Client User Manual for Modular Trading Systems

Modern algorithmic trading demands precision, flexibility, and real-time responsiveness. This comprehensive guide walks you through every essential component of a powerful modular trading client designed for futures, equities, and digital assets. From account integration and strategy deployment to advanced diagnostics and automated execution tools, this manual ensures you harness the full potential of your trading environment.

Whether you're managing live accounts, backtesting strategies, or fine-tuning performance, the system’s modular architecture provides intuitive control with enterprise-grade capabilities. Below, we break down each panel and function with clear instructions and best practices.

Core Features Overview

The trading interface is built on a modular integration framework, offering high customizability and visual clarity. Each functional module operates independently yet seamlessly synchronizes data across panels. This design enables:

Dynamic layout adjustments based on user preference
Real-time monitoring of trading, market data, and strategy performance
Independent process management for accounts, strategies, and data sources

A key advantage is flexible statistical aggregation—for instance, the Position panel dynamically reflects holdings based on selected strategies or accounts, enabling granular performance tracking.

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Managing Trading Accounts

The Trading Account Panel allows full lifecycle management of trading connections, including adding, editing, launching, and deleting accounts across multiple brokers and asset classes.

Adding a New Account

To integrate a new trading account:

Click the "Add" button in the Trading Account Panel.
Select the counter type: CTP (futures), XTP (equities), or SIM (simulation).
Note: SIM counter uses randomized data for testing purposes only.

Example: Adding a CTP Account

After selecting CTP, configure the following fields:

Field	Description
Account Name	Internal label for identification
Account ID	Provided by broker (e.g., 089270)
Password	Broker-issued password
Broker ID	Broker code (e.g., 9999)
Auth Code	For穿透式 authentication; use `0000000000000000` for simulation
Client Name	Set as “KUNGFU”
Client ID	Use “TAURUS_KUNGFU_2.0” (live) or “simnow_client_test” (simulated)
Trade IP & Port	Provided by broker
Sync External Orders	Enables syncing orders from other platforms
Restore Today's Orders	Pulls当日 orders on startup
License Code	Required license key (purchased separately)

Click "Confirm" to save. Then toggle the process switch to activate.

Similar steps apply for XTP (equity) and SIM (simulation) accounts with field variations specific to each counter.

Launching and Monitoring Accounts

Click the process toggle to start an account. A status of "Ready" indicates successful login.

Editing Account Settings

Click "Account Settings" to view or modify configurations.

Important: Changes take effect only after restarting the account process.

Accessing Logs

Click the log icon to open real-time logs in a new window—essential for troubleshooting connectivity or execution issues.

Deleting an Account

Deleting removes all associated data: order history, trade records, and logs.

Warning: Export critical data before deletion.

Configuring Market Data Feeds

The Market Data Panel connects to real-time price feeds. It pulls行情 from the same credentials used in trading accounts.

Adding a Market Source

Click "Add" in the Market Data Panel.
Choose counter: CTP, XTP, OKX (crypto), BinanceFuture, or SIM.

Supported Exchanges

CTP/XTP: Traditional futures and equities
OKX / BinanceFuture: Cryptocurrency derivatives
SIM: Simulated market feed

Example: Setting Up OKX Market Feed

Upon selection, configure:

Option	Purpose
Enable Ticker Push	Streams ticker updates (may increase memory usage)
Enable Transaction Push	Enables tick-level trade data
Enable Fee Push	Receives fee structure updates

Click "Confirm" to activate.

Starting and Managing Data Streams

Toggle the process button to start. Status changes to "Ready" upon successful connection.

Edit settings via "Market Source Settings." Modifications require a restart if the feed is active.

Use the log viewer to monitor feed stability and latency.

Caution: Removing a market source disrupts dependent processes like strategies and algorithms.

Strategy Management Panel

This panel acts as a strategy workspace where users can import, edit, launch, and debug algorithmic logic in real time.

Adding a Strategy

Click "Add."
Enter:
- Strategy ID: Unique identifier
- Strategy Path: Local .py file path (must be on same drive as installation)

Note: Ensure trading (TD) and market data (MD) processes are ready before launching.

Launching and Stopping Strategies

Toggle the process button to start or stop execution.

Real-Time Code Editing

Built-in IDE supports live code editing. Click "Edit" to modify Python scripts—the system auto-saves changes instantly.

Strategy Logs

View runtime logs in a pop-up window for debugging logic flow and error detection.

Deletion Process

Click delete to remove a strategy. The system automatically stops its execution first.

Backtesting & Replay Tools

The Replay Tool enables post-trade analysis using historical sessions without affecting live operations.

Use Cases

Debugging with detailed logs
Simulating modified strategies using real market data
Comparing performance under different fee structures

Increasing Log Detail

Change log level to debug during replay to trace deeper execution paths.

Testing Modified Logic

Edit strategy code (e.g., changing entry condition from price + 1 < 200 to price + 2 < 200), then replay against past sessions to simulate outcomes.

Fee Impact Analysis

Insert logging for commission:

context.log.info("[on_trade] OrderID: {}, Volume: {}, Commission: {}".format(trade.order_id, trade.volume, trade.commission))

Modify fee settings in Global Settings → Futures Fees, then replay with Matcher enabled to see cost differences.

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Diagnostic & Journal Analysis

The Diagnostic Tool reads journal files—rich data logs capturing every system event, including quotes, trades, and internal messages.

Key Capabilities

Filter by timestamp, message type, or keyword
Visualize order flow relative to market movements
Track latency between signal and execution
Analyze multi-leg order sequences via order_id

Access via the "eye" icon next to any process. Click "Enter Visualization" for graphical insights.

Large journals load 2,000 entries at a time—scroll to load more.

Use Ctrl+F to search within logs quickly.

Operator Panel: Efficient Computation Sharing

Operators reduce redundant calculations by decoupling heavy computations (e.g., ML models, K-line generation) from strategies.

Types of Operators

Plugins: Pre-built modules (e.g., bar generators)
Files: Custom Python scripts

Common Use Cases

Generate minute-level K-lines from tick data
Compute predictive factors (e.g., volatility indices)
Calculate optimal target positions using models

Results are tagged as SyntheticData in diagnostics.

Adding a Bar Generator Plugin

Configure:

Bar ID: Unique identifier
Source: e.g., CTP, XTP
Instruments: One or more symbols
Period: In seconds (e.g., 60 = 1-minute bars)

Subscribing in Strategy Code

def pre_start(context):
    context.subscribe_operator("bar", "my-bar")
    
def on_synthetic_data(context, data, loc, dest):
    context.log.info("Received bar data: %s", data)

Ensure dependency order when chaining operators (op2 after op1).

Position & Order Tracking Panels

Position Panel

Displays real-time holdings with:

Search, refresh, and export functions
Filtering by account or strategy
Floating P&L, average entry price, latest market value

Customize displayed columns via Global Settings → Trading → Position Table Configuration.

Order Record Panel

Tracks all submissions with:

Filtering by symbol or completion status
Real-time statistics per instrument
Actions: cancel, amend, pre-cancel
Export by date range (night session orders roll into next business day)

Use right-click for detailed order info including order_id.

Trade Record Panel

Logs executed transactions with:

Timestamps (exchange vs system)
System delay metrics
Search and export options

Real-time stats help assess fill quality and execution speed.

Automated Trading Tasks

Four task types support automated execution:

Conditional Orders

Trigger trades based on:

Price thresholds
Time-based triggers
Combined conditions (all must be met)

Supports limit/market orders with volume splitting.

Excel-Based Orders

Schedule multi-instrument orders via CSV:

Fields: time, instrument_id, price_type, volume, side
Single-sheet support only
Process auto-closes after completion

Iceberg Orders

Break large volumes into smaller visible chunks:

Next order fires only after prior one fully fills
Minimizes market impact

TWAP Strategies

Distribute orders evenly over time:

TWAP Remaining Cumulative: Adds unfilled volume to next batch
TWAP Remaining Average: Spreads remainder across remaining intervals
Final order behavior differs: one cancels at end time; the other aggressively completes using limit prices

Both support protection prices and congestion alerts.

Interface & Workflow Enhancements

Depth Market Panel

Shows 10-level bid/ask ladder:

Red: Buy side
Green: Sell side
Click any level to auto-fill order panel

Syncs dynamically when clicking symbols from other panels.

Quick Order Shortcuts

Use keyboard controls:

Ctrl/Cmd + Shift + 1: Focus order panel
Tab / Shift+Tab: Navigate fields
Enter: Confirm
Space: Toggle checkboxes

Speeds up manual interventions significantly.

Global Configuration Settings

Accessible via Ctrl + ,, settings affect overall behavior:

System

Set home directory (no Chinese characters)
Adjust log verbosity
Enable auto-restart on disconnection
Skip archiving for faster startup (developer mode retains all logs)

Performance

Enable "Ultra Mode" for low-latency processing (requires >4 CPU cores)
Offload UI calculations to background processes
Activate pure monitoring mode for minimal resource use

Strategy Environment

Supports local Python 3.9.x with custom modules via .whl installation.

Risk Controls

Enable price deviation alerts ("wrong-way" trade prevention)
Set close threshold warnings to avoid accidental full liquidation
Disable confirmation popups for high-frequency workflows

Frequently Asked Questions

Q: Can I run strategies without launching market data?
A: No—strategies depend on active market (MD) and trading (TD) processes to function correctly.

Q: Why isn’t my strategy placing trades during replay?
A: Replay simulates logic but does not submit real orders. Use it for debugging and performance comparison only.

Q: How do I reduce memory usage with crypto feeds?
A: Disable unnecessary data pushes like Ticker or Transaction streams in the OKX/BinanceFuture settings.

Q: What happens if I edit a strategy while it’s running?
A: Changes are saved immediately but take effect only after restarting the strategy process.

Q: Can multiple strategies share one operator’s output?
A: Yes—this is a primary benefit of operators: avoid redundant computation across strategies.

Q: Is it safe to enable “Skip Archiving”?
A: Yes for regular users who don’t need historical journal analysis. It improves startup speed by cleaning old logs.

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