Codon API Reference

lrvx Codon bindings provide a Python-like API compiled to native code via the Codon compiler.

Modules

Module	Description
lrvx.strategy	Strategy base class for event-driven strategies
lrvx.types	Core types: Price, Quantity, TradeData, SymbolContext
lrvx.indicators	Technical indicators (batch and streaming)
lrvx.runner	Runner, BacktestRunner, Signal
lrvx.backtest	SimulatedExecutor, BacktestResult, BacktestStats, Engine, SignalBuilder
lrvx.tools	Order books, position tracking, profiles, data I/O, statistics, segment ops

The modules above have reference pages. codon/lrvx/ ships 24 modules in total; the rest have no page yet — read the source under codon/lrvx/:

Module	Description
lrvx.context	SymbolContext — used in the quick start below
lrvx.bar_dispatch	Bar dispatch recording
lrvx.composite	Composite order logic
lrvx.delta_book	Delta book encode / replay
lrvx.engine	Live engine handle
lrvx.execution_algos	Execution algorithms
lrvx.fee_schedule	Fee schedules
lrvx.feed_clock	Multi-feed clock
lrvx.funding_schedule	Funding schedules
lrvx.graph	Indicator graph
lrvx.latency	Latency models and distributions
lrvx.live_queue_position	Live queue-position tracking
lrvx.order_group	Order grouping
lrvx.portfolio_risk	Portfolio-level risk
lrvx.rate_limit	Rate-limit policies
lrvx.run_trace	Run recording and trace reading
lrvx.tape_diff	Tape diffing
lrvx.targets	Forward-looking labels (research only)

Quick Start

from lrvx.strategy import Strategy
from lrvx.context import SymbolContext
from lrvx.types import TradeData

class MyStrategy(Strategy):
    def on_trade(self, ctx: SymbolContext, trade: TradeData):
        if trade.price.to_double() > 100.0:
            self.emit_market_buy(self._symbols[0], 1.0)

Compile with:

codon build -exe -o my_strategy -llrvx_capi my_strategy.codon

Architecture

Codon strategies call the C API (liblrvx_capi.so) via Codon's C FFI. Strategy callbacks are compiled to native code via Codon's C FFI.

See Codon Bindings guide for build instructions.