Event Model

The engine consumes a unified event stream of market data and system events. Strategies react via lifecycle callbacks.

Event Flow

flowchart LR
  A[Bars/Ticks/OrderBooks] --> B[Event Generator]
  B --> C[Event Loop]
  C --> D[Strategy Callbacks]
  C --> E[Execution + Portfolio]
  C --> F[Regime Updates]

Event Types

• Bar, Tick, OrderBook from data sources.
• Order updates and fills from the execution pipeline.
• System events such as timer callbacks and end-of-day.

Strategy Callbacks

A strategy may implement:

• initialize(ctx)
• on_start() / on_stop()
• on_bar(bar)
• on_tick(tick)
• on_order_book(book)
• on_order_update(order)
• on_fill(fill)
• on_regime_change(transition)
• on_end_of_day(date)
• on_timer(timer_id)

These callbacks are identical in C++ and Python strategies.