Algorithm Trading System Architecture

journey title Algorithm Trading User Journey section Create Algorithm Navigate to /admin/algorithms: 5: User Click "New Algorithm": 5: User Choose: From English or Manual DSL: 4: User Describe strategy in natural language: 4: User Review translated DSL: 4: User Save algorithm: 5: User section Configure & Backtest Click "Backtest" on algorithm card: 5: User Select lookback period (90/180/365/730): 5: User Optionally select dataset: 4: User Click "Tune" for risk overrides: 3: User Click "Run Backtest": 5: User View loading spinner: 3: User section Analyze Results Review equity curve chart: 5: User Check 13 metrics in grid: 5: User Examine drawdown chart: 4: User View trades table: 4: User Check guardrail kills: 4: User Review factor attribution: 3: User section Paper Trading Click "Paper Trade" button: 5: User Algorithm starts in paper mode: 5: User Monitor daily equity updates: 4: User Check EOD critic reports: 3: User Complete 30 days + 50 trades: 4: User section Graduation Verify Sharpe >= 1.0: 4: User Verify Max DD <= 15%: 4: User Verify PSR >= 0.95: 4: User Verify Walk-Forward >= 0.70: 4: User Complete MFA + Risk Ack: 5: User section Live Trading Click "Go Live": 5: User Algorithm executes on broker: 5: User Daily EOD critic reviews: 4: User Monitor via dashboard: 5: User

flowchart TB subgraph AlgorithmsPage["AlgorithmsPage (page.tsx)"] Header["Page Header + Help Link"] Tabs["Tabs: Algorithms | Datasets"] subgraph AlgoTab["Algorithms Tab"] AlgoGrid["Algorithm Cards Grid"] NewAlgoBtn["+ New Algorithm Button"] end subgraph DatasetTab["Datasets Tab"] DatasetList["Dataset Cards"] UploadBtn["Upload Dataset"] CompareBtn["Compare Mode"] end end subgraph Modals["Modal Components (12 total)"] BacktestModal["BacktestModal"] PaperModal["PaperTradeModal"] CritiqueModal["CritiqueModal"] ModifyModal["ModificationsModal"] AuditModal["AuditModal"] WalkFwdModal["WalkForwardModal"] MonteCarloModal["MonteCarloModal"] StressTestModal["StressTestModal"] FromEnglishModal["FromEnglishModal"] DeleteModal["DeleteConfirmModal"] TunePanel["Risk Tuning Panel"] FactorPanel["Factor Attribution Panel"] end AlgoGrid --> BacktestModal AlgoGrid --> PaperModal AlgoGrid --> CritiqueModal AlgoGrid --> ModifyModal AlgoGrid --> AuditModal AlgoGrid --> WalkFwdModal AlgoGrid --> MonteCarloModal AlgoGrid --> StressTestModal NewAlgoBtn --> FromEnglishModal BacktestModal --> TunePanel BacktestModal --> FactorPanel

stateDiagram-v2 [*] --> Idle: Modal opens state Idle { [*] --> ConfigReady ConfigReady --> DatasetsLoading: Fetch datasets DatasetsLoading --> ConfigReady: Loaded ConfigReady --> TuningOpen: Click "Tune" TuningOpen --> ConfigReady: Close tune panel ConfigReady --> DatasetPreview: Select dataset DatasetPreview --> ConfigReady: Close preview } Idle --> Running: Click "Run Backtest" Running --> ComputingMetrics: Bars processed ComputingMetrics --> Success: API 200 Running --> Error: API error ComputingMetrics --> Error: Metrics error state Success { [*] --> DisplayMetrics DisplayMetrics --> RenderEquityCurve RenderEquityCurve --> RenderDrawdown RenderDrawdown --> RenderTradesTable RenderTradesTable --> ComputeFactors ComputeFactors --> Done } Success --> Idle: Modify config Error --> Idle: Retry/modify state PaperTrading { [*] --> Starting Starting --> Active: startRun() success Active --> Ticking: Every market tick Ticking --> Active: Tick processed Active --> Stopping: Stop requested Stopping --> Stopped: flattenAllPositions() Active --> Killed: Guardrail triggered Killed --> Stopped: Emergency flatten }

flowchart TB subgraph BacktestFlow["Backtest Modal Flow"] B1["Open Modal"] --> B2["Load datasets list"] B2 --> B3["Select lookback: 90/180/365/730 days"] B3 --> B4{"Dataset?"} B4 -->|"Yes"| B5["Load dataset preview (100 bars)"] B4 -->|"No"| B6["Use live price data"] B5 --> B7["Configure tune overrides?"] B6 --> B7 B7 --> B8["Click Run Backtest"] B8 --> B9["POST /algorithms/:id/backtest"] B9 --> B10["Display: Metrics + Charts + Trades"] end subgraph FromEnglishFlow["From English Flow"] E1["Open Modal"] --> E2["Enter strategy description"] E2 --> E3["Click Translate"] E3 --> E4["POST /algorithms/from-english"] E4 --> E5{"Parse success?"} E5 -->|"Yes"| E6["Display DSL preview"] E5 -->|"No"| E7["Retry with feedback (max 3)"] E7 --> E4 E6 --> E8["Save algorithm"] end subgraph CritiqueFlow["Critique Modal Flow"] C1["Open Modal"] --> C2["POST /algorithms/:id/critique"] C2 --> C3["LLM Proposer: Strengths"] C3 --> C4["LLM Critic: Weaknesses"] C4 --> C5["Display with citations"] C5 --> C6["User can request modifications"] end

sequenceDiagram participant U as User participant UI as FromEnglishModal participant API as /from-english endpoint participant LLM as Claude (translate.ts) participant Parser as DSL Parser participant DB as algorithm_llm_rejections U->>UI: Enter: "Buy NVDA when RSI<30, sell when RSI>70" UI->>API: POST { description } API->>LLM: Translate to StrategyAST LLM-->>API: Return JSON AST API->>Parser: Validate AST structure alt Parse Success Parser-->>API: Valid AST API->>Parser: Check primitives against whitelist Parser-->>API: All primitives valid API-->>UI: { ast, dsl } UI->>U: Show DSL preview else Unknown Primitive Parser-->>API: Error: "unknown_primitive" not in registry API->>DB: Log rejection API->>LLM: Retry with specific error Note over LLM: Max 3 attempts LLM-->>API: Corrected AST else Syntax Error Parser-->>API: Parse error API->>DB: Log rejection API-->>UI: { error } UI->>U: Show error, suggest fixes end

mindmap root((DSL Primitives)) Price price vwap volume_z Technical rsi macd bb_upper/lower atr obv adx sma roc garch_volatility hurst_exponent egarch_volatility rough_vol_hurst Sentiment sentiment whale_activity funding_rate human_automation_score fear_greed_index pump_dump_detected Macro vix treasury_2y10y_spread curve_slope_2s10s fed_blackout cpi_release_today markov_regime Position position_age_hours position_pnl_pct position_size drawdown_from_peak underwater_bars Pattern fvg_present is_bullish_engulfing is_hammer is_doji support_nearby Sizing kelly half_kelly fixed_usd volatility_scaled risk_parity_weight Options iv_rank put_call_ratio gamma_exposure iv_rv_spread variance_risk_premium Prediction Market polymarket_yes_price kalshi_yes_prob pm_consensus_bullish Fundamental factor_alpha factor_beta_market pe_ratio debt_to_equity institutional_ownership_pct PINN pinn_predicted_price pinn_liquidation_risk pinn_model_uncertainty LLM llm_signal Composer and or not if_then_else

classDiagram class StrategyAST { +string strategy +RunMode mode +StrategyHorizon horizon +string[] universe +DSLAssetClass asset_class +number leverage +Record~string,Expression[]~ signals +EntryRule entry +ExitRule exit +RiskLimits risk +SelfModifySpec self_modify } class EntryRule { +Expression when +Expression size +direction: long|short } class ExitRule { +Expression when } class RiskLimits { +number max_position_usd +number max_daily_loss_pct +number max_drawdown_pct +number stop_loss_pct +number trailing_stop_pct +TargetAllocation target_allocation +number rebalance_interval_days +number min_holding_period_days } class Expression { <> } class LiteralExpr { +type: literal +value: number|string|boolean } class FunctionCallExpr { +type: call +string name +Expression[] args } class BinaryOpExpr { +type: binop +BinaryOp op +Expression left +Expression right } StrategyAST --> EntryRule StrategyAST --> ExitRule StrategyAST --> RiskLimits EntryRule --> Expression ExitRule --> Expression Expression <|-- LiteralExpr Expression <|-- FunctionCallExpr Expression <|-- BinaryOpExpr

flowchart TB subgraph Input["Input (per bar)"] AST["Expression AST"] Bar["Current OHLCV Bar"] History["Historical bars[0..idx]"] AsOf["asOf timestamp"] end subgraph BuildContext["Build EvalContext"] Prices["prices: Record"] Indicators["IndicatorBundle"] Position["Current position state"] Macro["Macro overlays (VIX, yields)"] Sentiment["Sentiment scores"] end subgraph Evaluate["evaluate(expr, ctx)"] Switch{"expr.type?"} Literal["Return expr.value"] Identifier["Look up in ctx.prices"] subgraph FunctionCall["Function Call"] Lookup["PRIMITIVES[expr.name]"] Args["Evaluate args recursively"] Dispatch["Dispatch to handler"] end subgraph BinaryOp["Binary Operation"] Left["evaluate(expr.left)"] Right["evaluate(expr.right)"] Apply["Apply operator"] end end subgraph Handlers["Primitive Handlers"] Tech["Technical: ctx.indicators.rsi(14)"] Macro2["Macro: ctx.vix()"] Pos["Position: ctx.position.*"] Pattern["Pattern: detectFVG(ctx.bars)"] end AST --> Switch Bar --> BuildContext History --> BuildContext AsOf --> BuildContext BuildContext --> Indicators BuildContext --> Position BuildContext --> Macro Switch -->|"literal"| Literal Switch -->|"identifier"| Identifier Switch -->|"call"| FunctionCall Switch -->|"binop"| BinaryOp FunctionCall --> Handlers Handlers --> Result["boolean | number"]

flowchart TB subgraph EntrySignal["Entry Signal Generated"] Signal["entry.when == true"] Size["Calculate size via kelly/fixed"] end subgraph PreTradeChecks["Pre-Trade Risk Checks"] MaxPos["max_position_usd check"] DailyLoss["max_daily_loss_pct check"] Drawdown["max_drawdown_pct check"] Correlation["Portfolio correlation check"] Slippage["Slippage-aware sizing"] end subgraph Execution["Trade Execution"] SlippageCalc["Almgren-Chriss slippage"] Execute["Execute trade"] Record["Record to algorithm_trades"] end subgraph PostTradeMonitor["Post-Trade Monitoring"] StopLoss["stop_loss_pct monitoring"] TrailingStop["trailing_stop_pct tracking"] HoldingPeriod["Holding period checks"] EODCritic["EOD LLM critic (live only)"] end subgraph ExitTriggers["Exit Triggers"] SignalExit["exit.when == true"] StopHit["Stop loss hit"] TrailingHit["Trailing stop hit"] GuardrailKill["Guardrail kill"] Liquidation["Leverage liquidation"] end Signal --> Size --> MaxPos MaxPos -->|"Pass"| DailyLoss MaxPos -->|"Fail"| Reject["Reject trade"] DailyLoss -->|"Pass"| Drawdown DailyLoss -->|"Fail"| Reject Drawdown -->|"Pass"| Correlation Correlation -->|"Pass"| Slippage Slippage --> Execute --> Record Record --> StopLoss StopLoss --> TrailingStop TrailingStop --> HoldingPeriod SignalExit --> Exit["Close position"] StopHit --> Exit TrailingHit --> Exit GuardrailKill --> Exit Liquidation --> Exit

flowchart LR subgraph BacktestPhase["Backtest Phase"] BT["Run backtest"] BTMetrics["Calculate metrics"] BTPass{"Sharpe >= 0.5?"} end subgraph PaperPhase["Paper Trading Phase"] Paper["Paper trade 30 days"] Trades["Complete 50+ trades"] PaperMetrics["Real-time metrics"] end subgraph GraduationGates["Graduation Gates"] G1["Sharpe >= 1.0"] G2["Max DD <= 15%"] G3["PSR >= 0.95"] G4["Walk-Forward OOS/IS >= 0.70"] G5["MFA Verification"] G6["Risk Acknowledgement"] end subgraph LivePhase["Live Trading"] Live["Execute on broker"] EOD["Daily EOD critic"] Monitor["Real-time monitoring"] end BT --> BTMetrics --> BTPass BTPass -->|"Yes"| Paper BTPass -->|"No"| Iterate["Iterate strategy"] Paper --> Trades --> PaperMetrics PaperMetrics --> G1 --> G2 --> G3 --> G4 --> G5 --> G6 G6 -->|"All Pass"| Live G1 -->|"Fail"| Continue["Continue paper trading"] Live --> EOD --> Monitor

flowchart TB subgraph Frontend["Frontend (Next.js App Router)"] UI["/admin/algorithms page"] Modals["12 Modal Components"] Charts["Recharts Visualizations"] end subgraph APILayer["API Layer (Route Handlers)"] Routes["apps/web/src/app/api/predict/v1/algorithms/*"] Handlers["packages/be/src/algorithms/api/handlers.ts"] end subgraph CoreEngine["Core Engine"] subgraph DSL["DSL Layer"] Types["types.ts (375 primitives)"] Evaluator["evaluator.ts (AST walker)"] Translator["llm/translate.ts"] end subgraph Backtest["Backtest Engine"] Engine["engine.ts (~1700 lines)"] Indicators["indicators.ts"] Metrics["metrics.ts (~1870 lines)"] Enhanced["enhanced-metrics.ts"] end subgraph Paper["Paper Executor"] Executor["executor.ts (~3800 lines)"] Guardrails["guardrails/"] SlippageFit["slippage-fitter.ts"] CorrHaircut["correlation-haircut.ts"] end subgraph LLM["LLM Layer"] Client["client.ts (Anthropic/Router)"] Critique["critique.ts"] Jury["jury.ts"] EODCritic["eod-critic.ts"] end end subgraph DataSources["Data Sources"] Prices["price-service.ts"] Datasets["datasets/repository.ts"] Overlays["overlays/data-fetcher.ts"] AllSeeingEye["all-seeing-eye/"] end subgraph Storage["Storage"] Postgres[(PostgreSQL)] S3["S3 (datasets)"] end UI --> Routes --> Handlers Handlers --> Engine Handlers --> Executor Handlers --> Translator Engine --> Evaluator --> Types Engine --> Indicators Engine --> Metrics Executor --> Evaluator Executor --> Guardrails Executor --> Client Engine --> Prices Engine --> Datasets Engine --> Overlays Executor --> AllSeeingEye Handlers --> Postgres Datasets --> S3

flowchart TB subgraph Input["Input"] AST["StrategyAST"] DataSource{"datasetId?"} LoadDS["loadImportedBars()"] LoadLive["getHistoricalPrices()"] Overlays["fetchSeriesData() for VIX, yields"] end subgraph BarLoop["Bar-by-Bar Loop"] ForEach["for idx = 0 to bars.length"] subgraph BuildCtx["Build EvalContext"] Prices["prices[symbol] = bar.close"] Inds["Compute indicators (RSI, MACD, etc.)"] MacroCtx["Load macro overlays at asOf"] PosState["Load position state"] end subgraph Evaluate["Evaluate Strategy"] Signals["Evaluate signal groups"] EntryCheck{"entry.when?"} ExitCheck{"exit.when?"} end subgraph Execute["Execute Trade"] SizingCalc["Calculate position size"] SlippageCalc["calculateSlippage(mode)"] TradeExec["Record trade"] UpdatePos["Update position state"] end subgraph Guardrails["L1 Guardrails"] StopLoss["Check stop_loss_pct"] TrailingStop["Check trailing_stop_pct"] MaxDD["Check max_drawdown_pct"] DailyLoss["Check max_daily_loss_pct"] end end subgraph Output["Output"] CalcMetrics["calculateMetrics()"] CalcEnhanced["calculateEnhancedMetrics()"] Result["AlgorithmBacktestResult"] end DataSource -->|"Yes"| LoadDS DataSource -->|"No"| LoadLive LoadDS --> ForEach LoadLive --> ForEach Overlays --> MacroCtx ForEach --> BuildCtx --> Evaluate EntryCheck -->|"Yes"| SizingCalc EntryCheck -->|"No"| ExitCheck ExitCheck -->|"Yes"| TradeExec SizingCalc --> SlippageCalc --> TradeExec --> UpdatePos UpdatePos --> Guardrails --> ForEach ForEach -->|"Done"| CalcMetrics --> CalcEnhanced --> Result

flowchart TB subgraph StartRun["startRun()"] ValidateAST["Validate StrategyAST"] CheckCredits["Reserve credits"] InitState["Initialize run state"] InsertDB["INSERT algorithm_runs"] InsertStatus["INSERT algorithm_run_status"] end subgraph TickLoop["tickRun() - Every Market Tick"] FetchPrices["Fetch live prices for universe"] ValidatePrices["Price validation (bounds, spike)"] subgraph PerSymbol["For Each Symbol"] BuildCtx["Build EvalContext"] EvalSignals["Evaluate signals"] CheckEntry{"Entry signal?"} CheckExit{"Exit signal?"} end subgraph ExecuteTrade["Execute Trade"] CalcSize["Calculate size (Kelly/fixed)"] CalcSlippage["Almgren-Chriss slippage"] SimFill["Simulate fill"] RecordTrade["INSERT algorithm_trades"] end subgraph UpdateState["Update State"] UpdatePos["Update positions"] CalcEquity["Calculate total equity"] InsertTelem["INSERT algorithm_telemetry"] SyncCredits["Sync credits with equity"] RecordLatency["Record decision latency"] end subgraph Guardrails["L1-L5 Guardrails"] L1["L1: Stop loss, trailing stop"] L2["L2: Daily loss, drawdown"] L3["L3: Event blackouts"] L4["L4: LLM anomaly (future)"] L5["L5: Human override"] end end subgraph StopRun["stopRun()"] FlattenPos["flattenAllPositions()"] RecordClosing["Record closing trades"] ReleaseCredits["Release credits + P/L"] DeleteStatus["DELETE algorithm_run_status"] UpdateRunStatus["UPDATE algorithm_runs SET status"] end StartRun --> TickLoop FetchPrices --> ValidatePrices --> PerSymbol CheckEntry -->|"Yes"| CalcSize CheckExit -->|"Yes"| SimFill CalcSize --> CalcSlippage --> SimFill --> RecordTrade RecordTrade --> UpdatePos --> CalcEquity --> InsertTelem --> SyncCredits SyncCredits --> Guardrails Guardrails -->|"Kill"| StopRun Guardrails -->|"Continue"| TickLoop

flowchart TB subgraph L1["Layer 1: Per-Trade Guards"] StopLoss["Stop Loss %"] TrailingStop["Trailing Stop %"] MaxPosition["Max Position USD"] Slippage["Slippage-Aware Sizing"] end subgraph L2["Layer 2: Run-Level Guards"] DailyLoss["Max Daily Loss %"] MaxDD["Max Drawdown %"] ConsecutiveLoss["Consecutive Loss Count"] CorrHaircut["Correlation Haircut"] end subgraph L3["Layer 3: Event Blackouts"] FedBlackout["FOMC Blackout Window"] CPIRelease["CPI Release Day"] EarningsBlackout["Earnings Within 2h"] HighVIX["VIX > Threshold"] end subgraph L4["Layer 4: LLM Anomaly Detection"] EODCritic["EOD Critic Review"] AnomalyDetect["Pattern Anomaly Detection"] JuryEscalation["Jury Escalation"] end subgraph L5["Layer 5: Human Override"] PanicButton["PANIC Kill Button"] AdminKill["Admin Kill Switch"] HardwareButton["Hardware Kill Switch"] PlatformKill["Platform-Wide Kill"] end Trade["Trade Signal"] --> L1 L1 -->|"Pass"| L2 L1 -->|"Fail"| Reject1["Reject Trade"] L2 -->|"Pass"| L3 L2 -->|"Fail"| Kill2["Kill Run"] L3 -->|"Clear"| L4 L3 -->|"Blackout"| Pause3["Pause Trading"] L4 -->|"Normal"| Execute["Execute Trade"] L4 -->|"Anomaly"| Escalate4["Escalate to Human"] L5 --> KillAll["Kill All Runs Immediately"]

flowchart TB subgraph AllSeeingEye["All Seeing Eye (packages/be/src/all-seeing-eye/)"] Orchestrator["orchestrator.ts"] TrustLayer["Trust Layer"] BlackSwan["Black Swan Detector"] subgraph Signals["Signal Providers"] HumanAuto["Human Automation Score"] ParadoxRisk["Paradox Risk"] BlackSwanSeverity["Black Swan Severity"] DivergenceClass["Divergence Class"] end end subgraph DSLPrimitives["DSL Primitives (exposed to algorithms)"] P1["human_automation_score(symbol)"] P2["paradox_risk()"] P3["black_swan_severity()"] P4["divergence_class()"] P5["is_crisis_regime()"] end subgraph Integration["Algorithm Integration"] Evaluator["DSL Evaluator"] BacktestEngine["Backtest Engine"] PaperExecutor["Paper Executor"] end Orchestrator --> TrustLayer Orchestrator --> BlackSwan TrustLayer --> HumanAuto TrustLayer --> DivergenceClass BlackSwan --> BlackSwanSeverity BlackSwan --> ParadoxRisk HumanAuto --> P1 ParadoxRisk --> P2 BlackSwanSeverity --> P3 DivergenceClass --> P4 P1 --> Evaluator P2 --> Evaluator P3 --> Evaluator P4 --> Evaluator Evaluator --> BacktestEngine Evaluator --> PaperExecutor

flowchart LR subgraph Registration["Primitive Registration"] Types["types.ts: PRIMITIVES registry"] Spec["PrimitiveSpec: name, args, returns"] end subgraph Evaluator["evaluator.ts"] Parse["Parse expression"] Lookup["Lookup primitive by name"] Validate["Validate arg types"] Dispatch["Dispatch to handler"] end subgraph Handlers["Handler Categories"] subgraph TechHandlers["Technical"] RSI["rsi() → ctx.indicators.rsi(period)"] MACD["macd() → ctx.indicators.macd()"] GARCH["garch_volatility() → garch.fitGarch()"] end subgraph MacroHandlers["Macro"] VIX["vix() → ctx.vix()"] Yield["treasury_2y10y_spread() → ctx.treasurySpread()"] Regime["markov_regime() → markovRegime.detectRegime()"] end subgraph PatternHandlers["Pattern"] FVG["fvg_present() → detectFVG(ctx.bars)"] Candle["is_hammer() → detectCandlePattern()"] end subgraph SentimentHandlers["Sentiment"] Whale["whale_activity() → ctx.whaleActivity()"] Funding["funding_rate() → ctx.fundingRate()"] end end subgraph Engine["Backtest Engine"] BuildBundle["Build IndicatorBundle"] BuildContext["Build EvalContext"] EvalEntry["Evaluate entry.when"] EvalExit["Evaluate exit.when"] end Types --> Evaluator Evaluator --> Handlers Engine --> BuildBundle --> BuildContext BuildContext --> Evaluator Evaluator --> EvalEntry Evaluator --> EvalExit

flowchart TB subgraph Input["Input Data"] Bars["OHLCV bars[0..idx]"] Prices["Close prices array"] end subgraph Compute["indicators.ts Computation"] RSI["computeRSI(prices, period)"] MACD["computeMACD(prices)"] BB["computeBollingerBands(prices, period, stdDev)"] ATR["computeATR(bars, period)"] OBV["computeOBV(bars)"] ADX["computeADX(bars, period)"] SMA["computeSMA(prices, period)"] ROC["computeROC(prices, period)"] end subgraph Advanced["Advanced Indicators"] GARCH["garch.fitGarch(prices)"] Hurst["hurst.computeHurst(prices)"] EGARCH["egarch.fitEGarch(prices)"] Regime["markovRegime.detectRegime(prices)"] Coint["cointegration.testCointegration(y, x)"] end subgraph Bundle["IndicatorBundle"] B1["rsi: (period) => number"] B2["macd: () => number"] B3["bbUpper/Lower: (period, stdDev) => number"] B4["atr: (period) => number"] B5["garchVolatility: (lookback) => number"] B6["hurstExponent: (lookback) => number"] B7["markovRegime: (lookback) => string"] end Bars --> Compute Prices --> Compute Compute --> Bundle Advanced --> Bundle

erDiagram user_algorithms ||--o{ algorithm_versions : has user_algorithms ||--o{ algorithm_runs : executes algorithm_runs ||--o{ algorithm_trades : generates algorithm_runs ||--o{ algorithm_telemetry : records algorithm_runs ||--o| algorithm_run_status : has_current user_algorithms ||--o{ algorithm_llm_rejections : logs user_algorithms ||--o{ algorithm_llm_jury : decides algorithm_runs ||--o{ algorithm_eod_critic : reviewed_by user_algorithms { uuid id PK uuid user_id FK string name jsonb ast string mode string status timestamp created_at } algorithm_versions { uuid id PK uuid algorithm_id FK jsonb ast string change_reason timestamp created_at } algorithm_runs { uuid id PK uuid algorithm_id FK string mode "backtest|paper|live" string status "running|stopped|killed" numeric starting_equity numeric current_equity jsonb metrics timestamp started_at timestamp ended_at } algorithm_trades { uuid id PK uuid run_id FK string symbol string side "buy|sell" numeric requested_price numeric executed_price numeric executed_qty numeric pnl numeric slippage_bps string exit_reason timestamp ts } algorithm_telemetry { uuid id PK uuid run_id FK numeric equity numeric drawdown_pct jsonb positions timestamp ts } algorithm_run_status { uuid run_id PK numeric current_equity jsonb positions timestamp last_tick_at } algorithm_eod_critic { uuid id PK uuid run_id FK date critic_date UK string verdict "continue|warn|escalate|kill" text reasoning timestamp created_at }

sequenceDiagram participant User participant StartRun as startRun() participant Credits as user_credits participant Executor as Paper Executor participant StopRun as stopRun() User->>StartRun: Start paper trading StartRun->>Credits: Check available credits Credits-->>StartRun: Available: $100,000 StartRun->>Credits: Reserve $10,000 for run Note over Credits: available: $90,000
reserved: $10,000 StartRun-->>Executor: Run started loop Every Tick Executor->>Executor: Calculate equity Executor->>Credits: Sync reserved with equity Note over Credits: If equity = $10,500
reserved syncs to $10,500 end User->>StopRun: Stop run StopRun->>Executor: flattenAllPositions() Executor->>Executor: Close all positions at market StopRun->>Credits: Release credits + P/L Note over Credits: available: $100,500
reserved: $0
(+$500 profit applied)