Low-latency trading engine skeleton with separate runtime, oracle, replay, research, testing, and tooling surfaces.
config/ Market, risk, runtime, and feed configuration.
engine/ C++ runtime engine implementation.
oracle/ Rule extraction, constraint compilation, enumeration, and artifacts.
replay/ Recorder, player, deterministic runner, and reports.
research/ Notebooks, optimization, experiments, and validation.
tests/ Unit, integration, replay, fuzz, and performance tests.
tools/ Operator and developer utilities.
feed -> decode -> state -> signal -> risk -> execution
The runtime path should stay deterministic, observable, and isolated from research-time mutation. Replay and oracle outputs should enter the engine through explicit configuration or artifacts.
cmake -S . -B build
cmake --build build