# trading systems and risk / execution

- Two broker engines (Alpaca; Interactive Brokers via ib_async) with broker access isolated to one package
- Plans with attached exits; stops and targets on filtered fair value (size-weighted micro-price); exits escalate mid, inside, touch, market
- Restart-safe reconciliation against broker positions and orders; fake broker for tests; shadow mode
- Per-call latency journaling; Black-Scholes P&L attribution (spread, delta/gamma, theta, vega, basis)
- Market data: SIP and OPRA feeds, Redis-cached bars and quotes, an OPRA options logger

Up: https://matthewguo.me/p/trading_systems_and_risk

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