From 8ce2d53d213d0587b3f7a52141b3eeb02c070794 Mon Sep 17 00:00:00 2001
From: jgrusewski <jgrusewski@localhost>
Date: Mon, 23 Feb 2026 14:41:22 +0100
Subject: [PATCH] feat(ml): add trading_symbol field to UniverseAsset for micro
 contract mapping

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
---
 ml/src/asset_selection/mod.rs | 51 +++++++++++++++++++++++++++++++++--
 1 file changed, 49 insertions(+), 2 deletions(-)

diff --git a/ml/src/asset_selection/mod.rs b/ml/src/asset_selection/mod.rs
index d3438bd4a..509e702bb 100644
--- a/ml/src/asset_selection/mod.rs
+++ b/ml/src/asset_selection/mod.rs
@@ -25,9 +25,12 @@ pub enum AssetClass {
 /// A single asset in the trading universe.
 #[derive(Debug, Clone, Serialize, Deserialize)]
 pub struct UniverseAsset {
-    /// Ticker symbol (e.g. "AAPL").
+    /// Ticker symbol (e.g. "ES.FUT") -- used for data/training.
     pub symbol: String,
-    /// MIC exchange code (e.g. "XNAS").
+    /// Execution symbol (e.g. "MES.FUT") -- used for order routing.
+    /// When `None`, orders are routed to `symbol` directly.
+    pub trading_symbol: Option<String>,
+    /// MIC exchange code (e.g. "GLBX.MDP3").
     pub exchange: String,
     /// Asset classification.
     pub asset_class: AssetClass,
@@ -39,6 +42,15 @@ pub struct UniverseAsset {
     pub enabled: bool,
 }
 
+impl UniverseAsset {
+    /// The symbol to use for order execution.
+    /// Returns `trading_symbol` if set, otherwise `symbol`.
+    #[must_use]
+    pub fn execution_symbol(&self) -> &str {
+        self.trading_symbol.as_deref().unwrap_or(&self.symbol)
+    }
+}
+
 /// The full set of assets available for trading.
 #[derive(Debug, Clone, Serialize, Deserialize)]
 pub struct AssetUniverse {
@@ -84,6 +96,7 @@ impl AssetUniverse {
             assets: vec![
                 UniverseAsset {
                     symbol: "SPY".to_string(),
+                    trading_symbol: None,
                     exchange: "XNYS".to_string(),
                     asset_class: AssetClass::ETF,
                     sector: None,
@@ -92,6 +105,7 @@ impl AssetUniverse {
                 },
                 UniverseAsset {
                     symbol: "QQQ".to_string(),
+                    trading_symbol: None,
                     exchange: "XNAS".to_string(),
                     asset_class: AssetClass::ETF,
                     sector: None,
@@ -100,6 +114,7 @@ impl AssetUniverse {
                 },
                 UniverseAsset {
                     symbol: "AAPL".to_string(),
+                    trading_symbol: None,
                     exchange: "XNAS".to_string(),
                     asset_class: AssetClass::Equity,
                     sector: Some("Technology".to_string()),
@@ -108,6 +123,7 @@ impl AssetUniverse {
                 },
                 UniverseAsset {
                     symbol: "MSFT".to_string(),
+                    trading_symbol: None,
                     exchange: "XNAS".to_string(),
                     asset_class: AssetClass::Equity,
                     sector: Some("Technology".to_string()),
@@ -116,6 +132,7 @@ impl AssetUniverse {
                 },
                 UniverseAsset {
                     symbol: "NVDA".to_string(),
+                    trading_symbol: None,
                     exchange: "XNAS".to_string(),
                     asset_class: AssetClass::Equity,
                     sector: Some("Technology".to_string()),
@@ -124,6 +141,7 @@ impl AssetUniverse {
                 },
                 UniverseAsset {
                     symbol: "AMZN".to_string(),
+                    trading_symbol: None,
                     exchange: "XNAS".to_string(),
                     asset_class: AssetClass::Equity,
                     sector: Some("Consumer".to_string()),
@@ -132,6 +150,7 @@ impl AssetUniverse {
                 },
                 UniverseAsset {
                     symbol: "IWM".to_string(),
+                    trading_symbol: None,
                     exchange: "XNYS".to_string(),
                     asset_class: AssetClass::ETF,
                     sector: None,
@@ -209,4 +228,32 @@ mod tests {
             serde_json::from_str(&json).unwrap_or_else(|_| AssetUniverse::new());
         assert_eq!(restored.assets.len(), 7);
     }
+
+    #[test]
+    fn test_trading_symbol_mapping() {
+        let asset = UniverseAsset {
+            symbol: "ES.FUT".to_string(),
+            trading_symbol: Some("MES.FUT".to_string()),
+            exchange: "GLBX.MDP3".to_string(),
+            asset_class: AssetClass::Future,
+            sector: None,
+            min_daily_volume: 1_000_000.0,
+            enabled: true,
+        };
+        assert_eq!(asset.execution_symbol(), "MES.FUT");
+    }
+
+    #[test]
+    fn test_trading_symbol_none_falls_back() {
+        let asset = UniverseAsset {
+            symbol: "ZN.FUT".to_string(),
+            trading_symbol: None,
+            exchange: "GLBX.MDP3".to_string(),
+            asset_class: AssetClass::Future,
+            sector: None,
+            min_daily_volume: 500_000.0,
+            enabled: true,
+        };
+        assert_eq!(asset.execution_symbol(), "ZN.FUT");
+    }
 }