of_runtime

of_runtime is the orchestration layer for live, replay, and external-ingest workflows. It wires adapter events into analytics, applies quality-aware signal logic, and exposes health/metrics snapshots.

Runtime Responsibilities

Connect and supervise a MarketDataAdapter.
Process normalized RawEvent streams.
Update analytics using of_core.
Evaluate signal modules from of_signals.
Gate risk-sensitive output using DataQualityFlags.
Optionally persist event streams via of_persist.

Main Types

[EngineConfig] - runtime, adapter, audit, and retention config.
[Engine<A, S>] - generic runtime over adapter and signal module.
[DefaultEngine] - boxed adapter + default delta signal.
[RuntimeError] - lifecycle/config/adapter/io errors.
[ExternalFeedPolicy] - stale and sequence policy for non-adapter ingest mode.

End-to-End Example (Adapter Polling)

use of_adapters::MockAdapter;
use of_core::{DataQualityFlags, SymbolId};
use of_runtime::{Engine, EngineConfig};
use of_signals::DeltaMomentumSignal;

let adapter = MockAdapter::default();
let signal = DeltaMomentumSignal::new(100);
let mut engine = Engine::new(EngineConfig::default(), adapter, signal);

engine.start()?;
engine.subscribe(SymbolId {
    venue: "SIM".to_string(),
    symbol: "ESM6".to_string(),
}, 10)?;

let _processed = engine.poll_once(DataQualityFlags::NONE)?;
engine.stop();
# Ok::<(), of_runtime::RuntimeError>(())

External Ingest Example (Broker Bridge)

use of_adapters::MockAdapter;
use of_core::{DataQualityFlags, Side, SymbolId, TradePrint};
use of_runtime::{Engine, EngineConfig, ExternalFeedPolicy};
use of_signals::DeltaMomentumSignal;

let mut engine = Engine::new(
    EngineConfig::default(),
    MockAdapter::default(),
    DeltaMomentumSignal::default(),
);

engine.start()?;
engine.configure_external_feed(ExternalFeedPolicy {
    stale_after_ms: 15_000,
    enforce_sequence: true,
})?;

engine.ingest_trade(TradePrint {
    symbol: SymbolId { venue: "BINANCE".into(), symbol: "BTCUSDT".into() },
    price: 62_500_00,
    size: 100,
    aggressor_side: Side::Ask,
    sequence: 1,
    ts_exchange_ns: 1,
    ts_recv_ns: 2,
}, DataQualityFlags::NONE)?;

let health = engine.health_json();
assert!(health.contains("\"started\":true"));
# Ok::<(), of_runtime::RuntimeError>(())

Health and Metrics Contracts

[Engine::metrics_json] exposes runtime counters and adapter status.
[Engine::health_json] exposes connectivity/degradation/reconnect state and active quality flags.
[Engine::health_seq] increments on meaningful health transitions for cheap external polling.

Config Loading

Use [load_engine_config_from_path] to load TOML config files and [validate_startup_config] to fail fast on missing credentials or invalid startup settings before going live.

Operational Guidance

Call [Engine::start] before subscribe/poll/ingest operations.
Use configure_external_feed + external_health_tick when ingesting from non-adapter bridges.
For deterministic simulation, pair MockAdapter with replayed events and fixed timestamps.

of_runtime 0.1.2