Intraday Options Execution System

A modular, production-grade intraday options execution system for Interactive Brokers. It executes pre-built systematic strategies on US equity underlyings (XSP, QQQ, SPX range). It does not invent signals or trading rules.

Architecture Overview

┌─────────────┐
│  Strategy    │── emits StrategySignal ──┐
└─────────────┘                           │
                                          ▼
                                   ┌─────────────┐
                                   │  RiskEngine  │── approve / reject
                                   └──────┬──────┘
                                          │ RiskDecision
                                          ▼
                                   ┌─────────────┐
                                   │ OrderManager │── submits via BrokerClient
                                   └──────┬──────┘
                                          │ fills / events
                                          ▼
                                ┌──────────────────┐
                                │ PositionManager   │
                                │ ExitManager       │
                                └──────────────────┘

Key boundaries:

• Strategies only emit signals — they never touch the broker.
• Every order passes through RiskEngine before submission.
• Limit orders only for normal entries/exits; market orders only in emergency flatten mode.
• The system fails closed on stale quotes, disconnects, or unknown state.

Tech Stack

Component	Choice
Language	Python 3.11+
Models	pydantic >= 2.0 (v2 only)
Broker	ib_async >= 1.0
Storage	SQLite via aiosqlite
Config	YAML (pyyaml)
Tests	pytest
Async	asyncio, single event loop

Phase Status

Phase	Scope	Status
0	Repo structure, configs, docs stubs	✅ complete
1	Core models and validation tests	✅ complete
2	Config loading and validation	✅ complete
3	RiskEngine (deterministic, no broker)	✅ complete
4	MockBrokerClient	✅ complete
5	OrderManager	✅ complete
6	PositionManager and ExitManager	✅ complete
7	OptionContractSelector	✅ complete
8	EventStore and audit logs	✅ complete
9	ManualControlService and CLI	✅ complete
10	ReconciliationEngine	✅ complete
11	IBKR setup docs and diagnostic scripts	✅ complete
12	IBKRBrokerClient, paper mode	✅ complete
13	Execution analytics	✅ complete
14	Streamlit dashboard	✅ complete
15	Paper trading runner	✅ complete
16	Live mode safety gates	✅ complete

Quick Start

# Install dependencies
pip install -e ".[dev]"

# Run tests
pytest tests/

# Copy and configure environment
cp .env.example .env

Safety

Live trading is DISABLED by default and requires ALL safety gates to pass simultaneously. See AGENTS.md for the full list of gates.