Surface · Engines

Engine Constellation

Twenty active engines, event-driven, IPC + EVENT_BUS nervous system. One source of truth per concern.

EV26 Online

Universe Loader

60-symbol approved universe; vintage validation. Boots cold; serves every other engine.

47 lookups/min

EV30 Online

Bar Builder

1m → 30m → 4h → 1d aggregation, FRD parquet ingest, session classification.

150 bars/sec

EV31 Online

IB Gateway · IPC

Wire-protocol bridge to broker. Order placement, market data, cancel-order, position queries.

heartbeat 60ms

EV32 Online

Session Snapshot

EOD persistence of session_summary rows. Triggers post-EV35 reconcile.

5 writes/day

EV33 Online

Scorer · TREND_FOLLOWER

4-gate orthogonal scorer. Single source of truth, gate-broadcast IPC contract.

200 gate-evals/min

EV34 Online

Sizer

Half-Kelly position sizing, ATR-anchored stop, capital-aware capacity check.

8 max concurrent

EV35 Online

Reconciler

Order fill reconciliation, slippage measurement, realized P&L truthing against IB.

avg slippage 0.04%

EV36 Online

Trail Manager

ATR-trail activation at 0.5×, trail multiplier 0.8×. Per-position state machine.

5 of 7 positions trailing

EV37 Online

Risk Limiter

Per-trade cap, per-day cap, per-week drawdown circuit-breaker. HOST-authoritative HALT.

3 caps live · 0 breaches

EV38 Online

Order Router

Marketable-limit fallback, IOC default, partial-fill handler, cancel-on-stale.

38 orders/hr

EV39 Online

Cost Model

Commission, financing, borrow, taxation overlay. Decision-time cost projection.

avg 4.2bps round-trip

EV40 Online

News Filter

Earnings blackout, halt detection, SSR flag, regulatory event suppression.

2 symbols suppressed

EV41 Online

Backtest Harness

research_harness.py · V129_C_2_FULL preset. Bit-identical parity vs live.

6.3yr in 4m 12s

EV42 Online

Persistence

SQLite + parquet pipeline_cache. trade_history, account_snapshots, gate_log.

29 writes/min · WAL mode

EV44 Standby

Failover Watcher

Heartbeat absence detection, supervisor escalation, graceful-degradation handler.

idle · last fire 2026-04-19

EV46 Pending

Post-Trade Learning

Trade outcome → feature attribution. CF.23 wire pending V129-S5.

surface defined, edge inactive

EV48 Online

Engine Monitor

Per-engine heartbeat, throughput sampling, anomaly flagging, terminal feed.

20 / 20 engines reporting

EV49 Online

TF Stack Monitor

Timeframe alignment audit. Detects D1/H4/M30 regime divergence in real time.

all stacks aligned

EV50 Online

Learning Control Plane

EOD forced flatten (15:55 ET), session-state machine, governance gate verification.

armed for 15:55 day-flat

EV51 Online

Command Console

Operator state overlay. Single-key acknowledgement, halt/resume, manual override.

3 ops keys today · all signed