Trading engine node

Backtest, paper or live execution settings.

Where it sits in the pipeline

This node is the terminal node of the pipeline. Connect the trading logic block or a custom trading logic node into it.

• Execution mode: backtest, paper or live.
• Fill timing: market orders fill at the next bar's open by default ("bar close" is the optimistic legacy behaviour).
• Taker fee for market/stop fills, maker fee for resting limit fills, slippage on market/stop fills.
• Perpetuals: real funding every 8h, cross-margin liquidation at the maintenance margin rate. Spot data with 1x leverage runs on a spot ledger (no shorts, no funding).
• Up to three exchanges depending on membership level.

How a bar is processed

• 1. Resting orders are matched against the bar: market at open, stops on high/low (worse of open/stop + slippage), limits at the better of open/limit. Stops before limits.
• 2. Funding is settled for every 8h boundary crossed; positions are marked to the close and margin-checked.
• 3. The strategy sees the closed bar (onFill callbacks, then onBar) and places new orders.
• 4. Equity, exposure and drawdown are recorded.