Market tape and replay
The tape is a time-ordered record of market events. Replay feeds it through the same decision engine as the live bot, in simulated time.
Recording
The manager records the best bid and offer, trades and order-book snapshots for the instruments you trade. Files rotate hourly and are stored on your disk, with a per-hour summary index: traded volume, price drift and range.
- Recording never blocks decisions. If the writer falls behind, events are dropped and counted, not delayed.
- Gaps are visible. A heartbeat tells a quiet market apart from a recorder that was down.
- One recorder writes per instrument, so the store never holds duplicate, overlapping tape.
Replaying
A replay takes a time window, splits it into segments wherever the feed had a gap, and runs each segment independently with a fresh engine, a fresh warm-up and a fresh risk gate. Nothing leaks across a gap. Results are then merged and totals recomputed.
Why it reproduces live decisions
Live and replay share the same decision code. A recorded dry-run replays to the same rounds, which is how the tool checks itself.
Latency
By default, replay fills instantly, which flatters any strategy. You can model fixed or random delays, or use measured delays from your own round log once you have some. The optimizer states which model it used.
Limits
- A short tape has little tradeable time: the first minute of every segment is warm-up.
- Replay does not model partial fills or rejected orders.
- Tape older than your install does not exist. History accumulates as the recorder runs.