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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 from seven dropdowns. The page emits a Mermaid architecture diagram and a copyable starter file tree so you can see the full stack before writing any code.

By AI Fin Hub Research · AI Fin Hub Team

What It Does

Use the calculator with intent

Pick your data source, LLM, broker, storage, risk engine, and logger from seven dropdowns. The page emits a Mermaid architecture diagram and a copyable starter file tree so you can see the full stack before writing any code.

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 — share it in a design review before committing to the stack. The file tree gives the folder structure; use it to bootstrap a repo, then fill in the real implementation.

Input Steps

Field by field

  1. 1

    Pick data source

    Pick your data source (e.g., Databento, Alpaca, Polygon). This sets the ingestion layer in the diagram.

  2. 2

    Pick LLM and broker

    Choose the LLM for signal generation and the broker for execution (Alpaca, IBKR, Tradier, or paper trading).

  3. 3

    Pick storage, risk, logger

    Select storage backend, risk engine (fractional Kelly, vol-target, max-DD kill, or no risk layer), and logger.

  4. 4

    Read the diagram

    Read the Mermaid architecture diagram. It reflects your selections and shows how each layer connects.

  5. 5

    Copy the file tree

    Copy the starter file tree to your clipboard. It is a scaffold — wire your own tests, secrets management, and observability before pointing it at real capital.

Common Scenarios

Use realistic starting points

Research-only setup

Broker

paper

Data

Polygon

LLM

Sonnet

Diagram shows no live-execution layer; scaffold focuses on data pipeline and signal generation. Paper broker means no real-money flow.

Live-execution setup

Broker

Alpaca

Data

Polygon

LLM

Sonnet

Risk engine

fractional-kelly

The diagram shows a live-execution layer connected to Alpaca. The file tree adds an execution module. Pick a risk engine that matches your sizing logic before pointing at real capital.

Try These Tools

Run the numbers next

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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