Data Model

All domain models use Pydantic v2 with frozen=True for immutability. Located in src/aiswarm/types/.

Core Types

Signal (types/market.py)

Output of an agent's analysis:

Field	Type	Constraints
signal_id	str	Unique identifier
agent_id	str	Originating agent
symbol	str	Instrument symbol
strategy	str	Strategy name
thesis	str	min_length=5
direction	int	-1, 0, or 1
confidence	float	0.0 to 1.0
expected_return	float	Expected return
horizon_minutes	int	> 0
liquidity_score	float	0.0 to 1.0
regime	MarketRegime	Enum value
reference_price	float	Price at signal time

MarketRegime

Enum: RISK_ON, RISK_OFF, TRANSITION, STRESSED

Order (types/orders.py)

Represents a trade intent:

Field	Type	Constraints
order_id	str	Unique identifier
signal_id	str	Source signal
symbol	str	Instrument
side	Side	BUY or SELL
quantity	float	> 0
limit_price	float | None	> 0 if set
notional	float	> 0
strategy	str	Strategy name
thesis	str	min_length=5
risk_approval_token	str | None	HMAC-signed token
status	OrderStatus	Lifecycle state

OrderStatus

PENDING -> APPROVED -> SUBMITTED -> FILLED / REJECTED / CANCELLED

Portfolio Types (types/portfolio.py)

Position: symbol, quantity, avg_price, market_price, strategy Computed: market_value = quantity * market_price

PortfolioSnapshot: timestamp, nav, cash, gross_exposure, net_exposure, positions

Risk Types (types/risk.py)

RiskEvent: event_id, severity (INFO/WARNING/CRITICAL), rule, message, symbol, strategy

Decision Types (types/decisions.py)

DecisionLog: Records arbitration and risk outcomes per coordinator cycle. See Decision Log.

Exchange Types (exchange/types.py)

Canonical types for exchange data:

Type	Fields
OHLCV	open_time, open, high, low, close, volume, close_time
Ticker	symbol, last_price, price_change_pct, high_24h, low_24h, volume_24h
OrderBook	symbol, bids, asks + spread, spread_pct, bid_depth, ask_depth
FundingRate	symbol, rate, mark_price, next_funding_time
AccountBalance	asset, total_balance, available_balance, unrealized_pnl
ExchangePosition	symbol, side, quantity, entry_price, mark_price, unrealized_pnl
TradeRecord	trade_id, symbol, side, price, quantity, commission, timestamp
ExchangeInfo	symbol, base_asset, quote_asset, price_precision, quantity_precision
LeverageBracket	bracket, initial_leverage, notional_cap, maintenance_margin_rate

Event Store (data/event_store.py)

SQLite-backed append-only store with two tables:

• events: id, event_type, timestamp, payload (JSON), source
• checkpoints: id, checkpoint_type, timestamp, payload (JSON)

Event types: decision, order, risk_event, fill, reconciliation Checkpoint types: portfolio, shared_memory