Overview

A strategy in Virtufin is the pair of morphisms (decide, execute) modelled coalgebraically (see the behaviour spec). This devkit provides the decide bridge and its supporting types.

The coalgebra

decide is an IDecide<TState, TMarket, TPortfolio, TAction>:

public interface IDecide<TState, TMarket, TPortfolio, TAction>
    : IProcess<TState, (TMarket, TPortfolio), TAction[]>
    where TState : IStrategyState
    where TMarket : IMarketEvent
    where TPortfolio : IPortfolioState
    where TAction : ITradeAction
{ }

• TState — hidden indicator state (the strategy owns it; the driver threads it, never the caller).
• TMarket — the market observation (raw feed events or derived signals like candles, VWAP, volatility).
• TPortfolio — the folded holdings the strategy observes — the loop's feedback edge: fills fold into positions, positions feed the next decision.
• TAction[] — zero or more intents emitted per observation.

The three packages

Package	Role	Depends on
Virtufin.Strategy.DevKit	runtime: StrategyWorkerBase, ConfigResolution, PortfolioState/PortfolioAlgebra	.Events, Core, Base, Worker.DevKit
Virtufin.Strategy.DevKit.Events	wire mapping: mappers, enrichment, AmountJson	Core, Base
Virtufin.Strategy.DevKit.Indicators	indicators: SimpleMovingAverage	—

The bridge (StrategyWorkerBase) implements the DevKit worker contract (IWorker.ProcessAsync(CloudEvent)) on top of any IDecide, dispatching each CloudEvent by type, folding position events into the portfolio, stepping market events through decide, and encoding the resulting actions into a response CloudEvent.

Next: Strategy Author Guide.