OFICalculator + MicrostructureState fed per-tick. Bar close snapshots and broadcasts 20 features via tokio::watch channel. Intermediate snapshots available for speculative compute between bars. Databento live client integration deferred (requires crate dep). Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
trading_agent_service
Portfolio management with autonomous universe selection, asset allocation, and order generation.
Key Types
TradingAgentServiceImpl-- main gRPC serviceAutonomousUniverseManager-- dynamic universe scalingAssetSelector-- instrument selectionAllocator-- position sizing and allocationOrderGenerator-- order creation from signals
Configuration
ML_SERVICE_URL-- ensemble ML service endpointTRADING_SERVICE_URL-- order execution endpoint