Canonical shared execution-kernel code lives here.
| Module | Purpose |
|---|---|
__init__.py |
shared Order, Fill, Trade, and ExecutionHandler |
cost_model.py |
shared order-type execution cost profiles and rough-cost helpers |
order_book.py |
resting-order registry for the single-asset engine |
spread_model.py |
deterministic spread tick model |
time_controls.py |
session gating and trading-hour helpers |
- The portfolio engine reuses the shared fill semantics but still owns its own higher-level OMS bridge in
portfolio_layer/. - Default retail execution cost profile:
MARKETandSTOPuse the configured spread model.LIMITandSTOP_LIMITdefault to zero spread slippage unless explicitly overridden.- All order types fall back to the shared
commission_rateunless explicitly overridden.