Issues

• Sample Strategy Implementations

  priority: LOW
  hnaik/substrate#33 · Filter by author hnaik opened on Feb 15, 2026

• Configuration Management

  priority: MEDIUM
  hnaik/substrate#32 · Filter by author hnaik opened on Feb 15, 2026

• Backtesting Harness (Integration Layer)

  priority: MEDIUM
  hnaik/substrate#31 · Filter by author hnaik opened on Feb 15, 2026

• Unified Event and Message Schema

  priority: HIGH
  hnaik/substrate#30 · Filter by author hnaik opened on Feb 15, 2026
  

• IBKR Gateway Integration

  priority: LOW
  hnaik/substrate#29 · Filter by author hnaik opened on Feb 15, 2026

• Transaction Cost Analysis (TCA) Module

  priority: MEDIUM
  hnaik/substrate#28 · Filter by author hnaik opened on Feb 15, 2026

• Python Bindings for C++ Matching Engine

  priority: LOW
  hnaik/substrate#27 · Filter by author hnaik opened on Feb 15, 2026

• Matching Engine — Multi-Symbol Extension (C++)

  priority: LOW
  hnaik/substrate#26 · Filter by author hnaik opened on Feb 15, 2026

• Phase 4: Configurable latency model (signal-to-exchange delay, book state drift during flight).

  hnaik/substrate#25 · Filter by author hnaik opened on Feb 15, 2026

• Phase 3: Limit orders with queue position tracking and fill probability estimation.

  hnaik/substrate#24 · Filter by author hnaik opened on Feb 15, 2026

• Phase 2: Add spread-aware slippage and volume-weighted average fill price across levels.

  hnaik/substrate#23 · Filter by author hnaik opened on Feb 15, 2026

• DAG Builder for Bespoke OMS/EMS Assembly

  priority: MEDIUM
  hnaik/substrate#22 · Filter by author hnaik opened on Feb 15, 2026
  

• Fill Simulator — Core Module (Python)

  priority: HIGH
  hnaik/substrate#21 · Filter by author hnaik opened on Feb 15, 2026
  

• Monitoring hooks for Python runtime

  hnaik/substrate#16 · Filter by author hnaik opened on Feb 12, 2026

• Pre-Trade and Real-Time Risk Module

  priority: MEDIUM
  hnaik/substrate#15 · Filter by author hnaik opened on Feb 12, 2026

• Algo/Broker wheel base interfaces + simulated broker

  priority: MEDIUM
  hnaik/substrate#14 · Filter by author hnaik opened on Feb 12, 2026

• Replay engine for extdata DBN zst files

  hnaik/substrate#11 · Filter by author hnaik opened on Feb 12, 2026

• Python core types aligned with C++ messages

  priority: LOW
  hnaik/substrate#10 · Filter by author hnaik opened on Feb 12, 2026

• Python runtime + package scaffold + CI setup

  priority: HIGH
  hnaik/substrate#9 · Filter by author hnaik opened on Feb 12, 2026
  

• Replay Harness

  priority: HIGH
  hnaik/substrate#7 · Filter by author hnaik opened on Feb 3, 2026