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Trading Engine Hierarchy

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Summary: The trading engine provides a feedback loop to trading systems so that your strategies may leverage the information processed by the trading bot.
Algorithmic-Trading->Node->Trading Engine->Definition
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The trading engine hierarchy is the data structure used by the trading bot to keep runtime information highly accessible and exposed to others.
Algorithmic-Trading->Node->Trading Engine->Content
You will use this hierarchy for two main purposes:
  • To let your trading systems access the information processed by the trading bot. This allows strategies to keep track of and react to current and past events—including those involving the exchange, such as orders placed or filled—as the bot is running.
  • To keep track of the actions of the trading bot via the design space visual environment and panels over the charts. By analyzing runtime information, you may gain a detailed understanding of what happens, when, and why, throughout a trading session.
Frequently Asked Questions
Can a Trading Engine be shared between two Trading Bots?
The same trading engine can be used from multiple trading sessions, because it is just a node-based representation of a data structure.
Every time a Task is ran, a snapshot of that data structure, together with a snapshot of the Network and the Bots definitions at their Data Mine is sent from the UI to the Task Server, and from there is consumed by the running Bot. That means that a second Bot can receive the same Trading Engine snapshot and it will never know if other bots were fed with the same information or not.
Do I need to change something at the Trading Engine?
You don't need to physically change anything inside trading engine via the UI. The trading engine is a visual representation of the data structure that the trading system uses to store its values, so to speak.
Can I change the values inside the Trading Engine?
You access the Trading Engine from within your trading system if there is something in there you would like to change. This is the whole purpose of the User Defined Code node.
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Monitoring Runtime Data

Trading Engine — TOC

You just read page 1 in the topic.

1. Trading Engine Hierarchy

2. Monitoring Runtime Data

3. Trading Bot Output

4. Temporal Context - Current and Last

5. Conceptual Context - Episode, Strategy, Position, Strategy Stages

6. Base Asset and Quoted Asset

7. Counters

8. Statistics

9. Distance-To-Trading-Events

10. Balances

11. Common Metrics - Hits, Fails, Hit Ratio, Profit Loss, ROI, Annualized Rate of Return

12. Accounts Specific to the Open and Close Stages

13. Accounts Specific to Orders

14. Market Data

15. Identity and Status