π Release v1.0.0
β Features:
- IBKR and Lime venue adapters
- MBP-10 ingestion with Databento
- TWAP Strategy Engine + Order Slicing
- Real-time Order Flow Imbalance (OFI) Score
- Basic Risk Checks (size, venue throttle)
- Kafka-based market data pipeline
π§ͺ Tested with:
- AAPL, TSLA, NVDA L2 simulation
- Manual order replay scripts
- VWAP not fully tested
- Missing analytics dashboards