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Virtufin Execution Engines

Deployable executor workers for the WorkManager, built on the IExecutor bridge from virtufin-execution-devkit (Virtufin.Execution.DevKit). The consumer half of the trading-strategy framework's decide/execute loop -- virtufin-strategies (strategy workers, built on virtufin-strategy-devkit) is the producer half.

flowchart LR
    STRAT["Strategy worker\n(virtufin-strategies)"]
    SUB(["sc.<scenarioid>.trading.order.submitted"])
    SIM["SimulatedExecutor\n(hyp.*)"]
    SHADOW["ShadowExecutor\n(SHADOW_*)"]
    LIVE["LiveExecutor\n(LIVE / act)"]
    STRAT --> SUB
    SUB --> SIM
    SUB --> SHADOW
    SUB --> LIVE

Workers

Worker Engine World Notes
SimulatedExecutor DeterministicExecutorBase hyp.* Fills limit orders immediately, in full, at their own price. No market data feed -- market orders throw.
ShadowExecutor ObserveOnlyExecutor wrapping SimulatedExecutor SHADOW_* Publishes real Trade Lifecycle Events from simulated fills, without touching a real exchange.
LiveExecutor LiveExecutorBase (Binance Spot REST API) LIVE/act Untested against the live exchange -- read before deploying.

Where to start

  • Overview — how an executor fits into the decide/execute loop.
  • Getting Started — build, test, and deploy a worker.

The bridge internals (ExecutorWorkerBase<TState>, the CloudEvent decode/encode helpers) are documented in the execution devkit docs.