feeds …
risk …

Instrument

Order book depth

connecting to market data…

Venue snapshot

VenueBidAskSpr bpsDepth $

Execution cost probe

Single-venue execution

VenueVWAPSlip bpsLevelsFill

Smart order route

Blended VWAP
Slippage
Saved vs worst

The router walks the consolidated ladder — every venue's levels merged and sorted by price — so the allocation above is the split that minimises blended cost for this size, right now.

Emergency control

Gateway-only control. The separate Telegram companion can report risk state but cannot alter it. Takes effect on the next order.

Book & drawdown

Equity
Daily PnL
Gross exposure
Order flow
Daily drawdown budget

Pre-trade order ticket

valid 25k
fat-finger 500k
rate-limit burst ×12

Portfolio

Gross
Leverage
of equity
Largest position
Binding limit
SymbolNotionalShareP&LSym limit
flat

Concentration and headroom, not just a position list — the question a portfolio manager asks is which limit stops trading first.

Positions

SymbolQtyAvgMarkuPnL
flat

Audit trail — last 12 decisions

TimeInstrumentNotionalµsVerdict
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Strategy

Parameter sweep