6.2 Architecture on Top of Capture Engine

Conceptual stack:

1. Capture Engine

   • Emits structured opportunities (pair, venues, spread, net profit, etc.).

2. Decision Layer (AI + Rules)

   • Decides:

     • Trade / skip.

     • Size.

     • Route variant (e.g. slippage tolerance, alternative path).

   • Uses:

     • Historical performance of venues and routes.

     • Volatility regime.

     • Current risk usage (drawdown, exposure, etc.).

3. Execution Layer

   • Builds transactions.

   • Routes via RPC / private endpoints.

   • Tunes priority fees.

   • Manages retries, partial fills, failures.

4. Risk Engine

   • Enforces hard constraints:

     • Max % risk per trade.

     • Max daily loss.

     • Max open exposure.

     • Cooldowns after a sequence of losses.

5. Monitoring Layer

   • Tracks:

     • PnL (realized, unrealized).

     • Hit rate vs theoretical edge.

     • Error rates (failed tx, timeouts).

     • Utilization of risk limits.

You can think of Capture Bot as Capture Engine + a narrow OMS/RMS for arbitrage only.