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# site_name: CanonicalFlow | Trading System Documentation
site_name: CanonicalFlow
site_description: Trading System Documentation
site_author: bxvtr
copyright: >-
Copyright © 2026 <a href="https://github.com/CanonicalFlow/" target="_blank" rel="noopener">CanonicalFlow</a>.
Licensed under
<a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" rel="noopener">CC BY 4.0</a>.
No financial advice.
docs_dir: docs
theme:
name: material
custom_dir: docs/overrides
# Fallback only; header/drawer logos are overrides/partials/logo.html (light + dark)
logo: assets/cf_logo_light.svg
favicon: assets/cf_icon.ico
language: en
font:
text: false
code: false
features:
- navigation.top
- navigation.tabs
- navigation.instant
- navigation.tracking
- navigation.expand
- navigation.sections
- header.autohide
- toc.follow
- navigation.footer
- navigation.indexes
- navigation.path
- toc.integrate
- search.highlight
palette:
# Light (default)
- scheme: default
primary: white
toggle:
icon: material/brightness-7
name: Switch to dark mode
# Dark
- scheme: slate
primary: black
toggle:
icon: material/brightness-4
name: Switch to light mode
markdown_extensions:
- admonition
- attr_list
- md_in_html
- pymdownx.tabbed:
alternate_style: true
- pymdownx.snippets:
base_path: docs
- pymdownx.superfences:
custom_fences:
- name: mermaid
class: mermaid
format: !!python/name:pymdownx.superfences.fence_code_format
- pymdownx.emoji:
emoji_index: !!python/name:material.extensions.emoji.twemoji
emoji_generator: !!python/name:material.extensions.emoji.to_svg
plugins:
- search
- macros
extra:
generator: false
version:
provider: mike
social:
- icon: fontawesome/brands/github
link: https://github.com/CanonicalFlow/docs/
extra_css:
- stylesheets/extra.css
extra_javascript:
- javascripts/disable-nav-drag.js
nav:
- Guides:
- Architecture Map: 00-guides/architecture-map.md
- Documentation Structure: 00-guides/documentation-structure.md
- Documentation Philosophy: 00-guides/documentation-philosophy.md
- Terminology: 00-guides/terminology.md
- Architecture:
- Overview: 10-architecture/architecture-overview.md
- System Narrative: 10-architecture/system-narrative.md
- Structure:
- Architecture Principles: 10-architecture/architecture-principles.md
- Logical Architecture: 10-architecture/logical-architecture.md
- Physical Architecture: 10-architecture/physical-architecture.md
- Dynamics:
- System Flows: 10-architecture/system-flows.md
- Intent Pipeline: 10-architecture/intent-pipeline.md
- Intent Lifecycle: 10-architecture/intent-lifecycle.md
- ADR:
- Overview: 10-architecture/adr/overview.md
# - System Foundations:
- Two-Axis Structure: 10-architecture/adr/system-foundations/ADR-001-two-axis-structure.md
- Canonical Storage: 10-architecture/adr/system-foundations/ADR-002-canonical-storage.md
- Event-Derived State Model: 10-architecture/adr/system-foundations/ADR-003-event-vs-state-model.md
# - Execution Engine:
- Outbound Queue: 10-architecture/adr/execution-engine/ADR-004-outbound-queue.md
- Risk Validation: 10-architecture/adr/execution-engine/ADR-005-risk-validation.md
- Explicit State Machines: 10-architecture/adr/execution-engine/ADR-006-explicit-state-machines.md
- Layered Runtime Architecture: 10-architecture/adr/execution-engine/ADR-007-layered-runtime-architecture.md
# - Research Infrastructure:
- hftbacktest as Simulated Venue: 10-architecture/adr/research-infrastructure/ADR-008-hftbacktest-as-venue.md
- Concepts:
- Overview: 20-concepts/concepts-overview.md
- Core Models:
- Time Model: 20-concepts/time-model.md
- Event Model: 20-concepts/event-model.md
- State Model: 20-concepts/state-model.md
- Determinism Model: 20-concepts/determinism-model.md
- Invariants: 20-concepts/invariants.md
- Domain Behavior:
- Order Lifecycle: 20-concepts/order-lifecycle.md
- Intent Dominance: 20-concepts/intent-dominance.md
- Processing Semantics:
- Queue Semantics: 20-concepts/queue-semantics.md
- Queue Processing: 20-concepts/queue-processing.md
- Failure Semantics: 20-concepts/failure-semantics.md
- Runtime Inputs:
- Snapshot Driven Inputs: 20-concepts/snapshot-driven-inputs.md
- Ingest vs Decision Frequency: 20-concepts/ingest-vs-decision-frequency.md
- Stacks:
- Overview: 30-stacks/stacks-overview.md
- Data Recording:
- Overview: 30-stacks/data-recording/data-recording-overview.md
- Scope and Role: 30-stacks/data-recording/scope-and-role.md
- Interfaces: 30-stacks/data-recording/interfaces.md
- Internal Structure: 30-stacks/data-recording/internal-structure.md
- Operational Behavior: 30-stacks/data-recording/operational-behavior.md
- Implementation Notes: 30-stacks/data-recording/implementation-notes.md
- Data Quality:
- Overview: 30-stacks/data-quality/data-quality-overview.md
- Scope and Role: 30-stacks/data-quality/scope-and-role.md
- Interfaces: 30-stacks/data-quality/interfaces.md
- Internal Structure: 30-stacks/data-quality/internal-structure.md
- Operational Behavior: 30-stacks/data-quality/operational-behavior.md
- Implementation Notes: 30-stacks/data-quality/implementation-notes.md
- Data Storage:
- Overview: 30-stacks/data-storage/data-storage-overview.md
- Scope and Role: 30-stacks/data-storage/scope-and-role.md
- Interfaces: 30-stacks/data-storage/interfaces.md
- Internal Structure: 30-stacks/data-storage/internal-structure.md
- Operational Behavior: 30-stacks/data-storage/operational-behavior.md
- Implementation Notes: 30-stacks/data-storage/implementation-notes.md
- Backtesting:
- Overview: 30-stacks/backtesting/backtesting-overview.md
- Scope and Role: 30-stacks/backtesting/scope-and-role.md
- Interfaces: 30-stacks/backtesting/interfaces.md
- Internal Structure: 30-stacks/backtesting/internal-structure.md
- Operational Behavior: 30-stacks/backtesting/operational-behavior.md
- Implementation Notes: 30-stacks/backtesting/implementation-notes.md
- Live:
- Overview: 30-stacks/live/live-overview.md
- Scope and Role: 30-stacks/live/scope-and-role.md
- Interfaces: 30-stacks/live/interfaces.md
- Internal Structure: 30-stacks/live/internal-structure.md
- Operational Behavior: 30-stacks/live/operational-behavior.md
- Implementation Notes: 30-stacks/live/implementation-notes.md
- Analysis:
- Overview: 30-stacks/analysis/analysis-overview.md
- Scope and Role: 30-stacks/analysis/scope-and-role.md
- Interfaces: 30-stacks/analysis/interfaces.md
- Internal Structure: 30-stacks/analysis/internal-structure.md
- Operational Behavior: 30-stacks/analysis/operational-behavior.md
- Implementation Notes: 30-stacks/analysis/implementation-notes.md
- Monitoring:
- Overview: 30-stacks/monitoring/monitoring-overview.md
- Scope and Role: 30-stacks/monitoring/scope-and-role.md
- Interfaces: 30-stacks/monitoring/interfaces.md
- Internal Structure: 30-stacks/monitoring/internal-structure.md
- Operational Behavior: 30-stacks/monitoring/operational-behavior.md
- Implementation Notes: 30-stacks/monitoring/implementation-notes.md
# - Operations:
# - Overview: 40-operations/operations-overview.md
# - Monitoring: 40-operations/monitoring.md
# - Recovery Model: 40-operations/recovery-model.md
# - Incident Model: 40-operations/incident-model.md
# - Backtesting:
# - Overview: 40-operations/backtesting/backtesting-operations-overview.md
# - Experiment Model: 40-operations/backtesting/experiment-model.md
# - Segment Sweep Structure: 40-operations/backtesting/segment-sweep-structure.md
# - Result Manifests: 40-operations/backtesting/result-manifests.md
# - Argo DAG: 40-operations/backtesting/argo-dag.md
# - Live:
# - Overview: 40-operations/live/live-operations-overview.md
# - Session Model: 40-operations/live/session-model.md
# - Deployment Control: 40-operations/live/deployment-control.md
# - Execution Supervision: 40-operations/live/execution-supervision.md
# - Live Artifacts: 40-operations/live/live-artifacts.md
# - Runbooks:
# - Overview: 40-operations/runbooks/runbooks-overview.md
# - Evolution:
# - Milestones: 50-evolution/milestones.md
# - Roadmap: 50-evolution/roadmap.md
# - Scaling Vision: 50-evolution/scaling-vision.md
# - Development Logs:
# - Overview: 50-evolution/dev-logs/dev-logs-overview.md