Skip to content

feat: add causal quote and trade replay - #109

Merged
fallblu merged 1 commit into
developfrom
feat/quote-trade-replay
Aug 22, 2026
Merged

feat: add causal quote and trade replay#109
fallblu merged 1 commit into
developfrom
feat/quote-trade-replay

Conversation

@fallblu

@fallblu fallblu commented Aug 22, 2026

Copy link
Copy Markdown
Owner

Summary

  • add strict causally ordered quote/trade market events and the quote_trade_v1 execution model
  • constrain fills to observable displayed or aggressor-qualified liquidity with event-time and maker/taker attribution
  • publish scenario/journal contract v14, strategy protocol v12, bounded stream fixtures, and compatibility documentation

Test plan

  • make check
  • make coverage

@fallblu
fallblu merged commit 4c6ef79 into develop Aug 22, 2026
16 checks passed
@fallblu
fallblu deleted the feat/quote-trade-replay branch August 22, 2026 20:48
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant