Technical Documentation
Last updated
Last updated
1. Position Management System
The system employs a sophisticated position tracking mechanism that monitors and manages trading positions across multiple accounts:
interface PositionManager {
trackPosition(asset: string): {
size: number;
entryPrice: number;
leverage: number;
unrealizedPnl: number;
};
calculateRisk(position: Position): RiskMetrics;
}
2. Order Execution Engine
Our execution engine implements multiple order types with smart routing capabilities:
interface OrderExecutor {
submitOrder({
asset: string,
side: 'buy' | 'sell',
size: number,
price: number,
type: 'market' | 'limit' | 'ioc',
reduceOnly?: boolean
}): Promise<OrderResult>;
}
3. Smart Price Discovery
The system utilizes advanced price calculation algorithms:
class PriceCalculator {
calculateOptimalPrice(
basePrice: number,
side: OrderSide,
slippageTolerance: number
): number {
// Smart price calculation logic
return optimizedPrice;
}
}
4. Risk Management System
Implements comprehensive risk controls:
interface RiskManager {
validatePosition(position: Position): boolean;
calculateExposure(portfolio: Portfolio): ExposureMetrics;
enforcePositionLimits(order: Order): boolean;
}
5. Copy Trading Implementation
Advanced position mirroring with size normalization:
interface CopyTrading {
trackTrader(traderId: string): TraderPositions;
normalizePosition(
sourcePosition: Position,
accountSize: number
): NormalizedPosition;
}
6. Market Data Integration
Real-time market data processing:
interface MarketDataHandler {
subscribeToPrice(asset: string): Observable<PriceUpdate>;
getHistoricalData(
asset: string,
timeframe: TimeFrame
): Promise<HistoricalData>;
}
7. Position Sizing Algorithm
Intelligent position sizing based on account parameters:
class PositionSizer {
calculateOptimalSize(
accountEquity: number,
riskPerTrade: number,
price: number
): number {
// Position size calculation logic
return optimalSize;
}
}
8. Order Management System
Comprehensive order tracking and management:
interface OrderManager {
trackOrders(accountId: string): ActiveOrders;
cancelOrder(orderId: string): Promise<CancelResult>;
modifyOrder(orderId: string, updates: OrderUpdates): Promise<ModifyResult>;
}
9. Performance Optimization
Efficient data handling and caching:
class PerformanceOptimizer {
cacheMarketData(data: MarketData): void;
batchRequests(requests: Request[]): Promise<Response[]>;
optimizeExecutionSpeed(order: Order): OptimizedOrder;
}
10. Security Implementation
Robust security measures:
interface SecurityManager {
validateRequest(request: Request): boolean;
encryptData(data: sensitive): encrypted;
authenticateUser(credentials: UserCredentials): AuthResult;
}