{
    "version": "2026-05-27.v1_complete_split",
    "file_name": "04_realtime_tracking.json",
    "engine": "REALTIME_VALIDATION_MONITORING_EXIT_TRACKING",
    "enabled": true,
    "event_bus": "Redis Streams",
    "database": "PostgreSQL",
    "snapshot_frequency": {
        "active_fast_news_candidate_seconds": 1,
        "active_a_plus_candidate_seconds": 2,
        "open_position_seconds": 2,
        "option_premium_history_seconds": 5
    },
    "streams": {
        "news_stream": [
            "event_id",
            "source",
            "headline",
            "published_at",
            "received_at",
            "tickers",
            "category"
        ],
        "market_ticks_stream": [
            "ticker",
            "exchange_time",
            "received_at",
            "price",
            "bid",
            "ask",
            "volume"
        ],
        "option_quotes_stream": [
            "contract",
            "exchange_time",
            "received_at",
            "bid",
            "ask",
            "mid",
            "last",
            "volume",
            "oi",
            "iv",
            "greeks"
        ],
        "orders_stream": [
            "order_id",
            "contract",
            "side",
            "qty",
            "limit",
            "submitted_at",
            "status",
            "filled_qty",
            "avg_fill"
        ],
        "positions_stream": [
            "contract",
            "qty",
            "avg_entry",
            "current_mid",
            "unrealized_pnl",
            "realized_pnl"
        ],
        "alerts_stream": [
            "alert_id",
            "strategy",
            "action",
            "ticker",
            "score",
            "message",
            "sent_at"
        ]
    },
    "latency_metrics": [
        "news_published_to_received_ms",
        "news_received_to_classified_ms",
        "classified_to_llm_ms",
        "llm_response_ms",
        "decision_to_alert_ms",
        "decision_to_order_ms",
        "order_to_fill_ms"
    ],
    "slippage_tracking": {
        "enabled": true,
        "expected_price": "mid_at_decision",
        "actual_price": "fill_price_or_paper_fill_mid",
        "slippage_dollars": "actual_price - expected_price",
        "slippage_percent": "(actual_price - expected_price) \/ expected_price",
        "reject_if": [
            "slippage_percent_above_allowed_by_premium_bucket",
            "ask_jumps_gt_8_percent_before_fill",
            "spread_widens_above_strategy_limit",
            "quote_age_gt_3s"
        ],
        "allowed_slippage_by_premium": {
            "under_0_50": 0.08,
            "0_50_to_1_50": 0.06,
            "1_50_to_3_00": 0.05,
            "above_3_00": 0.04
        }
    },
    "premium_history": {
        "required_for_candidates": true,
        "windows": [
            "3s",
            "10s",
            "30s",
            "60s",
            "90s",
            "5m",
            "15m",
            "30m"
        ],
        "track": [
            "bid",
            "ask",
            "mid",
            "last",
            "spread_percent",
            "premium_percent_change_from_signal",
            "premium_decay_per_minute",
            "underlying_move_vs_premium_move",
            "highest_mid",
            "lowest_mid"
        ],
        "reject_if": [
            "premium_up_gt_30_percent_before_entry",
            "premium_falling_while_underlying_moves_correct_direction",
            "spread_widening_fast",
            "quote_stale"
        ]
    },
    "active_position_monitor": {
        "must_start_after": [
            "paper_fill",
            "broker_fill",
            "manual_fill_confirmation"
        ],
        "track_until": [
            "full_exit",
            "manual_cancel",
            "kill_switch"
        ],
        "alerts": [
            "stop_near",
            "stop_hit",
            "trim_target_hit",
            "final_target_hit",
            "runner_trail_hit",
            "spread_widening",
            "premium_decay_warning",
            "opposite_news",
            "data_quality_failure"
        ]
    }
}