qkt/com.qkt.app

Package-level declarations

Types

typealias BrokerFactory = (EventBus, Clock, MarketPriceTracker) -> Broker

Constructs a Broker for a single LiveSession. Each session calls the factory with its own bus/clock/priceTracker so per-session lifecycles stay clean.

IndicatorWarmer

class IndicatorWarmer(source: MarketSource, pipeline: TradingPipeline)

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

LiveSession

class LiveSession(strategies: List<Pair<String, Strategy>>, rules: List<RiskRule> = emptyList(), haltRules: List<HaltRule> = emptyList(), source: MarketSource, symbols: List<String>, candleWindow: TimeWindow? = null, clock: Clock = SystemClock(), calendar: TradingCalendar = TradingCalendar.fxDefault(), warmupOverride: WarmupSpec? = null, mdcStrategy: String? = null, candleHub: CandleHub? = null, onWarmupTick: (Tick) -> Unit = {}, onTrade: (Trade, BigDecimal, String) -> Unit = { _, _, _ -> }, onSignal: (Signal) -> Unit = {}, gate: () -> Boolean = { true }, brokerFactories: Map<String, BrokerFactory> = emptyMap())

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

LiveSessionHandle

interface LiveSessionHandle

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)

Manages the lifecycle of every order from signal to fill.

PortfolioStrategy

class PortfolioStrategy(compiled: PortfolioCompiled, exprCompiler: ExprCompiler) : DslCompiledStrategy

Strategy implementation that wraps N child strategies and gates their activation per WhenRun / AlwaysRun rules.

TradingPipeline

class TradingPipeline(val clock: Clock, val ids: IdGenerator, val sequencer: SequenceGenerator, val priceTracker: MarketPriceTracker, val positions: PositionTracker, 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 calendar: TradingCalendar, val source: MarketSource, val candleWindow: TimeWindow? = null, val candleHub: CandleHub = com.qkt.dsl.compile .CandleHub(), val onFilled: (Trade, BigDecimal, String) -> Unit = { _, _, _ -> }, val onRejected: (RiskRejectedEvent) -> Unit = {}, val onCandle: (Candle) -> Unit = {}, val gate: () -> Boolean = { true })

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

Functions

main

fun main()