Package: `regimeflow::live`¶

Summary¶

Live trading layer. Adapters for broker APIs, live event bus, audit logging, order manager, and broker-specific codecs. Designed for resiliency, schema validation, and reconnection strategies.

Related diagrams: - Live Overview - Live Resiliency - Broker Streaming

File Index¶

File	Purpose
`regimeflow/live/alpaca_adapter.h`	Alpaca broker adapter.
`regimeflow/live/audit_log.h`	Live audit log interface.
`regimeflow/live/binance_adapter.h`	Binance adapter.
`regimeflow/live/broker_adapter.h`	Broker adapter base interface.
`regimeflow/live/event_bus.h`	Live event bus and topic routing.
`regimeflow/live/ib_adapter.h`	Interactive Brokers adapter.
`regimeflow/live/live_engine.h`	Live engine coordinator.
`regimeflow/live/live_order_manager.h`	Live order lifecycle management.
`regimeflow/live/mq_adapter.h`	Message bus adapter (Kafka/Redis Streams).
`regimeflow/live/mq_codec.h`	Serialization/codec for MQ payloads.
`regimeflow/live/secret_hygiene.h`	Secret loading, secret-manager resolution, and redaction helpers.
`regimeflow/live/types.h`	Shared live types and enums.

Type Index¶

Type	Description
`BrokerAdapter`	Abstract broker integration interface.
`LiveEngine`	Live runtime orchestrator.
`LiveOrderManager`	Tracks broker order state.
`EventBus`	Pub/sub for live events.
`MQAdapter`	Message bus integration.
`Secret hygiene helpers`	Runtime secret loading, resolution, and log redaction.
`AlpacaAdapter`, `IbAdapter`, `BinanceAdapter`	Broker-specific adapters.

Lifecycle & Usage Notes¶

LiveEngine uses BrokerAdapter and LiveOrderManager to ensure consistent lifecycle.
The MQAdapter is designed for external durability and downstream analytics.
secret_hygiene.h is the runtime boundary for env, *_FILE, and secret-manager sourced credentials.
Adapter implementations must honor the reconnection/backoff policies in live-resiliency docs.

Type Details¶

`LiveEngine`¶

Coordinates live data ingestion, order routing, risk checks, and audit logging.

`LiveTradingEngine`¶

Primary live engine class (alias of LiveEngine in docs).

Methods:

Method	Description
`LiveTradingEngine(config)`	Construct live engine.
`LiveTradingEngine(config, broker)`	Construct with injected broker.
`~LiveTradingEngine()`	Stop engine and join threads.
`start()`	Start engine.
`stop()`	Stop engine.
`is_running()`	Check running status.
`get_status()`	Get engine status snapshot.
`get_dashboard_snapshot()`	Get dashboard snapshot.
`get_system_health()`	Get system health snapshot.
`enable_trading()`	Enable live trading.
`disable_trading()`	Disable live trading.
`close_all_positions()`	Close all open positions.
`on_trade(cb)`	Register trade callback.
`on_regime_change(cb)`	Register regime change callback.
`on_error(cb)`	Register error callback.
`on_dashboard_update(cb)`	Register dashboard callback.

`LiveConfig`¶

Configuration for live trading engine.

`EngineStatus` / `LiveOrderSummary` / `DashboardSnapshot` / `SystemHealth`¶

Runtime snapshots for monitoring and dashboards.

`BrokerAdapter`¶

Abstract interface for broker connectivity, order placement, and streaming updates.

Methods:

Method	Description
`connect()`	Connect to broker.
`disconnect()`	Disconnect from broker.
`is_connected()`	Connection status.
`subscribe_market_data(symbols)`	Subscribe to market data.
`unsubscribe_market_data(symbols)`	Unsubscribe from market data.
`submit_order(order)`	Submit an order.
`cancel_order(broker_order_id)`	Cancel a broker order.
`modify_order(broker_order_id, mod)`	Modify an order.
`get_account_info()`	Retrieve account info.
`get_positions()`	Retrieve positions.
`get_open_orders()`	Retrieve open orders.
`on_market_data(cb)`	Register market data callback.
`on_execution_report(cb)`	Register execution report callback.
`on_position_update(cb)`	Register position update callback.
`max_orders_per_second()`	Broker order rate limit.
`max_messages_per_second()`	Broker message rate limit.
`poll()`	Poll for updates if required.

`ExecutionReport` / `LiveOrderStatus`¶

Broker execution report payloads and status enums.

`LiveOrderStatus`¶

Live order status enum as reported by brokers.

`LiveOrderManager`¶

Tracks broker order state and reconciles against local state.

Methods:

Method	Description
`LiveOrderManager(broker)`	Construct with broker adapter.
`submit_order(order)`	Submit live order.
`cancel_order(id)`	Cancel live order by internal ID.
`cancel_all_orders()`	Cancel all open orders.
`cancel_orders(symbol)`	Cancel all orders for symbol.
`modify_order(id, mod)`	Modify live order.
`get_order(id)`	Get live order by internal ID.
`get_open_orders()`	Get all open live orders.
`get_orders_by_status(status)`	Get orders filtered by status.
`on_execution_report(cb)`	Register execution report callback.
`on_order_update(cb)`	Register order update callback.
`handle_execution_report(report)`	Apply broker execution report.
`reconcile_with_broker()`	Reconcile internal state with broker.
`validate_order(order)`	Validate live order parameters.
`find_order_id_by_broker_id(id)`	Lookup internal ID by broker ID.

`LiveOrder`¶

Internal tracking representation for live orders.

`EventBus`¶

Pub/sub routing for live events and system control messages.

Methods:

Method	Description
`EventBus()`	Construct event bus.
`~EventBus()`	Stop bus on destruction.
`start()`	Start dispatch loop.
`stop()`	Stop dispatch loop.
`subscribe(topic, cb)`	Subscribe to topic.
`unsubscribe(id)`	Unsubscribe by ID.
`publish(message)`	Publish a message.

`LiveTopic` / `LiveMessage`¶

Live event bus topics and message envelope.

`LiveMessage`¶

Event bus message wrapper.

`MQAdapter`¶

Integration layer for Kafka/Redis Streams durability and downstream analytics.

`MessageQueueConfig` / `MessageQueueAdapter` / `LiveMessageCodec`¶

Message queue configuration, adapter, and codec for streaming.

`MessageQueueAdapter`¶

MQ adapter interface for Kafka/Redis Streams.

`LiveMessageCodec`¶

Codec for live messages on the MQ.

`AccountInfo` / `MarketDataUpdate` / `Trade`¶

Core live types for account state and data updates.

`MarketDataUpdate`¶

Market data update payload.

`Trade`¶

Trade execution payload.

`AuditEvent`¶

Live audit log event payload for compliance logging.

`Secret Hygiene`¶

Helper layer for runtime secret loading and redaction in live tooling.

Key APIs:

API	Description
`read_secret_env(key)`	Read `KEY` or `KEY_FILE`.
`is_secret_reference(value)`	Detect `vault://`, `aws-sm://`, `gcp-sm://`, or `azure-kv://` references.
`resolve_secret_reference(value)`	Resolve a single secret-manager reference.
`resolve_secret_config(values)`	Resolve secret references inside a broker config map.
`is_sensitive_secret_key(key)`	Classify config keys that should be treated as sensitive.
`register_sensitive_value(value)`	Register one secret for later redaction.
`register_sensitive_config(values)`	Register all sensitive values from a config map.
`redact_sensitive_values(message)`	Replace registered secrets with `***` in logs and errors.
`reset_sensitive_values_for_tests()`	Clear the redaction registry for tests.

`AlpacaAdapter` / `IBAdapter` / `BinanceAdapter`¶

Broker-specific implementations of BrokerAdapter with streaming and order lifecycle handling.

`IBAdapter`¶

Interactive Brokers adapter.

`BinanceAdapter`¶

Binance adapter.

`DashboardSnapshot` / `LiveOrderSummary` / `SystemHealth`¶

Dashboard and health snapshot payloads.

`LiveOrderSummary`¶

Summary of open live orders for dashboards.

`SystemHealth`¶

System health telemetry snapshot.

Method Details¶

Type Hints:

order → engine::Order
mod → engine::OrderModification
topic → LiveTopic
message → LiveMessage
config → LiveConfig

`LiveTradingEngine`¶

`start()`¶

Parameters: None. Returns: Result<void>. Throws: Error::BrokerError/Error::NetworkError on start failure.

`stop()`¶

Parameters: None. Returns: void. Throws: None.

`enable_trading()` / `disable_trading()`¶

Parameters: None. Returns: void. Throws: None.

`close_all_positions()`¶

Parameters: None. Returns: void. Throws: None.

`BrokerAdapter`¶

`connect()` / `disconnect()` / `is_connected()`¶

Parameters: None. Returns: Result<void> or bool. Throws: Error::NetworkError on failure.

`submit_order(order)`¶

Parameters: order. Returns: Broker order ID. Throws: Error::BrokerError.

`cancel_order(broker_order_id)` / `modify_order(broker_order_id, mod)`¶

Parameters: broker order ID, modification. Returns: Result<void>. Throws: Error::BrokerError.

`LiveOrderManager`¶

`submit_order(order)`¶

Parameters: order. Returns: Result<OrderId>. Throws: Error::InvalidState when broker adapter is missing, Error::InvalidArgument on invalid params, broker-specific errors from BrokerAdapter::submit_order().

`cancel_order(id)` / `cancel_all_orders()` / `cancel_orders(symbol)`¶

Parameters: internal ID or symbol. Returns: Result<void>. Throws: Error::InvalidState when broker adapter is missing, Error::NotFound for missing orders, Error::BrokerError from the broker adapter.

`reconcile_with_broker()`¶

Parameters: None. Returns: Result<void>. Throws: Error::InvalidState when broker adapter is missing, Error::BrokerError from the broker adapter.

`EventBus`¶

`start()` / `stop()`¶

Parameters: None. Returns: void. Throws: None.

`subscribe(topic, cb)` / `unsubscribe(id)`¶

Parameters: topic/callback or subscription ID. Returns: subscription ID / void. Throws: None.

`publish(message)`¶

Parameters: message. Returns: void. Throws: None.

Usage Examples¶

#include "regimeflow/live/live_engine.h"

regimeflow::live::LiveConfig cfg;
cfg.broker_type = "ib";
cfg.symbols = {"AAPL"};
regimeflow::live::LiveTradingEngine engine(cfg);
engine.start();

The regimeflow_live CLI prints connect/disconnect events and heartbeat status to stdout.

Package: regimeflow::live¶

Summary¶

File Index¶

Type Index¶

Lifecycle & Usage Notes¶

Type Details¶

LiveEngine¶

LiveTradingEngine¶

LiveConfig¶

EngineStatus / LiveOrderSummary / DashboardSnapshot / SystemHealth¶

BrokerAdapter¶

ExecutionReport / LiveOrderStatus¶

LiveOrderStatus¶

LiveOrderManager¶

LiveOrder¶

EventBus¶

LiveTopic / LiveMessage¶

LiveMessage¶

MQAdapter¶

MessageQueueConfig / MessageQueueAdapter / LiveMessageCodec¶

MessageQueueAdapter¶

LiveMessageCodec¶

AccountInfo / MarketDataUpdate / Trade¶

MarketDataUpdate¶

Trade¶

AuditEvent¶

Secret Hygiene¶

AlpacaAdapter / IBAdapter / BinanceAdapter¶

IBAdapter¶

BinanceAdapter¶

DashboardSnapshot / LiveOrderSummary / SystemHealth¶

LiveOrderSummary¶

SystemHealth¶

Method Details¶

LiveTradingEngine¶

start()¶

stop()¶

enable_trading() / disable_trading()¶

close_all_positions()¶

BrokerAdapter¶

connect() / disconnect() / is_connected()¶

submit_order(order)¶

cancel_order(broker_order_id) / modify_order(broker_order_id, mod)¶

LiveOrderManager¶

submit_order(order)¶

cancel_order(id) / cancel_all_orders() / cancel_orders(symbol)¶

reconcile_with_broker()¶

EventBus¶

start() / stop()¶

subscribe(topic, cb) / unsubscribe(id)¶

publish(message)¶

Usage Examples¶

See Also¶

Package: `regimeflow::live`¶

`LiveEngine`¶

`LiveTradingEngine`¶

`LiveConfig`¶

`EngineStatus` / `LiveOrderSummary` / `DashboardSnapshot` / `SystemHealth`¶

`BrokerAdapter`¶

`ExecutionReport` / `LiveOrderStatus`¶

`LiveOrderStatus`¶

`LiveOrderManager`¶

`LiveOrder`¶

`EventBus`¶

`LiveTopic` / `LiveMessage`¶

`LiveMessage`¶

`MQAdapter`¶

`MessageQueueConfig` / `MessageQueueAdapter` / `LiveMessageCodec`¶

`MessageQueueAdapter`¶

`LiveMessageCodec`¶

`AccountInfo` / `MarketDataUpdate` / `Trade`¶

`MarketDataUpdate`¶

`Trade`¶

`AuditEvent`¶

`Secret Hygiene`¶

`AlpacaAdapter` / `IBAdapter` / `BinanceAdapter`¶

`IBAdapter`¶

`BinanceAdapter`¶

`DashboardSnapshot` / `LiveOrderSummary` / `SystemHealth`¶

`LiveOrderSummary`¶

`SystemHealth`¶

`LiveTradingEngine`¶

`start()`¶

`stop()`¶

`enable_trading()` / `disable_trading()`¶

`close_all_positions()`¶

`BrokerAdapter`¶

`connect()` / `disconnect()` / `is_connected()`¶

`submit_order(order)`¶

`cancel_order(broker_order_id)` / `modify_order(broker_order_id, mod)`¶

`LiveOrderManager`¶

`submit_order(order)`¶

`cancel_order(id)` / `cancel_all_orders()` / `cancel_orders(symbol)`¶

`reconcile_with_broker()`¶

`EventBus`¶

`start()` / `stop()`¶

`subscribe(topic, cb)` / `unsubscribe(id)`¶

`publish(message)`¶