execution-hooks

name	Execution Hooks
description	Pre-trade risk gates and post-trade audit actions for institutional compliance.

Execution Hooks Skill

This skill provides the "Gate Keeper" logic for the Titan system. All trades MUST pass through these hooks to ensure institutional-grade risk management.

1. Pre-Trade Hook Protocol

Before ANY order is sent to MT5, run the pre-trade gate:

python .agent/hooks/pre_trade.py --symbol GOLD --direction BUY --lots 0.1

Checks Performed

Check	Purpose	Block Condition
HEARTBEAT	System health	Status ≠ HEALTHY
MACRO_FILTER	News environment	Verdict = BLOCK
KELLY_SIZING	Position limits	Lots > Kelly × 1.5
TRADING_HOURS	Market calendar	Weekend = True

Response Format

{
  "gate": "PASS" or "BLOCKED",
  "checks": [...],
  "reason": "Explanation if blocked"
}

If gate returns BLOCKED, you MUST:

• Document the blocking reason
• DO NOT proceed with order placement
• Recommend waiting for conditions to clear

---

2. Post-Trade Hook Protocol

After ANY order is filled, run the post-trade actions:

python .agent/hooks/post_trade.py --symbol GOLD --direction BUY --lots 0.1 --entry 2650.0 --filled 2650.5 --ticket 123456

Actions Performed

Action	Purpose
TCA_ANALYSIS	Calculate slippage and assign grade (A/B/C)
AUDIT_LOG	Log to institutional audit trail
ADAPTIVE_EXIT	Register position for dynamic management
NOTIFICATION	Queue alert for monitoring

TCA Grading

Grade	Slippage %	Interpretation
A	< 0.01%	Excellent execution
B	0.01% - 0.05%	Acceptable
C	> 0.05%	Review broker quality

---

3. Integration with Orchestrator

The titan_orchestrator.py automatically calls both hooks when using --action execute:

python titan_orchestrator.py --action execute --symbol GOLD --direction BUY --lots 0.1

This single command:

1. Runs pre-trade gate
2. If PASS, sends order to MT5
3. Runs post-trade actions
4. Returns full execution report

---

Core Tools

• pre_trade.py: Risk gate before order placement
• post_trade.py: TCA and audit after order fill

Dependencies

• mt5_bridge/scripts/heartbeat_monitor.py: For system health
• data_intelligence/scripts/macro_context.py: For news filter
• factor_risk/scripts/dynamic_kelly_allocator.py: For sizing limits
• mt5_bridge/scripts/audit_trail_manager.py: For logging