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Quickstart: YU08-execution-algo-engine

Local (kind)​

First run​

bash pipeline/generate-state.sh YU08-execution-algo-engine
bash generated/code/target-generated/scripts/start-state-YU08-execution-algo-engine-generated.sh \
  --provider kind --without-sail

UI at http://127.0.0.1:8080. This inherits the YU07-historical-tick-store kind runtime unchanged; only execution-algo-engine is new (its own Deployment + ClusterIP Service, no PVC; durable state lives in the TRADERX_ALGO_ENGINE JetStream stream).

Subsequent runs (skip rebuild if code unchanged)​

bash generated/code/target-generated/scripts/start-state-YU08-execution-algo-engine-generated.sh \
  --provider kind --without-sail --skip-build

Validate​

bash scripts/test-state-YU08-execution-algo-engine.sh

Stop​

bash generated/code/target-generated/scripts/stop-state-YU08-execution-algo-engine-generated.sh

Run the unit tests (no cluster needed)​

cd specs/YU08-execution-algo-engine/generation/runtime-overrides/execution-algo-engine
./gradlew test

Submit a TWAP parent order (against a running cluster)​

kubectl port-forward svc/execution-algo-engine 18120:18120 -n traderx &

curl -s -X POST http://127.0.0.1:18120/algo/orders \
  -H 'Content-Type: application/json' \
  -d '{
    "accountId": 22214,
    "security": "IBM",
    "side": "Buy",
    "quantity": 500,
    "algoType": "TWAP",
    "durationSeconds": 60,
    "bucketSeconds": 10
  }'

Returns the created parent order with its bucket schedule. Poll progress:

curl -s http://127.0.0.1:18120/algo/orders/<parentOrderId>

Each bucket is submitted to order-matcher's POST /orders as its startEpochMs comes due; watch kubectl logs deploy/order-matcher -n traderx or the account's order blotter in the web UI for the resulting child orders.

Submit a VWAP parent order​

curl -s -X POST http://127.0.0.1:18120/algo/orders \
  -H 'Content-Type: application/json' \
  -d '{
    "accountId": 22214,
    "security": "IBM",
    "side": "Sell",
    "quantity": 500,
    "algoType": "VWAP",
    "durationSeconds": 60,
    "bucketSeconds": 10
  }'

With the default ALGO_VOLUME_PROFILE_SOURCE=synthetic, bucket quantities follow the U-shaped intraday curve (heavier near the first/last buckets) rather than an equal split. Set ALGO_VOLUME_PROFILE_SOURCE=duckdb on the Deployment to query YU07's real tick store instead; it falls back to the same synthetic curve automatically for any security with no matching historical rows (research.md Decision 7), so this is safe to enable before bulk TAQ ingestion unblocks.

Crash-recovery check​

kubectl delete pod -l app=execution-algo-engine -n traderx
# wait for the replacement pod to become Ready, then:
curl -s http://127.0.0.1:18120/algo/orders/<parentOrderId>

The parent order's bucket schedule and any fills observed before the kill are still present; rebuilt from the TRADERX_ALGO_ENGINE JetStream stream on boot, not re-created.