Strategies

A strategy is a C++23 sdk::Application delivered as a versioned Aurum project. The same application model supports live event processing, replay, paper execution, and production deployment.

If you’re new to strategy development, read these in order:

1. Project Contract — identity, layout, compile/run behavior, and versioning.

2. Market Data — bind venue feeds and consume typed topic streams.

3. Simulation and Replay — use paper executors and deterministic replay before live trading.

4. Live Trading — resolve credentials, bind a live executor, and apply release controls.