User guide

Eleven pages, in the order they are worth reading. The first four are the path from nothing to a strategy running against a broker; the next four are the ones that stop a live account losing money for a reason nobody saw coming; the last three are the machinery underneath, for extending the library rather than using it.

Nothing here repeats the API reference. Each page exists because the reasoning behind a decision does not fit in a \brief, and because the reasoning is the part that is expensive to rediscover.

Start here

• Architecture — the layers, the dependency rule, and why a strategy holds no session.
• Writing a strategy — the struct you write, its handlers, and why it emits a target rather than an order.
• Binding a broker — putting a session behind it, setting the limits, and running with no broker at all first.
• Market data — bars and paging, the two timestamp conventions that prevent a silent lookahead, the price grid, and the calendar's three answers.

Before you trust a number, or an account

• The analytics layer: two numeric worlds and four conventions — two numeric worlds, four conventions, and the smoothing constants that packages disagree about.
• Reading a backtest honestly — what the fill model assumes, what it does not model at all, and which figures to distrust first.
• Running a strategy live — the three stops, the two gates that deliberately refuse to trade, and the supervisor grace period that turns the cleanest shutdown into the worst one.
• Recovering after a crash — the journal, the five verdicts, and how to read them at 3am without talking yourself into the wrong one.

Underneath

• The broker port — BrokerTraits, BrokerCaps, order identity, and the capability table. Read this to add a broker.
• Talking to a broker directly — the concrete KIS, Kiwoom and Toss clients, the order-safety rules, and the examples.
• Transport and request pacing — the HTTPS transport, the pacer, the five traffic classes, and how differently the two brokers report a refusal.