qkt/com.qkt.app

Package-level declarations

Types

ExitHookManager

class ExitHookManager(persistor: StatePersistor)

Pipeline-owned lifecycle for one-shot DSL exit hooks.

FeedLossReads

interface FeedLossReads

Whether a session stopped because its live feed was lost rather than because it was asked to.

FlattenResult

data class FlattenResult(val verifiedFlat: Boolean, val remainingTickets: List<String> = emptyList(), val detail: String? = null)

Result returned to an operator after an emergency flatten attempt.

HaltReads

interface HaltReads

What a session can say about being halted. A handle that cannot halt answers "no" to everything; a live session answers from its risk state, e.g. haltReason() = "operator", haltScope() = PERSISTENT, haltedAtMs() = 1789950000000.

HedgedEntryRouter

object HedgedEntryRouter

Gives a plain opposite-side BUY/SELL its netting meaning on a hedging venue.

IndicatorWarmer

class IndicatorWarmer

Pre-feeds historical ticks through the pipeline before live signal evaluation.

IntrabarFill

enum IntrabarFill : Enum<IntrabarFill>

How a bar's intrabar ticks must be resolved for tick-resolved fills (--bars --tick-fills).

LatchManager

class LatchManager(clock: Clock, defaultEmit: (OrderRequest) -> Unit? = null)

Holds armed latches and resolves them on ticks.

LegIntentPlanner

object LegIntentPlanner

Decides, once, what a fill of each leaf in OrderRequest means to the position ledger.

LegIntentResolver

class LegIntentResolver(orderFor: (clientOrderId: String) -> OrderRequest?, legByTicket: (strategyId: String, symbol: String, ticket: String) -> PositionLeg?, positionMode: (symbol: String) -> PositionAccountingMode)

Recovers the LegIntent behind an execution, in a fixed precedence:

LiveEquityBasis

enum LiveEquityBasis : Enum<LiveEquityBasis>

Source used for standalone live strategy equity and equity-based sizing.

LiveSession

class LiveSession(strategies: List<Pair<String, Strategy>>, strategyCommentNames: Map<String, String> = emptyMap(), rules: List<RiskRule> = emptyList(), haltRules: List<HaltRule> = emptyList(), source: MarketSource, symbols: List<String>, feedSymbols: List<String> = symbols, candleWindow: TimeWindow? = null, clock: Clock = SystemClock(), calendar: TradingCalendar = TradingCalendar.fxDefault(), accountingConfig: AccountingConfig = com.qkt.accounting.AccountingConfig(), equityBasis: LiveEquityBasis = LiveEquityBasis.VENUE, warmupOverride: WarmupSpec? = null, mdcStrategy: String? = null, candleHub: CandleHub? = null, onWarmupTick: (Tick) -> Unit = {}, onTrade: (Trade, BigDecimal, String) -> Unit = { _, _, _ -> }, onSignal: (Signal) -> Unit = {}, gate: () -> Boolean = { true }, bookRiskController: BookRiskController? = null, brokerFactories: Map<String, BrokerFactory> = emptyMap(), instrumentRegistry: InstrumentRegistry? = null, persistor: StatePersistor = com.qkt.persistence.NoopStatePersistor(), ignoreMismatches: Boolean = false, notifier: Notifier = NoopNotifier, notifyEvents: Set<NotifyEventKind> = emptySet(), perStrategyMaxDailyLoss: BigDecimal? = null, perStrategyMaxPositionSize: BigDecimal? = null, perStrategyMaxOpenPositions: Int? = null, perStrategyMaxDrawdownPct: BigDecimal? = null, perStrategyMaxDailyDrawdownPct: BigDecimal? = null, perStrategyMaxTradesPerDay: Int? = null, perStrategyCooldownAfterLossMs: Long? = null, perStrategyCooldownAfterLossAfterConsecutive: Int = 1, perStrategyLossStreakHalt: Int? = null, perStrategyLossStreakHaltScope: HaltScope = com.qkt.risk.HaltScope.PERSISTENT, initialBalance: BigDecimal = java.math.BigDecimal.ZERO, totalDdBasis: DrawdownBasis = com.qkt.risk.DrawdownBasis.STATIC, dailyDdBasis: DailyDrawdownBasis = com.qkt.risk.DailyDrawdownBasis.BALANCE, maxOrderQty: BigDecimal = com.qkt.risk.rules.PreTradeControls.DEFAULT_MAX_ORDER_QTY, maxOrderNotional: BigDecimal = com.qkt.risk.rules.PreTradeControls.DEFAULT_MAX_ORDER_NOTIONAL, priceCollarFrac: BigDecimal = com.qkt.risk.rules.PreTradeControls.DEFAULT_PRICE_COLLAR_FRAC, runawayMaxRoundTrips: Int = com.qkt.risk.RunawayBreaker.DEFAULT_MAX_ROUND_TRIPS, runawayMaxRejections: Int = com.qkt.risk.RunawayBreaker.DEFAULT_MAX_REJECTIONS, marginFloorPct: BigDecimal = java.math.BigDecimal("200"), measuredUsageHours: Long = 0, measuredUsageMaxQty: BigDecimal = com.qkt.risk.rules.MeasuredUsage.DEFAULT_MEASURED_MAX_QTY, journal: OrderJournal? = null, auditJournal: EngineAuditJournal? = null, insightsSink: InsightsSink? = null, insightsEvents: Set<InsightsEventFamily> = emptySet(), insightsStrategyMetadata: Map<String, Map<String, Any?>> = emptyMap(), insightsDeployedIds: () -> Collection<String> = { emptyList() }, insightsStatePollMs: Long, insightsSharedDeals: SharedDealFetch = com.qkt.observe.insights .SharedDealFetch(), insightsDealBackfillDays: Long = 30, marketDataGateConfig: MarketDataGateConfig = com.qkt.marketdata.MarketDataGateConfig.DEFAULT, latencyEnabled: Boolean = System.getenv("QKT_LATENCY_TRACKING") == "1", scheduleHeartbeatIntervalMs: Long = 1000, candleCloseGraceMs: Long = DEFAULT_CANDLE_CLOSE_GRACE_MS, startingBalances: Map<String, BigDecimal> = emptyMap(), bookBalance: BookBalanceView? = null, busOverride: EventBus? = null, reconcileReadBackoffMs: Long = 500, brokerEquityPollMs: Long = BROKER_EQUITY_POLL_MS, brokerEquityStaleMs: Long = BROKER_EQUITY_STALE_MS)

Runs one or more strategies against a live or paper data source, end to end.

LiveSessionHandle

interface LiveSessionHandle : HaltReads, FeedLossReads

Operator handle for a running LiveSession.

MaxAuditStrategy

class MaxAuditStrategy(symbols: List<String>) : Strategy, Warmable

OrderManager

class OrderManager(broker: Broker, bus: EventBus, priceProvider: MarketPriceProvider, clock: Clock, persistor: StatePersistor = NoopStatePersistor(), closeTicketFor: (String, String) -> String?? = null, closePrimaryTicketFor: (String, String) -> String?? = null, requireArmedTrailTicket: Boolean = false, instruments: InstrumentRegistry = NoopInstrumentRegistry, trackRisk: Boolean = false, onProtectionFailure: (strategyId: String, message: String) -> Unit = { _, _ -> }, engineHeldSubmissionBlockReason: (OrderRequest) -> String? = { null }, isRiskReducingForHalt: (OrderRequest) -> Boolean = { false }, strategyNetQty: (strategyId: String, symbol: String) -> BigDecimal? = null, positionMode: (symbol: String) -> PositionAccountingMode = { PositionAccountingMode.UNKNOWN }, bookedVenueTickets: (strategyId: String) -> Set<String> = { emptySet() }, openLegQuantity: (strategyId: String, legId: String) -> BigDecimal?? = null) : PendingOrderExposureProvider

Manages the lifecycle of every order from signal to fill.

PositionDelta

data class PositionDelta(val symbol: String, val engineQty: BigDecimal, val brokerQty: BigDecimal, val side: Side? = null)

One symbol where engine and broker disagree on net quantity.

PositionProtectionDelta

data class PositionProtectionDelta(val ticket: String, val symbol: String, val requestedStopLoss: BigDecimal?, val brokerStopLoss: BigDecimal?, val requestedTakeProfit: BigDecimal?, val brokerTakeProfit: BigDecimal?)

One venue ticket whose attached protection differs from qkt's last requested levels.

RecentTrades

class RecentTrades(capacity: Int = DEFAULT_CAPACITY)

Bounded buffer of the most recent fills, feeding LiveSessionHandle.recentTrades and the daemon status snapshot. Keeps the last capacity trades and silently drops older ones, so a session running for months holds a fixed amount of trade history, not all of it.

ReconcileException

class ReconcileException(message: String) : RuntimeException

Thrown by LiveSession.start when persisted leg state and broker positions don't agree, and the operator hasn't opted into ignore-mismatch attachment via the --reconcile=ignore-mismatches flag.

ReconcileReport

data class ReconcileReport(val deltas: List<PositionDelta>, val engineEquity: BigDecimal, val brokerEquity: BigDecimal?, val protectionDeltas: List<PositionProtectionDelta> = emptyList(), val brokerReadFailed: Boolean = false, val brokerReadError: String? = null)

Result of an engine-vs-broker reconcile pass.

SessionPnl

data class SessionPnl(val equity: BigDecimal, val balance: BigDecimal, val realized: BigDecimal, val unrealized: BigDecimal)

A point-in-time P&L reading for one strategy, surfaced through /status.

TradingPipeline

class TradingPipeline(val clock: Clock, val ids: IdGenerator, val sequencer: SequenceGenerator, val priceTracker: MarketPriceTracker, val positions: PositionProvider, val pnl: PnLCalculator, val strategyPositions: StrategyPositionTracker, val strategyPnL: StrategyPnL, val bus: EventBus, val broker: Broker, val engine: Engine, val strategies: List<Pair<String, Strategy>>, val riskEngine: RiskEngine, val riskState: RiskState, val mode: Mode, val replayCandleCloseGraceMs: Long = LiveSession.DEFAULT_CANDLE_CLOSE_GRACE_MS, val replayHeartbeatIntervalMs: Long, val positionMode: (symbol: String) -> PositionAccountingMode = { PositionAccountingMode.UNKNOWN }, val calendar: TradingCalendar, val source: MarketSource, val candleWindow: TimeWindow? = null, val candleHub: CandleHub = CandleHub(), val onFilled: (Trade, BigDecimal, String) -> Unit = { _, _, _ -> }, val onAccountedFill: (Trade, ConvertedMoney, String, FillState) -> Unit = { _, _, _, _ -> }, val onRejected: (RiskRejectedEvent) -> Unit = {}, val onCandle: (Candle) -> Unit = {}, val preCandle: (Candle) -> Unit = {}, val gate: () -> Boolean = { true }, val gateFor: (String) -> Boolean = { true }, val persistor: StatePersistor = NoopStatePersistor(), val instruments: InstrumentRegistry = NoopInstrumentRegistry, val commissionBook: CommissionBook = CommissionBook(), val accounting: AccountingEngine = AccountingEngine(), val tradeHistory: TradeHistory = TradeHistory(persistor = persistor), val onProtectionFailure: (strategyId: String, message: String) -> Unit = { _, _ -> }, val pacerLedger: PacerLedger = PacerLedger(), pacerCooldownDurationMs: Long? = null, pacerCooldownAfterConsecutive: Int = 1, pacerCooldownDurationMsFor: (String) -> Long?? = null, pacerCooldownAfterConsecutiveFor: (String) -> Int? = null, val latencyEnabled: Boolean = System.getenv("QKT_LATENCY_TRACKING") == "1", val brokerZoneIdFor: (String) -> ZoneId?? = null, runawayBreaker: RunawayBreaker? = null, marketDataGate: MarketDataGate? = null, bookScaleFor: (String) -> BigDecimal = { BigDecimal.ONE }, bookBalance: BookBalanceView? = null)

The reusable end-to-end wiring of bus + engine + risk + order management + broker.

WarmupFailedException

class WarmupFailedException(val streamAlias: String, val qktSymbol: String, cause: Throwable) : RuntimeException

Thrown when the broker historical-bar API fails during a deploy's pre-warmup phase. Aborts deploy before any rule fires, so the strategy never starts in a half-warm state. Operator sees a pointed error naming the stream + symbol + underlying cause.

WarmupUnderfilledException

class WarmupUnderfilledException(symbol: String, window: TimeWindow, requested: Int, available: Int, upperMs: Long, searchedDurationMs: Long) : RuntimeException

Indicates that a live strategy could not obtain enough closed bars to initialize its indicators.

Functions

main

fun main()

reconcileDeltas

fun reconcileDeltas(ownerId: String, brokerTickets: List<BrokerPositionTicket>, attribution: TicketAttribution, engineLegs: List<PositionLeg>, accountingModes: Map<String, PositionAccountingMode> = emptyMap()): List<PositionDelta>

Engine-vs-broker position deltas for one strategy on a (possibly shared) account.

reconcileProtectionDeltas

fun reconcileProtectionDeltas(ownerId: String, brokerTickets: List<BrokerPositionTicket>, attribution: TicketAttribution): List<PositionProtectionDelta>

Protection drift for tickets owned by ownerId and carrying qkt-requested levels.