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Architecture

Apex Trading Engine is an event-driven, artifact-backed trading framework with explicit module boundaries.

flowchart LR
    M[MarketDataEvent] --> S[Strategy]
    S --> SG[SignalEvent]
    SG --> PT[PortfolioTargetEvent]
    PT --> RC[RiskCheckEvent]
    RC --> O[OrderEvent]
    O --> E[ExecutionEvent]
    E --> F[FillEvent]
    F --> P[Portfolio / PnL]
    P --> R[ReportArtifact]
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Responsibilities

  • Rust owns deterministic envelope types, replay primitives, and the optional Python binding layer.
  • Python owns synthetic data, strategy research, portfolio accounting, risk orchestration, backtests, reports, the CLI, and the dashboard.
  • .NET owns local API boundaries for run inspection and orchestration skeletons.
  • C++ remains optional and narrowly scoped to execution simulation / benchmarking.

Design rules

  • All default workflows work from local artifacts.
  • Synthetic data is the default input path.
  • Risk checks happen before execution.
  • Reports and dashboards read artifacts rather than recomputing strategy results.
  • Service layers expose run state, not live-trading claims.