Trading Execution

Execution Skill-Graph — CONCEPT:EX-AHE.harness.ee / EX-AHE.harness.ee-8

Exchange backend abstraction and order execution patterns.

Exchange Backend Protocol — CONCEPT:EX-AHE.harness.ee

All backends implement the ExchangeBackend Protocol with a unified interface:

class ExchangeBackend(Protocol):
    @property
    def name(self) -> str: ...
    @property
    def mode(self) -> TradingMode: ...  # paper | live
    @property
    def supported_assets(self) -> list[str]: ...

    def connect(self) -> bool: ...
    def disconnect(self) -> None: ...
    def submit_order(self, symbol, side, qty, order_type, limit_price) -> ExecutionResult: ...
    def cancel_order(self, order_id) -> bool: ...
    def get_order_status(self, order_id) -> ExecutionResult: ...
    def get_positions(self) -> list[Position]: ...
    def get_account(self) -> AccountInfo: ...
    def get_quote(self, symbol) -> Quote: ...
    def get_historical(self, symbol, period, interval) -> list[OHLCV]: ...

Backend Implementations

PaperBackend (Default) — CONCEPT:EX-AHE.harness.ee-2

• Local simulation, no external dependencies
• In-memory position tracking
• Default for all new deployments
• Assets: equity, crypto, forex (simulated)

AlpacaBackend — CONCEPT:EX-AHE.harness.ee-3

• Free: Paper trading with real market data
• US equities + crypto
• Library: alpaca-py
• Config: exchanges.alpaca in config.json

CCXTBackend — CONCEPT:EX-AHE.harness.ee-4

• 100+ crypto exchanges via unified CCXT library
• Pre-registered shortcuts: binance, coinbase, kraken
• Supports sandbox mode for paper trading
• Library: ccxt

FreqtradeBackend — CONCEPT:EX-AHE.harness.ee-5

• Algorithmic crypto trading bot
• REST API integration
• Strategy execution managed by Freqtrade engine
• Library: REST client (no Python dependency)

Backend Registry & Factory

BACKEND_REGISTRY = {
    "paper": PaperBackend,
    "alpaca": AlpacaBackend,
    "ccxt": CCXTBackend,
    "binance": CCXTBackend,     # Shortcut
    "coinbase": CCXTBackend,    # Shortcut
    "kraken": CCXTBackend,      # Shortcut
    "freqtrade": FreqtradeBackend,
}

# Switch backends at runtime:
backend = create_backend("alpaca", config, TradingMode.PAPER)

Order Lifecycle — CONCEPT:EX-AHE.harness.ee-8

submit → risk_guard.pre_trade_check() → backend.submit_order() → KG audit
  │              │                              │                    │
  │              └── REJECTED if limits exceeded │                    │
  │                                              └── ExecutionResult  │
  │                                                                   └── VersionedOrder node

Data Classes

Adding a New Backend

1. Create class implementing ExchangeBackend Protocol
2. Register in BACKEND_REGISTRY dict
3. Add config section under trading.exchanges in config.json
4. Add infrastructure blueprint YAML in infrastructure-blueprints/trading/
5. Reserve an OKF-CIS id (agent-utilities concept reserve --id EX-AHE.harness.<name>) and register it in emerald-exchange's docs/concepts.md