Algorithmic Trading System Architecture

Risk Management API & Infrastructure Overview

This page exists for technical due diligence.

Last updated: 2025-11-16

This project is commercially licensed for production use. See README for terms.

System Overview: Strategy-Agnostic Risk-First Trading Infrastructure

Coerentis is a modular execution and risk framework composed of independently testable subsystems. This strategy-agnostic trading infrastructure enforces deterministic execution constraints and capital protection rules, sitting between trading signal generators and market execution. Unlike alpha-seeking bots or signal sellers, this infrastructure provides transparent, testable safety rails for algorithmic trading systems.

Subsystems & Maturity

Subsystem	Description	Location	Maturity
API Service	FastAPI REST API with authentication, rate limiting, structured logging	`app/`	PRODUCTION
Safety Rails / Risk Gates	Deterministic hard limits (max drawdown, regime guard, health check)	`app/core/safety_rails.py`	PRODUCTION
Simulation Engine	Historical simulation and validation tooling	`live_sim/`	BETA
Strategy Plug-in Interface	Plugin interface for external trading strategies	`strategies/`	PRODUCTION
Data Adapters	Market data fetching and normalization (CoinGecko)	`data/`	BETA
Monitoring / Metrics	Health checks, performance metrics, structured logging	`app/routes/healthz.py`, `app/routes/metrics.py`	PRODUCTION
Dashboard	Web-based monitoring dashboard	`dashboard/`	BETA
Deployment Templates	Infrastructure deployment documentation and templates	`infra/`	UNVERIFIED

Codebase Statistics: Risk Management API & Safety Rails

67

Production Python Files

7

API Endpoints

16

Test Files

3

Safety Rules

Counting Method: File counts derived from repository structure scan (November 2025). Production files counted from boonmindx_capital_shield/ excluding tests, reports, and data files. API endpoints counted from FastAPI route decorators in app/routes/. Test count includes all test_*.py files in tests/ directory. Safety rules counted from app/core/safety_rails.py: max drawdown check, health check, regime guard.

Languages Used

Python - Primary language (API, simulation, safety rails)
JavaScript - Dashboard frontend
CSS - Styling
HTML - Dashboard and landing pages
Shell - Operational scripts

Strategy Plugin Interface

Plugin interface for external trading strategies. Includes one example strategy (demo only, not for production).

Testing & Reliability: Deterministic Risk Controls Validation

Test Framework

pytest - Python testing framework

Test Coverage

16 test files covering major subsystems
API endpoints - Signal, risk, filter, regime, health, metrics
Safety rails - Max drawdown, regime guard, health check
Simulation engine - Data loading, validation, crash tests
Strategy plugin interface - Contract validation, registry, integration
Presets - Conservative, balanced, aggressive configurations

Not Covered

End-to-end integration tests with live broker APIs
Multi-asset portfolio-level risk management
Advanced monitoring and alerting systems
Deployment automation (Docker, Kubernetes)

Deterministic Behavior

In MOCK mode, the system produces deterministic outputs: same inputs produce same outputs. Safety rail decisions are deterministic and testable. Simulation engine uses deterministic algorithms for historical validation.

Design Principles: Strategy-Agnostic Risk-First Architecture

Strategy-agnostic - No trading strategy logic; accepts signals from external sources
Deterministic risk enforcement - Same inputs produce same safety decisions
Explicit rejection reasons - Machine-readable codes for all blocked trades
Separation of concerns - Risk enforcement before execution, not during
Infrastructure before optimization - Focus on correctness and safety over performance

What This Trading Infrastructure Is and Is Not

Is

Risk-first trading infrastructure
Execution safety framework
Strategy-agnostic capital protection API
Deterministic risk enforcement framework
Safety gateway between signals and execution
Simulation and validation tooling
API-first infrastructure for algorithmic trading

Is Not

Trading strategy or signal generator
Alpha-seeking bot or profit engine
Black-box trading system
Backtesting platform
Live trading execution system
Financial advice or investment product