QTSurfer Engine API 0.99.71
API reference for authors of QTSurfer trading strategies and for applications that embed the engine as a library.
This site documents a curated subset of the engine: the types a strategy receives,
calls, extends or has to supply an instance of. Everything else — schedulers,
order routers, exchange adapters, the code generator, the backtest driver — is
implementation detail and is deliberately absent. Nothing outside this reference is
part of the compatibility promise, even where the underlying class happens to be
public in the jar.
Where to start
- Strategies —
com.wualabs.qtsurfer.engine.strategy -
A strategy extends one of the abstract bases —
AbstractTickerStrategy,AbstractKlineStrategyorAbstractFundingRateStrategy— declares its tunables withStrategyProperty, and emitsBuySignalandSellSignal. - Indicators —
com.wualabs.qtsurfer.engine.indicators -
Every indicator implements
RTIndicatorand updates incrementally from aMarketSnapshot. The whole catalogue is public: moving averages, momentum, volatility, volume, statistics and on-chain families, plus the TA-Lib and ta4j bridges. - Market data —
com.wualabs.qtsurfer.engine.core -
Ticker,Kline,FundingRateand theInstrumentmodel (spot, perpetual, dated future). - Backtesting —
com.wualabs.qtsurfer.engine.strategy.backtest.simulation - The fee, slippage and fill models that decide how a simulated order is filled, together with the ready-made implementations to plug into a backtest.
Types are documented at the level at which they are meant to be used. Where an
interface is something the caller supplies — a
FeeModel, an
ExecutionCallback, a
StateStore — the shipped
implementations are documented alongside it. Where an interface is only ever handed
back by the engine, its implementations are not.