executor

Stage 07 | 执行引擎

in trade plan (from risk) -> out order execution via broker API + execution confirmation

Sends validated orders to exchange, manages order lifecycle, records execution results.

Pipeline Position

01 kline -> 02 intel -> 03 signal -> 04 copilot -> 05 backtest
                                  -> 06 risk -> [07 executor] -> 08 journal

Capabilities

• Broker adapters:
  • Alpaca Paper Trading (US equities, sandbox first)
  • Binance (crypto)
  • Hyperliquid (existing from tradinghouse)
  • 东方财富/QMT (A-shares, TBD)
• dry_run mode: simulates fills locally without broker API
• Order lifecycle: place -> confirm/reject -> fill -> journal
• Automatic journal recording on every execution (success, rejected, error, wait)

Error Handling

Each adapter implements safe_mode fallback:

• If execution cannot confirm within N seconds: cancel pending order
• Emit HALT event to risk engine
• Send Telegram alert to operator

Credential Policy

• All broker API keys in environment variables ONLY, never in code or config
• Alpaca keys: trade-only permissions, no fund transfer
• Binance keys: API-trading only, IP allowlist required
• Pre-commit hook scans for credential patterns

Source

Adapted from tradinghouse/src/execution/executor.py + clients/exchange_client.py. Existing code has dry_run + live mode with Hyperliquid target.

Tech Stack

Python 3.11+ | FastAPI | httpx (async) | SQLAlchemy

Status

Scaffolding. Core logic exists in tradinghouse, migration pending. Start with Alpaca Paper Trading sandbox.