Strategies that depend on fills are not naturally supported by the current advance_to approach, since event progression may skip intermediate state transitions that execution-dependent logic relies on.
An event-driven execution path inside the replay loop would allow strategies to react to fills, queue transitions, inventory changes, and downstream execution events in a structurally correct way while preserving replay efficiency.
This becomes increasingly important for:
- inventory-aware execution logic
- fill-conditioned order placement
- queue-reactive strategies
- adaptive participation logic
Strategies that depend on fills are not naturally supported by the current
advance_toapproach, since event progression may skip intermediate state transitions that execution-dependent logic relies on.An event-driven execution path inside the replay loop would allow strategies to react to fills, queue transitions, inventory changes, and downstream execution events in a structurally correct way while preserving replay efficiency.
This becomes increasingly important for: