Trading Engine — How Aurono Executes Trades

This page explains how the Aurono trading engine works internally.

It describes exactly how prices are evaluated, orders are constructed, filled, and accounted for.

This page is intentionally detailed.

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What Aurono Is (and Is Not)

Aurono is a local execution engine that trades on your behalf using rules you define.

Aurono:

• Monitors price candles
• Evaluates strategy rules
• Sends limit orders to your exchange
• Tracks actual execution results
• Updates balances, allocation, and average cost base
• Displays everything transparently in the dashboard

Aurono:

• Never holds your funds
• Never predicts prices
• Never reacts to live price noise
• Never changes your rules

Your exchange always holds your money.

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High-Level Execution Flow

1. You define a strategy
2. Aurono monitors market candles
3. A rule is met at candle close
4. Aurono calculates a deterministic limit price
5. Aurono calculates an order amount
6. Aurono sends a limit order to the exchange
7. The exchange executes the order
8. Aurono fetches the actual fill price
9. Aurono corrects balances and allocation
10. The dashboard is updated

Everything is rule-driven and repeatable.

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Strategy Example

• Pair: SOL / EUR
• Timeframe: 4h
• Buy trigger: −2.5%
• Sell trigger: +2.1%
• Buy amount: €20
• Sell amount: €20
• Allocated capital: €200

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Candle Evaluation

Aurono evaluates only fully closed candles.

Example:

• Open: €120.00
• Close: €115.80
• Change: −3.5%

Because −3.5% is below the −2.5% buy trigger, the buy condition is met.

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Deterministic Price Calculation

Aurono uses a fixed formula based on the open price of the last closed candle.

BUY limit price

limit_price = open_price × (1 + drop_trigger)

Example:

• Open: €120.00
• Drop trigger: −2.5%
• Limit price: €117.00

SELL limit price

limit_price = open_price × (1 + rise_trigger)

Example:

• Open: €120.00
• Rise trigger: +2.1%
• Limit price: €122.52

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Amount Calculation

Aurono calculates the order amount using the exchange’s current ticker price at the moment the strategy fires.

amount = eur_amount / ticker_price

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What the Ticker Price Is

The ticker price is the exchange’s most recent traded price for the selected trading pair.

It represents:

• The latest known market price
• A realistic reference for sizing an order
• A value provided directly by the exchange API

Aurono retrieves the ticker price at execution time, not from candle data.

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Why Aurono Uses the Ticker Price for Amount Calculation

Aurono deliberately separates price determination from amount sizing.

• The limit price is derived from candle data
• The amount is derived from the current ticker price

This design ensures:

• The configured EUR amount translates into a realistic crypto size
• Order sizes reflect current market conditions
• Precision and balance errors are avoided

Using the ticker price prevents situations where:

• The order amount is too large due to outdated candle prices
• The exchange rejects the order due to insufficient balance
• The strategy’s EUR accounting drifts over time

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Important Distinction

The ticker price is not used to decide whether to trade.
It is used only to calculate how much to trade.

Aurono:

• Evaluates rules using closed candles
• Calculates limit prices using candle open prices
• Uses the ticker price only for amount sizing

These responsibilities are intentionally separated.

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Resulting Behavior

Because of this approach:

• The order amount is fixed
• The limit price is fixed
• The exchange may fill the order at a better price
• The executed amount never changes

Any difference between the assumed limit price and the actual fill price is corrected after execution.

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Key Takeaway

The ticker price is used to size orders accurately in today’s market,
while candle prices are used to keep strategy logic deterministic.

This separation keeps Aurono:

• Predictable
• Precise
• Exchange-compatible
• Accounting-correct

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Post-Execution Correction

Aurono retrieves the actual fill price and corrects allocation.

Example:

• Limit price: €117.00
• Fill price: €116.50
• Amount: 0.17094017 SOL

Refund: (117.00 − 116.50) × amount ≈ €0.07

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Average Cost Base & P&L

Aurono stores:

• Actual execution price
• Actual executed amount

All calculations for:

• ACB
• Balance
• Portfolio value
• P&L

Use actual fill prices, never assumed ones.

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Key Takeaway

Aurono is deterministic, rule-based, capital-preserving, and auditable.

Your exchange holds the funds.
Aurono only executes your strategy — safely and predictably.