The control layer: one signal, many books
This is the layer the desk actually leans on at 09:16. A strategy publishes one master trade in a single lot. The control layer decides, per client, how large that becomes and which order-management system it has to leave through.
- client accounts
- 20–30
- brokers, one interface
- 5
Built here.
- 01
A master-slave model: the strategy writes one master tradesheet at unit size, and each subscribed client's order is scaled from that master against the client's own capital and multiplier.
- 02
Routing that resolves, per client, which broker the account belongs to and therefore which OMS instance receives the order — the strategy never names a broker.
- 03
A routing cache for client subscriptions, funds and endpoints, refreshed on a timer and snapshotted to disk, so the order path keeps routing from same-day state when the client directory is unreachable — and marks those orders as having done so.
- 04
Client synchronisation for accounts that join a running strategy mid-session, mirroring either the day's filled legs or the whole book, as chosen.
- 05
Desk controls as first-class operations: pause, freeze, square-off previews and system-wide square-off, with a second factor on the destructive ones.
- 06
A local write-ahead queue: every order row commits locally first and replicates to the store behind it, so a database problem delays the record instead of rejecting the trade.
- 07
Per-minute margin and P&L snapshots per strategy and client through the session, for intraday forensics after the fact.
Failure modes.
- The client directory being unavailable, which falls back to same-day cached routing and refuses stale previous-day state outright.
- A storage outage, which the order path never waits on.
- One client or one host failing, which is isolated to its own lane instead of freezing the fan-out.
One decision becomes twenty to thirty client orders across five brokers without a trader logging into five terminals — and the screens that watch it are never allowed to sit on the order.