Abstraction Layer: Technical Specification

The Abstraction Layer is designed using the Adapter Pattern to decouple ZenOTC's internal trading systems (OMS, EMS, PMS) from external Smart Order Routing (SOR) providers.

graph LR
    OMS[Order Management System] --> Gateway[Trading Gateway Interface]
    EMS[Execution Management System] --> Gateway
    
    subgraph "Abstraction Layer"
        Gateway --> Factory[Adapter Factory]
        Factory --> Talos[Talos Adapter]
        Factory --> Portware[Portware Adapter]
        Factory --> Mock[Mock Adapter]
    end
    
    Talos --> TalosAPI[Talos API]
    Portware --> PortwareAPI[Portware API]

The standardized contract that all adapters must implement.

class TradingGateway(ABC):
    @abstractmethod
    async def submit_order(self, order: Order) -> OrderResult:
        pass

    @abstractmethod
    async def cancel_order(self, order_id: str) -> bool:
        pass

    @abstractmethod
    async def get_market_data(self, symbol: str) -> MarketData:
        pass
        
    @abstractmethod
    async def subscribe_stream(self, symbols: List[str], callback: Callable):
        pass

Standardized internal representations of trading entities.

• Order: id, symbol, side, quantity, price, type, time_in_force
• Trade: id, order_id, price, quantity, fee, timestamp
• MarketData: symbol, bid, ask, last, volume, timestamp

Responsible for instantiating the correct adapter based on configuration.

class AdapterFactory:
    @staticmethod
    def get_adapter(config: Config) -> TradingGateway:
        if config.provider == "TALOS":
            return TalosAdapter(config.api_key, config.secret)
        elif config.provider == "PORTWARE":
            return PortwareAdapter(config.connection_string)
        else:
            raise ValueError("Unknown provider")

1. Order Management: Support Limit, Market, Stop, and TWAP/VWAP algo orders.
2. Real-time Data: Stream L1/L2 market data with <5ms internal latency.
3. Normalization: Automatically convert provider-specific error codes to internal standard codes.
4. Resilience: Automatic reconnection logic for WebSocket streams.
5. Logging: Structured logging (JSON) for all outgoing and incoming messages.

1. Latency: <5ms overhead added by the abstraction layer.
2. Throughput: Support 10,000 messages/second.
3. Concurrency: Support 1,000+ concurrent WebSocket connections.
4. Availability: 99.99% uptime design (stateless services).
5. Security: API keys stored in HashiCorp Vault; TLS 1.3 for all connections.

• Language: Python 3.11 (AsyncIO)
• Framework: FastAPI (for REST interface), websockets (for streaming)
• Data Validation: Pydantic v2
• Testing: Pytest, pytest-asyncio
• Infrastructure: Docker, Kubernetes (EKS)

• Week 1: Core Interface & Data Models
• Week 2: Talos Adapter Implementation
• Week 3: Alternative Adapter (Portware) & Testing
• Week 4: Integration & Production Deployment