Execute Trade

2. Confirmation Mesh Validation

Submit signal through validation pipeline:

Call: validate_execution(
    signal: FootprintSignal,
    symbol: str,
    side: "buy" | "sell", 
    quantity: float,
    max_slippage_pct: float = 0.5
) -> ConfirmationResult

The mesh validates:

• Footprint pattern confirmation
• L2 liquidity sufficiency
• Risk management rules
• Circuit breaker status

3. Execute if Approved

Only if result.approved == True:

Call: execute_order(
    symbol: str,
    side: "buy" | "sell",
    quantity: float,
    order_type: "market" | "limit",
    limit_price: float | None,
    broker: "alpaca" | "zerodha" | "upstox" | "paper"
) -> ExecutionResult

4. Post-Execution Logging

After execution:

Call: log_execution(
    execution_result: ExecutionResult,
    signal: FootprintSignal,
    confirmation: ConfirmationResult
)

This updates:

• Position ledger
• Trade history
• Performance metrics
• Alert notifications

Safety Guardrails

[!CAUTION] These rules are NON-NEGOTIABLE for autonomous execution:

1. Never bypass confirmation mesh - All trades must pass validation
2. Respect circuit breakers - If tripped, halt all execution for symbol
3. Verify tick-by-tick data - Cross-reference 3 data sources before execution
4. Max position limits - Never exceed configured max_position_size
5. Slippage protection - Abort if estimated slippage > max_slippage_pct

Risk Parameters

Execution Modes

Paper Trading (Safe)

execute_order(..., broker="paper")

Uses simulated broker with realistic slippage/commission modeling.

Live Trading (Requires Confirmation)

execute_order(..., broker="alpaca")  # or zerodha, upstox

Routes to real broker API. Agent must log confidence justification.

Example Complete Flow

# 1. Receive confirmed signal from orderflow analysis
signal = await analyze_footprint("RELIANCE", 60)

# 2. Pre-flight check
slippage = await estimate_slippage("RELIANCE", "buy", 500)
if slippage and slippage[1] > 0.5:
    logger.warning("Slippage too high, aborting")
    return

# 3. Confirmation mesh
confirmation = await validate_execution(
    signal=signal,
    symbol="RELIANCE",
    side="buy",
    quantity=500,
    max_slippage_pct=0.5
)

# 4. Execute only if approved
if confirmation.approved:
    result = await execute_order(
        symbol="RELIANCE",
        side="buy",
        quantity=500,
        order_type="limit",
        limit_price=confirmation.recommended_price,
        broker="zerodha"
    )
    
    # 5. Log execution
    await log_execution(result, signal, confirmation)