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Event-Driven Replay

Status Draft briefPart Simulation and Backtesting

Event-driven replay advances simulated state through a deterministic ordered stream rather than repeatedly sampling snapshots without causal transitions.

Central questions

  • Which clock orders events with equal or conflicting timestamps?
  • When may a strategy observe an event and when may its response arrive?
  • Which random choices must be seeded and recorded?

Planned model

Step exchange events, strategy observations, decisions, outbound messages, and acknowledgements through one priority queue with explicit tie-breaking.