How mmadrb/volume-profile-order-flow-analysis-vpofa works
VPOFA V8 is a modular ML trading system for crypto perpetual futures, with research/backtesting, paper and live execution, and model lifecycle capabilities. The principal trading flow is an order command handled by the application layer, then passed through execution routing to a venue adapter; risk analysis and model-driven signal generation are distinct supporting stages. The graph also shows documented feature-store, governance, drift/retraining, and explainability branches. Wiring for unsampled subsystems is based on README capabilities and module names; uncertain call relationships are omitted.
Main entry points: handlers.py Command handlers · pipeline.py Retraining pipeline · orchestrator.py Agent orchestrator · execution_engine.py Execution engine
Components 23
Application and domain
- Command handlers
vpofa6_v8/application/handlers.py - Trading domain
vpofa6_v8/domain/entities.py - Domain services
vpofa6_v8/domain/services.py - Application repositories
vpofa6_v8/infrastructure/persistence
Data and intelligence
- Agent orchestrator
vpofa6_v8/agents/orchestrator/orchestrator.py - Feature agent
vpofa6_v8/agents/specialized/feature_engineering_agent.py - Order-flow features
vpofa6_v8/orderflow - Feature store
vpofa6_v8/feature_store - Model ensembles
vpofa6_v8/ensemble - Reinforcement learning
vpofa6_v8/rl - Decision explanations
vpofa6_v8/xai
Trading runtime
- Execution engine
vpofa6_v8/execution/engine/execution_engine.py - Smart order router
vpofa6_v8/execution/routing/smart_order_router.py - Broker adapters
vpofa6_v8/execution/adapters
Model governance
- Drift detection
vpofa6_v8/drift/drift_engine.py - Retraining pipeline
vpofa6_v8/mlops/retrain/pipeline.py - Model registry
vpofa6_v8/model_registry
Risk and operations
- Risk engine
vpofa6_v8/risk/engine.py - Risk calculations
vpofa6_v8/risk - Artifact storage
vpofa6_v8/infrastructure/storage/s3_storage.py - Monitoring and alerts
vpofa6_v8/mlops/monitoring
Other components
- Trader or operator
- Exchange or broker
Connections 15
- Trader or operator → Command handlers: submits command
- Command handlers → Trading domain: creates or updates
- Command handlers → Application repositories: reads and writes
- Command handlers → Execution engine: dispatches order callback
- Execution engine → Smart order router: selects venue
- Execution engine → Broker adapters: submits and cancels
- Broker adapters → Exchange or broker: sends orders
- Agent orchestrator → Feature agent: runs cycle step
- Feature agent → Agent orchestrator: returns proposal
- Agent orchestrator → Order-flow features: processes market data
- Risk engine → Risk calculations: computes risk metrics
- Drift detection → Retraining pipeline: signals retraining
- Retraining pipeline → Model registry: compares and promotes
- Retraining pipeline → Decision explanations: generates explanations
- Retraining pipeline → Artifact storage: stores artifacts