Architecture Dependency Map — Nexus Scalp Engine (NSE)

Maintained per the MASTER MULTI-AGENT CONTRACT §9 (see agents/multi-agent-git-contract.md).
Describes actual subsystem relationships (verified against executable code; see agents/skill.md for the full inventory).
Every edge documents: contract, direction, expected data, safety guarantees.

Canonical high-level flow

text

MT5
  │  (tick/order/position/account events)
  ▼
MT5 Adapter / Providers            [ports: IMT5Port; adapters: mt5/, paper/, remote]
  │  (normalized events)
  ▼
LiveEngine (async event loop)      [src/nexus_scalp/application/live_engine.py]
  ├─ Feature Engine                [features/scalp_features.py → FEATURE_VECTOR_50D]
  ├─ Model Runtime                 [models/scalp_net.py → MODEL_MANIFEST; Champion/Challenger]
  ├─ News Context                  [news/ → NEWS_CONTEXT]
  ├─ Experience Gate               [experience/ → TRADE_OUTCOME / EXIT_CLASSIFICATION]
  ├─ RiskEngine                    [risk/risk_engine.py → risk boundaries, INV-003]
  └─ OrderManager                  [execution/order_manager.py → TRADE_EXECUTION_CONTEXT, INV-004]
        │
        ▼
   Execution Outcome               [broker fills; parent-child lineage, INV-005/006]
        │
        ▼
Ledger Experience + Accounting     [artifacts/audit.db; accounting/ → ACCOUNTING_SNAPSHOT]
        │
        ▼
Research / Backtest                [research/ + strategies/ → STRATEGY_CANDIDATE / RESEARCH_RESULT]
        │
        ▼
Dashboard / Telegram               [web/ + Web/ → UI_STATE; telegram read-only, INV-010]

Edge contracts

Edge	Contract	Direction	Expected data	Safety guarantees
MT5 → Adapters	MT5_BROKER_SNAPSHOT	broker → engine	ticks, rates, positions, orders, account	broker truth precedence (INV-011)
Adapters → LiveEngine	normalized events	adapter → app	normalized ticks/bars	no sync DB on tick path (INV-001)
LiveEngine → Features	FEATURE_VECTOR_50D	app → features	50 floats, finite, [-3,3]	schema-controlled ordering (INV-009)
LiveEngine → Model	MODEL_MANIFEST	app → models	(Batch,50) → 4 logits	Champion never overwritten
News → LiveEngine	NEWS_CONTEXT	news → app	context bundle	cache-only on hot path
LiveEngine → RiskEngine	proposal → risk	app → risk	TradeProposal	authoritative risk boundaries (INV-003)
RiskEngine → OrderManager	sized proposal	risk → execution	lot, SL/TP, margin-safe	HARD_MAX_LOTS / MAX_TOTAL_EXPOSURE
OrderManager → Broker	TRADE_EXECUTION_CONTEXT	execution → MT5	orders/fills	parent-child lineage (INV-005)
Execution → Ledger/Accounting	TRADE_OUTCOME / EXIT_CLASSIFICATION	execution → audit.db	outcomes, classifications	UNKNOWN stays UNKNOWN (INV-012)
Ledger → Research	RESEARCH_RESULT	audit.db → research	experiences/outcomes	historical experience immutable (INV-007)
Ledger → Dashboard/Telegram	ACCOUNTING_SNAPSHOT / UI_STATE	audit.db → web	snapshots, reports	telegram read-only (INV-010)

Ownership (contract §3)

LiveEngine → Hermes-Runtime · OrderManager/Execution → Hermes-Execution · RiskEngine → Hermes-Risk · MT5 Adapter/Providers → Hermes-MT5 · Experience/Learning → Hermes-Learning · Research/Backtesting → Hermes-Research · News → Hermes-News · Accounting → Hermes-Accounting · Model → Hermes-Model · Web/Dashboard → Hermes-UI · Release → Hermes-Release. Cross-owner changes MUST be tagged CROSS-OWNER CHANGE with justification.