Lumis documentation

Lumis is an algorithmic trading platform for Windows with isolated strategy execution. It lets trading teams run independent strategies against supported broker backends while keeping failures contained to the affected strategy process. Launch backends: Alpaca and Interactive Brokers.

Status: early access.

See the Lumis product page for the commercial model.

Official launch-backend references: Alpaca API docs and Interactive Brokers TWS API docs.

Contents

Documentation for Lumis is added as sections stabilise during early access. Sections marked (in preparation) are not published yet; the links lead to a placeholder page and can be scoped via procurement.

Architecture overview (in preparation)

The platform-and-strategy separation: strategies run in an isolated host process and communicate with the platform over ring-buffer IPC. Strategy crashes are isolated from the platform process at the IPC boundary. This section documents the process model, the IPC transport, and the lifetime contracts between the platform and a strategy instance.

Backend-capability note (in preparation)

Lumis does not hard-wire the platform to one market, asset class, or order model; these are defined by the selected backend. This section documents the backend interface contract - what a backend must expose, how order types are declared, and how asset classes are resolved - so that a prospective integration can be reviewed before it is used.

Launch-backend matrix (in preparation)

Per-backend feature matrix. At launch: Alpaca and Interactive Brokers. Each backend entry lists supported markets, asset classes, and order types.

Strategy API header (in preparation)

The C ABI header and reference documentation for the strategy-side interface. Covers the callbacks a strategy must implement, the data types exchanged with the platform, and the versioning policy of the ABI.

Sample strategy (in preparation)

A minimal sample strategy, source-level, that implements the strategy-API callbacks against a published Lumis version. Illustrates the crash-isolation boundary and the basic order lifecycle.

Strategy-authoring guide (in preparation)

Step-by-step guide for writing, building, and loading a strategy. Drafting-level material is distributed through the commercial channel to early-access licensees while this section is in preparation.

Changelog

Release-by-release changelog for Lumis.

Evaluation path

Lumis is in early access. Product evaluation proceeds via procurement; evaluation-licence requests use the subject line [Product evaluation] Lumis.

Early-access evaluation is appropriate for teams who want to engage during development rather than use a finished product. Support scope during early access is narrower than for established commercial releases and is defined in the commercial licence.

Source repository

Lumis does not have a public source repository at launch. Premium-tier licensees receive the full source tree under the commercial source-available, non-redistributable licence after commercial terms are agreed. See procurement.