into execution flow.
• Kill switch and stop conditions are supported.

Dashboard

• Server-rendered dashboard uses FastAPI + Jinja2 + HTMX.
• Live metrics, overview, controls, charts, and audit fragments are exposed as separate endpoints.
• Dedicated backtesting page exists at /dashboard/backtesting.

Backtesting

• Replay engine lives in src/arbitrade/backtesting/replay.py.
• Parameter sweep runner lives in src/arbitrade/backtesting/sweep.py.
• Backtesting UI runs replay from a JSONL file, stores recent reports in app state, and exposes a recent-reports API.
• Experimental stat-arb scaffold lives in src/arbitrade/strategy/stat_arb.py and is gated by feature flag.

Deployment

• Dockerfile installs runtime dependencies from requirements/latest-runtime.in.
• CI publishes git.allucanget.biz/allucanget/arbitrade:latest.
• Coolify deploys the prebuilt image and owns runtime env vars and persistent storage.

Current Gaps

• Cross-exchange arbitrage remains deferred.
• Stat-arb is experimental, not part of default live strategy.
• Backtesting UI is functional but still a single-run/report workflow, not a full job queue.