Simulation and Replay

Use a paper executor to test order and accounting behavior without sending an order to a live venue. Use REPLAY mode when the input source supplies historical events.

Paper execution

Paper accounts use the same executor and receipt interfaces as live accounts:

device::BoundExecutor paper_;

paper_ = bind<device::BoundExecutor>(paper::Account{
    .id = "paper",
    .balances = {
        {.asset = "USDT", .amount = Notional{100'000}},
        {.asset = "BTC", .amount = Notional{0}},
    },
    .instruments = {
        Instrument::Spot("BTCUSDT", "BTC", "USDT"),
    },
    .simulation = paper::fromBar{
        .topic = "bar://okx/BTCUSDT@1m",
        .latency = time::milliseconds(100),
    },
});

fromBar fills from the configured bar stream. Choose a model that matches the data available to the run; a fill model is not a substitute for exchange queue simulation.

Replay mode

sdk::Application({
    .mode = sdk::RuntimeMode::REPLAY,
    .replay = ReplayConfig{.speed = 0.0},
})

speed = 0 processes eligible events without wall-clock pacing. A positive speed maps logical event time to wall time.

Runtime controls

Installed replay projects support pause and resume:

aurum pause replay-demo
aurum resume replay-demo

Runtime controls currently operate on the selected local Aurum home and do not accept --server. Use the Forge environment’s operator surface when the instance runs remotely.

Validate before live trading

Confirm at least the following before replacing a paper executor:

• expected resource keys appear in the runtime catalog;

• rejected and partially filled receipts are handled;

• balances and positions converge after fills;

• replay completes without dropped lossless events;

• strategy identity and version are ready for an immutable push.