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Contract Delta: YU08 over YU07-historical-tick-store

All existing order/trade/position/risk/post-trade/EOD/tick-store REST + NATS + UI contracts are retained. Every delta below is additive.

1. New REST API (execution-algo-engine, port 18120)​

POST /algo/orders​

{
  "accountId": 22214,
  "security": "IBM",
  "side": "Buy",
  "quantity": 5000,
  "algoType": "TWAP",
  "durationSeconds": 120,
  "bucketSeconds": 10
}

Returns 201 with the created ParentOrder (parentOrderId, status=RUNNING, full buckets schedule per data-model.md).

GET /algo/orders/{parentOrderId}​

Returns the current ParentOrder, including each bucket's submission/fill state.

GET /algo/orders​

Returns every known ParentOrder (rebuilt from the JetStream event log at boot, per research.md Decision 4).

2. order-matcher (no change)​

POST /orders is called by execution-algo-engine exactly as it is called by the web front end's order ticket; same OrderCreateRequest shape, same response, same risk-gateway/BLP admission path. No new field, no new endpoint, no bypass.

3. NATS subscriptions (new consumer, execution-algo-engine)​

SubjectDeliveryEffect
/ordersbroadcastFill/status updates for known child orders are correlated to a child order and folded into the owning parent order's bucket state.
/accounts/*/ordersbroadcast, wildcardThe same updates, on the tier that publishes this form as well.

No subject is published to core NATS by execution-algo-engine; no existing publisher or consumer of either subject is modified.

Both forms are accepted, and the id is read under either name (amended 2026-08-19). The single-BLP tier publishes each order update twice; on /accounts/<id>/orders and on /orders; with the id in orderId. The Aeron cluster tier publishes on /orders only, with the id in id and epoch-qualified as <epoch>-<orderRef> while this engine holds the bare orderRef the gateway's response returned. This consumer therefore accepts either subject, reads either field name, and strips a numeric epoch prefix on comparison. Consuming only the first tier's shape is what made every TWAP parent on the cluster tier stay RUNNING for ever; which forms exist is a property of the tier, not of this engine.

4. JetStream stream (new, execution-algo-engine)​

StreamSubjectStorageProducerConsumer
TRADERX_ALGO_ENGINEalgo.events.>Fileexecution-algo-engine (itself)execution-algo-engine (durable consumer algo-engine-state)

Not changed​

Order/trade/position/risk/EOD/tick-store payload shapes and subjects, matching policy, YU05's settlement/recon/TCA/regulatory APIs, YU06's EOD chain, YU07's tick-store capture/ingestion, the BLP hot path, UI journeys (no front-end algo panel in v1; parent orders are REST-only).