Add a new algo strategy

When to use

You are adding a new execution algorithm (e.g., OPPORTUNISTIC, LIQUIDITY-SEEKING) that consumes the parent-order stream and emits child orders.

Inputs needed

• A docker-compose stack running locally so the bus exists (docker compose up -d redpanda)
• Familiarity with the Algo strategies page

Steps

1. Create the strategy file at backend/src/algo/<lowercase-name>-strategy.ts. Pattern to follow: backend/src/algo/twap-strategy.ts is the most digestible reference. Required behaviour:
   • Subscribe to orders.routed for parents that name your strategy
   • Subscribe to orders.filled so you can mark active orders complete
   • Publish to orders.child for each child slice you generate
   • Emit algo.heartbeat every 5s so the frontend's AlgoHeartbeat panel stays green
2. Add a port + env var to compose.yml. Use the next free port in the 5000-range. Add <UPPER>_ALGO_PORT and <UPPER>_ALGO_HOST to the gateway service env block so SVC_PROXY can route to it.
3. Update the params type in frontend/src/types.ts. Add a <Name>Params interface and union member in AlgoParams.
4. Wire the order-ticket UI by adding a strategy option in StrategyParams.tsx. Add a builder branch in OrderTicket/buildAlgoParams.ts.
5. Document in the strategy file's leading JSDoc. The first line becomes the title and the body becomes the description on Algo strategies — picked up automatically by docs/site/scripts/generate-algos.mjs on the next docs build.

Verification

# Unit tests for the new strategy
deno test --allow-all backend/src/tests/algo.unit.test.ts

# Integration smoke (start the algo + submit a parent order)
deno task test:smoke -- --grep "<your-algo>"

# Frontend tests covering the new strategy in OrderTicket
cd frontend && ./node_modules/.bin/vitest run src/components/OrderTicket/

# Docs site rebuild picks up the new algo
cd docs/site && npm run generate

Common pitfalls

• Forgetting the heartbeat — frontend's algo health turns amber after 30s. The base commonHttp.ts helper provides subscribeNewsSignals() and a heartbeat publisher; use them.
• Hardcoding venue selection — child orders should let the EMS choose the venue (see Smart Order Router). Only set venue explicitly if your algo is doing best-price routing like SNIPER.
• Missing tests in deno.json — new test files are not auto-picked-up. Add the path to all three test* task definitions in deno.json.
• Docs auto-gen swallows your description — the algo generator reads the first sentence (split on . <Capital>). Keep the first sentence punchy.