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Market Microstructure Calculator Guide

How to use Trading System Blueprinter

Pick your data source, LLM, broker, storage, risk engine, and logger. The page emits a Mermaid architecture diagram, a starter repo scaffold (downloadable ZIP), and a list of decisions and risk gates so you don't ship a half-thought stack.

By Orbyd Editorial · AI Fin Hub Team

What It Does

Use the calculator with intent

Pick your data source, LLM, broker, storage, risk engine, and logger. The page emits a Mermaid architecture diagram, a starter repo scaffold (downloadable ZIP), and a list of decisions and risk gates so you don't ship a half-thought stack.

Engineers starting a new trading system who want to surface the architectural decisions and risk gates before they write the first line of code.

Interpreting Results

The Mermaid diagram is the discussion artefact. The checklist below it is the gating list — every checkbox is a decision that needs a written answer before the system goes live.

Input Steps

Field by field

  1. 1

    Pick option

    Pick scope (retail / single-strategy production / multi-strategy fund). The blueprint scales with scope.

  2. 2

    Pick option

    Pick asset class and frequency. Equity / daily looks different from FX / minute looks different from crypto / tick.

  3. 3

    Read outputs

    Read the architecture diagram and component spec. Each component lists technology recommendations and known failure modes.

  4. 4

    Download

    Download starter templates: docker-compose, Terraform IaC, monitoring dashboards. They're skeletons — production hardening is your responsibility.

  5. 5

    Reference

    Reference the compliance section. Even retail strategies need basic recordkeeping; institutional needs more.

Common Scenarios

Use realistic starting points

Research-only setup

Broker

none

Data

Polygon

LLM

Sonnet

Diagram light on risk gates (no live execution); scaffold focuses on data pipeline + notebook integration.

Live-execution setup

Broker

Alpaca

Data

Polygon

LLM

Sonnet

Risk engine

in-process

Risk gate count multiplies (pre-trade checks, position limits, kill-switch). Treat each as a non-negotiable PR before go-live.

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FAQ

Questions people ask next

The short answers readers usually want after the first pass.

Architecture diagram + component spec for a research-to-production trading system: data ingestion, signal generation, risk checks, execution, monitoring, and deploy/rollback. Each component has technology recommendations, key configuration options, and known failure modes. The methodology page shows a sample blueprint.

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Planning estimates only — not financial, tax, or investment advice.