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Execution Package

Canonical shared execution-kernel code lives here.

Modules

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

Notes

  • 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:
    • MARKET and STOP use the configured spread model.
    • LIMIT and STOP_LIMIT default to zero spread slippage unless explicitly overridden.
    • All order types fall back to the shared commission_rate unless explicitly overridden.