SutraLipi Compiler & Runtime

At the heart of the ecosystem lies the SutraLipi Compiler, which translates user-written strategies into an optimized intermediate representation tailored for financial time-series processing. The Runtime Environment then executes these compiled strategies against data streams — whether historical or live — ensuring uniform behaviour across both simulation and execution modes.

Key highlights:

• • Lightweight and deterministic execution core to maintain performance consistency.

• • Memory-safe runtime with built-in error tracing and sandbox isolation for strategy safety.

• • Event-driven model optimized for tick-level throughput and parallel strategy evaluation.

This dual-layer design allows SutraLipi to interpret formulas at human speed and execute them at machine speed.

Enhanced Data Engine

The Data Engine is the most critical and technically sophisticated part of the SutraLipi platform. It is built to overcome one of the most persistent challenges in algorithmic trading — inaccurate or incomplete back testing data.

Unlike conventional platforms that rely on candle-level data or limited intraday bars, the SutraLipi Data Engine is architected around native tick-by-tick storage and retrieval. Each tick represents a real-time event, preserving every price movement, trade volume, and order-level transition as they occurred in the market.

Core features of the Data Engine include:

• • Tick-Level Historical Database – A continuously expanding data store that consolidates genuine tick data to form a unified, high-integrity market record.

• • Lossless Compression and Retrieval – Optimized for storing billions of tick events without compromising timestamp accuracy or sequence order.

• • Chronological Integrity – Guaranteed ordering and gap detection to maintain the temporal truth of market events.

• • High-Speed Replay System – Allows algorithms to experience data “as it happened,” enabling near-real-time simulation and debugging.

• • Multi-Instrument Synchronization – Supports parallel tick streams for multiple symbols, ensuring accurate cross-instrument testing (e.g., pairs, hedging, and arbitrage strategies).

Through this engine, SutraLipi redefines what “historical data” means — transforming it from a static reference into a dynamic, replayable experience

Strategy Execution Layer

The Strategy Execution Layer (SEL) is responsible for managing the lifecycle of every SutraLipi strategy — from initialization to order generation and reporting.

Core features of the Data Engine include:

• • Event scheduling and tick synchronization.

• • Real-time and historical order simulation with full trade-path reconstruction.

• • Latency-aware logic to simulate true market response times.

• • Integration hooks for live trade execution through APIs (upcoming feature).

The SEL ensures that the logic defined by the user remains intact whether the strategy is being back tested or executed in production.

Replay & Audit Framework

Accuracy without transparency is incomplete. SutraLipi’s Replay and Audit Framework allows users to replay any segment of their back test tick-by-tick, view the exact data that triggered each decision, and trace the logical path of every trade.

This framework supports:

• • Step-through replay for debugging strategy flow.

• • Data-linked auditing, mapping every execution back to its original tick event.

• • Performance snapshots that capture state variables, order books, and signals at any point in time.

In doing so, SutraLipi doesn’t just tell users what happened — it shows them why it happened.

Visualization & Reporting

The Visualization Layer converts raw execution data into meaningful insights. It provides interactive charts, performance summaries, drawdown curves, and tick-level trade overlays to help users analyse results intuitively.

• • Multi-resolution charting (tick, second, candle, or custom aggregation).

• • Annotated trade markers for entry/exit visualization.

• • Profitability matrices, exposure analysis, and order heat maps.

• • Exportable audit reports for compliance or post-trade review.

This layer bridges the gap between quantitative precision and visual comprehension.

API Gateway (Upcoming)

The API Gateway is designed to seamlessly connect SutraLipi with supported brokers and exchanges, enabling live strategy deployment using the same codebase tested in simulation. When activated, the gateway will:

• • Translate SutraLipi’s trading instructions directly into API calls.

• • Manage order lifecycle (submit, modify, cancel, fill).

• • Stream live ticks back into the Data Engine for real-time verification and post-trade analytics.

By keeping the syntax identical across both testing and live phases, SutraLipi guarantees code parity between back test and execution — a capability rare even among advanced trading platforms.

Scalability & Expansion

SutraLipi’s modular architecture is built for growth. Planned extensions include:

• • Distributed Tick Processing for multi-machine simulations.

• • Hybrid Cloud Data Cache for scalable tick storage and retrieval.

• • Integration with machine learning pipelines for predictive modelling using SutraLipi datasets.

• • Plugin SDK allowing developers to create custom modules, indicators, or data connectors.

This flexibility ensures that SutraLipi will evolve as both a language and a research infrastructure, remaining relevant as markets, instruments, and technologies advance.