Quant Arb Practical Status Architecture

Status-layered map of the current trading project. Green = already working in the codebase. Amber = next implementation targets. Rose = main operational / architectural risks that would block safe live trading.

Current quant_arb practical map: monitor-demo complete, live trading closure incomplete DONE / RUNNING TODAY Viewer + Dashboard / and /api/dashboard online + protected by Basic Auth public_monitor_service.py ThreadingHTTPServer /, /healthz, /api/dashboard, /mt5/tick MT5 tick ingress POST /mt5/tick -> mt5_live_tick.json live quote source already wired OKX / Binance REST fetch requests.get() via live_runners.py semi-live public market input Compare + Pipeline + Orchestrator normalize -> compare -> dedupe -> intent core decision path is implemented Monitor stats p50 / p75 / p90 / trigger_rate 61 tests passing overall PaperExecutionGateway prepare_exchange_order() normalization MT5Bridge queue + pending command state in memory Tracking + Compensation InFlightOrderTracker + CompensationEngine Dashboard file state public_monitor_service.log + mt5_live_tick.json NEXT BUILD TARGETS / MISSING LINKS MT5 command delivery API service endpoint for poll_command() EA still cannot pull open_hedge commands MT5 ack / fill callbacks acknowledge(command_id) + fill update ingress apply_fill_update() exists but is not exposed Live exchange gateway place / cancel / query on OKX + Binance today only order normalization exists Execution ledger persistence durable hedge groups, commands, fills needed for restart recovery and audit WebSocket market data replace or complement REST polling needed for lower-latency execution PnL / fee / slippage verification layer turn signal monitor into strategy validation systemd / restart policy for service stack monitor page now protected, but still manually launched docs refresh README still says phase-0 scaffold while repo already contains monitor/demo runtime RISKS / LIVE-TRADING BLOCKERS No real order placement yet PaperExecutionGateway stops at normalization. No exchange-side order lifecycle or reconciliation. live trading blocked In-memory command / fill state MT5Bridge queue and order tracker vanish on restart. No durable ledger for recovery or audit. operational risk REST polling latency Current signal path is good for demo and monitoring, but weak for timing-sensitive arbitrage entry. market timing risk Risk controls incomplete No full reconciliation ledger, stale-quote guard, kill switch, or production cooldown fences. safe-live blocker Manual ops service lifecycle still fragile Recommended next implementation slice Expose MT5 command poll + ack + fill endpoints first, then wire a durable ledger, then build live exchange execution. That order unlocks a real trading loop without pretending the system is already production-safe. What this repo is today A solid semi-live quant monitor + paper orchestration scaffold with MT5 quote ingress and public market comparison. It is not yet a fully closed, durable, low-latency live arbitrage engine. Legend Done / running Next build target Risk / blocker Decision / summary

Already good enough to demo

  • • Semi-live monitor loop is real: MT5 live tick ingress plus public OKX/Binance REST inputs.
  • • Signal shaping path exists: normalization, compare, dedupe, intent, paper report, dashboard stats.
  • • Service is reachable and now minimally defended with auth and security headers.

Best next coding step

  • • Expose orchestrator internals to HTTP: command poll endpoint, command ack endpoint, fill update endpoint.
  • • That gives MT5 a real execution handshake instead of only a quote upload path.
  • • Then persist command / hedge / fill state before touching live exchange order placement.

Why not call it live trading yet

  • • No actual OKX/Binance order routing exists.
  • • No durable execution ledger or reboot recovery exists.
  • • No production-grade stale quote protection / kill switch / reconciliation wall exists.

quant_arb practical status architecture • generated from live repo state • April 2026