03 / MULTI-AGENT / QUANT
Trading Agents
Multi-asset quantitative decision workflows.INDEPENDENT WORK / 03
QUESTION
Coordinate market data, strategy signals, risk review and execution-oriented decisions without reducing the system to a chatbot wrapper.
METHOD
- 01Structured market-data handling and session-aware logic.
- 02Decision records, risk review and execution confirmation flows.
- 03Real-time workflow surfaces via APIs and WebSockets.
VERIFIABLE EVIDENCE
- Chinese futures night-session and cross-day considerations.
- Bar aggregation and strategy-signal handling.
- Regression coverage spans 37 pytest files across real-time APIs, session rules, operator workflows and UI guards.
INTERPRETATION BOUNDARY
A research/engineering system; it makes no promise of investment returns or live trading performance.
TECHNICAL IMPLEMENTATION
PythonFastAPIWebSocketpytestREST APIs