# Algorithm Configuration and Parameterization System Design

## Overview

This document details the implementation of a comprehensive algorithm configuration and parameterization system for the Order Management System (OMS), which provides centralized management of algorithm parameters, configuration validation, dynamic updates, and seamless integration with all algorithmic execution strategies.

## System Architecture

### Core Components
1. **Algorithm Configuration Manager**: Centralized configuration management
2. **Configuration Repository**: Persistent storage of configurations
3. **Configuration Validator**: Validation of configuration parameters
4. **Configuration Monitor**: Real-time monitoring of configuration changes
5. **Algorithm Parameter Provider**: Interface for algorithms to access parameters
6. **Configuration API**: RESTful API for external configuration management

## Configuration Models

### Base Configuration Interface
```csharp
/// <summary>
/// Base interface for all algorithm configurations
/// </summary>
public interface IAlgorithmConfig
{
    /// <summary>
    /// Unique identifier for this configuration
    /// </summary>
    string Id { get; set; }
    
    /// <summary>
    /// Name of this configuration
    /// </summary>
    string Name { get; set; }
    
    /// <summary>
    /// Description of this configuration
    /// </summary>
    string Description { get; set; }
    
    /// <summary>
    /// Whether this configuration is active
    /// </summary>
    bool IsActive { get; set; }
    
    /// <summary>
    /// Algorithm type this configuration applies to
    /// </summary>
    string AlgorithmType { get; set; }
    
    /// <summary>
    /// When this configuration was created
    /// </summary>
    DateTime CreatedAt { get; set; }
    
    /// <summary>
    /// When this configuration was last updated
    /// </summary>
    DateTime UpdatedAt { get; set; }
    
    /// <summary>
    /// Version of this configuration
    /// </summary>
    int Version { get; set; }
    
    /// <summary>
    /// Tags associated with this configuration
    /// </summary>
    Dictionary<string, string> Tags { get; set; }
}
```

### Algorithm Configuration Base
```csharp
/// <summary>
/// Base class for algorithm configurations
/// </summary>
public abstract record AlgorithmConfigBase : IAlgorithmConfig
{
    public string Id { get; set; } = Guid.NewGuid().ToString();
    public string Name { get; set; } = "Default Algorithm Configuration";
    public string Description { get; set; } = "Default configuration for algorithm";
    public bool IsActive { get; set; } = true;
    public string AlgorithmType { get; set; } = "Generic";
    public DateTime CreatedAt { get; set; } = DateTime.UtcNow;
    public DateTime UpdatedAt { get; set; } = DateTime.UtcNow;
    public int Version { get; set; } = 1;
    public Dictionary<string, string> Tags { get; set; } = new Dictionary<string, string>();
    
    /// <summary>
    /// Validate this configuration
    /// </summary>
    public abstract ValidationResult Validate();
    
    /// <summary>
    /// Clone this configuration
    /// </summary>
    public abstract AlgorithmConfigBase Clone();
}
```

### TWAP Configuration
```csharp
/// <summary>
/// Configuration for TWAP algorithm
/// </summary>
public record TwapConfig : AlgorithmConfigBase
{
    public TwapConfig()
    {
        AlgorithmType = "TWAP";
        Name = "TWAP Configuration";
        Description = "Configuration for Time Weighted Average Price algorithm";
    }
    
    /// <summary>
    /// Default execution duration
    /// </summary>
    public TimeSpan DefaultDuration { get; set; } = TimeSpan.FromMinutes(30);
    
    /// <summary>
    /// Default interval between orders
    /// </summary>
    public int DefaultIntervalSeconds { get; set; } = 60;
    
    /// <summary>
    /// Whether to enable adaptive slicing based on market conditions
    /// </summary>
    public bool EnableAdaptiveSlicing { get; set; } = false;
    
    /// <summary>
    /// Maximum deviation from scheduled execution time (in seconds)
    /// </summary>
    public int MaxTimeDeviationSeconds { get; set; } = 30;
    
    /// <summary>
    /// Whether to prioritize execution speed over impact reduction
    /// </summary>
    public bool PrioritizeSpeed { get; set; } = false;
    
    /// <summary>
    /// Retry count for failed slice executions
    /// </summary>
    public int MaxRetries { get; set; } = 3;
    
    /// <summary>
    /// Delay between retries (in seconds)
    /// </summary>
    public int RetryDelaySeconds { get; set; } = 5;
    
    /// <summary>
    /// Whether to log detailed execution information
    /// </summary>
    public bool EnableDetailedLogging { get; set; } = false;
    
    /// <summary>
    /// Minimum slice size
    /// </summary>
    public int MinSliceSize { get; set; } = 1;
    
    /// <summary>
    /// Maximum slice size
    /// </summary>
    public int? MaxSliceSize { get; set; }
    
    /// <summary>
    /// Whether to adjust slice sizes based on remaining time
    /// </summary>
    public bool AdjustForRemainingTime { get; set; } = true;
    
    public override ValidationResult Validate()
    {
        var errors = new List<string>();
        
        if (DefaultDuration <= TimeSpan.Zero)
            errors.Add("Default duration must be positive");
            
        if (DefaultIntervalSeconds <= 0)
            errors.Add("Default interval must be positive");
            
        if (MaxTimeDeviationSeconds < 0)
            errors.Add("Max time deviation cannot be negative");
            
        if (MaxRetries < 0)
            errors.Add("Max retries cannot be negative");
            
        if (RetryDelaySeconds < 0)
            errors.Add("Retry delay cannot be negative");
            
        if (MinSliceSize <= 0)
            errors.Add("Min slice size must be positive");
            
        if (MaxSliceSize.HasValue && MaxSliceSize.Value <= 0)
            errors.Add("Max slice size must be positive");
            
        if (MaxSliceSize.HasValue && MaxSliceSize.Value < MinSliceSize)
            errors.Add("Max slice size cannot be less than min slice size");
            
        return new ValidationResult(errors.Count == 0, errors);
    }
    
    public override AlgorithmConfigBase Clone()
    {
        return new TwapConfig
        {
            Id = Id,
            Name = Name,
            Description = Description,
            IsActive = IsActive,
            AlgorithmType = AlgorithmType,
            CreatedAt = CreatedAt,
            UpdatedAt = UpdatedAt,
            Version = Version,
            Tags = new Dictionary<string, string>(Tags),
            DefaultDuration = DefaultDuration,
            DefaultIntervalSeconds = DefaultIntervalSeconds,
            EnableAdaptiveSlicing = EnableAdaptiveSlicing,
            MaxTimeDeviationSeconds = MaxTimeDeviationSeconds,
            PrioritizeSpeed = PrioritizeSpeed,
            MaxRetries = MaxRetries,
            RetryDelaySeconds = RetryDelaySeconds,
            EnableDetailedLogging = EnableDetailedLogging,
            MinSliceSize = MinSliceSize,
            MaxSliceSize = MaxSliceSize,
            AdjustForRemainingTime = AdjustForRemainingTime
        };
    }
    
    public static TwapConfig Default => new TwapConfig();
}
```

### VWAP Configuration
```csharp
/// <summary>
/// Configuration for VWAP algorithm
/// </summary>
public record VwapConfig : AlgorithmConfigBase
{
    public VwapConfig()
    {
        AlgorithmType = "VWAP";
        Name = "VWAP Configuration";
        Description = "Configuration for Volume Weighted Average Price algorithm";
    }
    
    /// <summary>
    /// Default participation rate
    /// </summary>
    public double DefaultParticipationRate { get; set; } = 0.1;
    
    /// <summary>
    /// Default check interval (in seconds)
    /// </summary>
    public int DefaultCheckIntervalSeconds { get; set; } = 30;
    
    /// <summary>
    /// Whether to enable adaptive participation based on market conditions
    /// </summary>
    public bool EnableAdaptiveParticipation { get; set; } = false;
    
    /// <summary>
    /// Maximum participation rate to prevent excessive market impact
    /// </summary>
    public double MaxParticipationRate { get; set; } = 0.25; // 25%
    
    /// <summary>
    /// Minimum participation rate to ensure execution
    /// </summary>
    public double MinParticipationRate { get; set; } = 0.01; // 1%
    
    /// <summary>
    /// Whether to prioritize execution speed over VWAP tracking
    /// </summary>
    public bool PrioritizeSpeed { get; set; } = false;
    
    /// <summary>
    /// Retry count for failed order placements
    /// </summary>
    public int MaxRetries { get; set; } = 3;
    
    /// <summary>
    /// Delay between retries (in seconds)
    /// </summary>
    public int RetryDelaySeconds { get; set; } = 5;
    
    /// <summary>
    /// Whether to use volume prediction models
    /// </summary>
    public bool EnableVolumePrediction { get; set; } = false;
    
    /// <summary>
    /// Whether to log detailed execution information
    /// </summary>
    public bool EnableDetailedLogging { get; set; } = false;
    
    /// <summary>
    /// Minimum order size
    /// </summary>
    public int MinOrderSize { get; set; } = 1;
    
    /// <summary>
    /// Maximum order size
    /// </summary>
    public int? MaxOrderSize { get; set; }
    
    /// <summary>
    /// Aggressiveness factor (0.0 to 1.0)
    /// </summary>
    public double Aggressiveness { get; set; } = 0.5;
    
    public override ValidationResult Validate()
    {
        var errors = new List<string>();
        
        if (DefaultParticipationRate <= 0 || DefaultParticipationRate > 1)
            errors.Add("Default participation rate must be between 0 and 1");
            
        if (DefaultCheckIntervalSeconds <= 0)
            errors.Add("Default check interval must be positive");
            
        if (MaxParticipationRate <= 0 || MaxParticipationRate > 1)
            errors.Add("Max participation rate must be between 0 and 1");
            
        if (MinParticipationRate <= 0 || MinParticipationRate > 1)
            errors.Add("Min participation rate must be between 0 and 1");
            
        if (MinParticipationRate > MaxParticipationRate)
            errors.Add("Min participation rate cannot exceed max participation rate");
            
        if (MaxRetries < 0)
            errors.Add("Max retries cannot be negative");
            
        if (RetryDelaySeconds < 0)
            errors.Add("Retry delay cannot be negative");
            
        if (MinOrderSize <= 0)
            errors.Add("Min order size must be positive");
            
        if (MaxOrderSize.HasValue && MaxOrderSize.Value <= 0)
            errors.Add("Max order size must be positive");
            
        if (MaxOrderSize.HasValue && MaxOrderSize.Value < MinOrderSize)
            errors.Add("Max order size cannot be less than min order size");
            
        if (Aggressiveness < 0 || Aggressiveness > 1)
            errors.Add("Aggressiveness must be between 0 and 1");
            
        return new ValidationResult(errors.Count == 0, errors);
    }
    
    public override AlgorithmConfigBase Clone()
    {
        return new VwapConfig
        {
            Id = Id,
            Name = Name,
            Description = Description,
            IsActive = IsActive,
            AlgorithmType = AlgorithmType,
            CreatedAt = CreatedAt,
            UpdatedAt = UpdatedAt,
            Version = Version,
            Tags = new Dictionary<string, string>(Tags),
            DefaultParticipationRate = DefaultParticipationRate,
            DefaultCheckIntervalSeconds = DefaultCheckIntervalSeconds,
            EnableAdaptiveParticipation = EnableAdaptiveParticipation,
            MaxParticipationRate = MaxParticipationRate,
            MinParticipationRate = MinParticipationRate,
            PrioritizeSpeed = PrioritizeSpeed,
            MaxRetries = MaxRetries,
            RetryDelaySeconds = RetryDelaySeconds,
            EnableVolumePrediction = EnableVolumePrediction,
            EnableDetailedLogging = EnableDetailedLogging,
            MinOrderSize = MinOrderSize,
            MaxOrderSize = MaxOrderSize,
            Aggressiveness = Aggressiveness
        };
    }
    
    public static VwapConfig Default => new VwapConfig();
}
```

### Iceberg Configuration
```csharp
/// <summary>
/// Configuration for Iceberg algorithm
/// </summary>
public record IcebergConfig : AlgorithmConfigBase
{
    public IcebergConfig()
    {
        AlgorithmType = "Iceberg";
        Name = "Iceberg Configuration";
        Description = "Configuration for Iceberg order algorithm";
    }
    
    /// <summary>
    /// Default visible quantity as percentage of total quantity
    /// </summary>
    public double DefaultVisiblePercentage { get; set; } = 0.1; // 10%
    
    /// <summary>
    /// Default placement delay (in milliseconds)
    /// </summary>
    public int DefaultPlacementDelayMs { get; set; } = 1000;
    
    /// <summary>
    /// Whether to enable adaptive visibility based on market conditions
    /// </summary>
    public bool EnableAdaptiveVisibility { get; set; } = false;
    
    /// <summary>
    /// Maximum visible quantity as percentage of total quantity
    /// </summary>
    public double MaxVisiblePercentage { get; set; } = 0.25; // 25%
    
    /// <summary>
    /// Minimum visible quantity as percentage of total quantity
    /// </summary>
    public double MinVisiblePercentage { get; set; } = 0.01; // 1%
    
    /// <summary>
    /// Whether to prioritize execution speed over impact reduction
    /// </summary>
    public bool PrioritizeSpeed { get; set; } = false;
    
    /// <summary>
    /// Retry count for failed order placements
    /// </summary>
    public int MaxRetries { get; set; } = 3;
    
    /// <summary>
    /// Delay between retries (in milliseconds)
    /// </summary>
    public int RetryDelayMs { get; set; } = 5000;
    
    /// <summary>
    /// Whether to use market depth analysis for visibility adjustment
    /// </summary>
    public bool EnableMarketDepthAnalysis { get; set; } = false;
    
    /// <summary>
    /// Whether to log detailed execution information
    /// </summary>
    public bool EnableDetailedLogging { get; set; } = false;
    
    /// <summary>
    /// Minimum visible quantity
    /// </summary>
    public int MinVisibleQuantity { get; set; } = 1;
    
    /// <summary>
    /// Maximum visible quantity
    /// </summary>
    public int? MaxVisibleQuantity { get; set; }
    
    /// <summary>
    /// Whether to automatically replenish visible quantity
    /// </summary>
    public bool AutoReplenish { get; set; } = true;
    
    /// <summary>
    /// Aggressiveness factor (0.0 to 1.0)
    /// </summary>
    public double Aggressiveness { get; set; } = 0.5;
    
    public override ValidationResult Validate()
    {
        var errors = new List<string>();
        
        if (DefaultVisiblePercentage <= 0 || DefaultVisiblePercentage > 1)
            errors.Add("Default visible percentage must be between 0 and 1");
            
        if (DefaultPlacementDelayMs < 0)
            errors.Add("Default placement delay cannot be negative");
            
        if (MaxVisiblePercentage <= 0 || MaxVisiblePercentage > 1)
            errors.Add("Max visible percentage must be between 0 and 1");
            
        if (MinVisiblePercentage <= 0 || MinVisiblePercentage > 1)
            errors.Add("Min visible percentage must be between 0 and 1");
            
        if (MinVisiblePercentage > MaxVisiblePercentage)
            errors.Add("Min visible percentage cannot exceed max visible percentage");
            
        if (MaxRetries < 0)
            errors.Add("Max retries cannot be negative");
            
        if (RetryDelayMs < 0)
            errors.Add("Retry delay cannot be negative");
            
        if (MinVisibleQuantity <= 0)
            errors.Add("Min visible quantity must be positive");
            
        if (MaxVisibleQuantity.HasValue && MaxVisibleQuantity.Value <= 0)
            errors.Add("Max visible quantity must be positive");
            
        if (MaxVisibleQuantity.HasValue && MaxVisibleQuantity.Value < MinVisibleQuantity)
            errors.Add("Max visible quantity cannot be less than min visible quantity");
            
        if (Aggressiveness < 0 || Aggressiveness > 1)
            errors.Add("Aggressiveness must be between 0 and 1");
            
        return new ValidationResult(errors.Count == 0, errors);
    }
    
    public override AlgorithmConfigBase Clone()
    {
        return new IcebergConfig
        {
            Id = Id,
            Name = Name,
            Description = Description,
            IsActive = IsActive,
            AlgorithmType = AlgorithmType,
            CreatedAt = CreatedAt,
            UpdatedAt = UpdatedAt,
            Version = Version,
            Tags = new Dictionary<string, string>(Tags),
            DefaultVisiblePercentage = DefaultVisiblePercentage,
            DefaultPlacementDelayMs = DefaultPlacementDelayMs,
            EnableAdaptiveVisibility = EnableAdaptiveVisibility,
            MaxVisiblePercentage = MaxVisiblePercentage,
            MinVisiblePercentage = MinVisiblePercentage,
            PrioritizeSpeed = PrioritizeSpeed,
            MaxRetries = MaxRetries,
            RetryDelayMs = RetryDelayMs,
            EnableMarketDepthAnalysis = EnableMarketDepthAnalysis,
            EnableDetailedLogging = EnableDetailedLogging,
            MinVisibleQuantity = MinVisibleQuantity,
            MaxVisibleQuantity = MaxVisibleQuantity,
            AutoReplenish = AutoReplenish,
            Aggressiveness = Aggressiveness
        };
    }
    
    public static IcebergConfig Default => new IcebergConfig();
}
```

### Global Algorithm Configuration
```csharp
/// <summary>
/// Global configuration for all algorithms
/// </summary>
public record GlobalAlgorithmConfig : AlgorithmConfigBase
{
    public GlobalAlgorithmConfig()
    {
        AlgorithmType = "Global";
        Name = "Global Algorithm Configuration";
        Description = "Global configuration for all algorithmic execution";
    }
    
    /// <summary>
    /// Default algorithm to use when none specified
    /// </summary>
    public string DefaultAlgorithm { get; set; } = "TWAP";
    
    /// <summary>
    /// Whether to enable algorithmic execution by default
    /// </summary>
    public bool EnableAlgorithmicExecution { get; set; } = true;
    
    /// <summary>
    /// Maximum number of concurrent algorithmic executions
    /// </summary>
    public int MaxConcurrentExecutions { get; set; } = 100;
    
    /// <summary>
    /// Timeout for algorithmic executions (in minutes)
    /// </summary>
    public int ExecutionTimeoutMinutes { get; set; } = 1440; // 24 hours
    
    /// <summary>
    /// Whether to enable performance monitoring
    /// </summary>
    public bool EnablePerformanceMonitoring { get; set; } = true;
    
    /// <summary>
    /// Whether to enable detailed logging
    /// </summary>
    public bool EnableDetailedLogging { get; set; } = false;
    
    /// <summary>
    /// Whether to enable configuration caching
    /// </summary>
    public bool EnableConfigurationCaching { get; set; } = true;
    
    /// <summary>
    /// Configuration cache expiration (in minutes)
    /// </summary>
    public int CacheExpirationMinutes { get; set; } = 5;
    
    /// <summary>
    /// Whether to enable configuration versioning
    /// </summary>
    public bool EnableConfigurationVersioning { get; set; } = true;
    
    /// <summary>
    /// Algorithm-specific configurations
    /// </summary>
    public Dictionary<string, AlgorithmConfigBase> AlgorithmSpecificConfigs { get; set; } = 
        new Dictionary<string, AlgorithmConfigBase>();
    
    public override ValidationResult Validate()
    {
        var errors = new List<string>();
        
        if (string.IsNullOrEmpty(DefaultAlgorithm))
            errors.Add("Default algorithm cannot be empty");
            
        if (MaxConcurrentExecutions <= 0)
            errors.Add("Max concurrent executions must be positive");
            
        if (ExecutionTimeoutMinutes <= 0)
            errors.Add("Execution timeout must be positive");
            
        if (CacheExpirationMinutes < 0)
            errors.Add("Cache expiration cannot be negative");
            
        return new ValidationResult(errors.Count == 0, errors);
    }
    
    public override AlgorithmConfigBase Clone()
    {
        return new GlobalAlgorithmConfig
        {
            Id = Id,
            Name = Name,
            Description = Description,
            IsActive = IsActive,
            AlgorithmType = AlgorithmType,
            CreatedAt = CreatedAt,
            UpdatedAt = UpdatedAt,
            Version = Version,
            Tags = new Dictionary<string, string>(Tags),
            DefaultAlgorithm = DefaultAlgorithm,
            EnableAlgorithmicExecution = EnableAlgorithmicExecution,
            MaxConcurrentExecutions = MaxConcurrentExecutions,
            ExecutionTimeoutMinutes = ExecutionTimeoutMinutes,
            EnablePerformanceMonitoring = EnablePerformanceMonitoring,
            EnableDetailedLogging = EnableDetailedLogging,
            EnableConfigurationCaching = EnableConfigurationCaching,
            CacheExpirationMinutes = CacheExpirationMinutes,
            EnableConfigurationVersioning = EnableConfigurationVersioning,
            AlgorithmSpecificConfigs = new Dictionary<string, AlgorithmConfigBase>(
                AlgorithmSpecificConfigs.Select(kvp => new KeyValuePair<string, AlgorithmConfigBase>(
                    kvp.Key, kvp.Value.Clone())))
        };
    }
    
    public static GlobalAlgorithmConfig Default => new GlobalAlgorithmConfig();
}
```

### Validation Models
```csharp
/// <summary>
/// Result of configuration validation
/// </summary>
public record ValidationResult
{
    public bool IsValid { get; set; }
    public List<string> Errors { get; set; } = new List<string>();
    public List<string> Warnings { get; set; } = new List<string>();
    
    public ValidationResult(bool isValid, List<string> errors = null, List<string> warnings = null)
    {
        IsValid = isValid;
        Errors = errors ?? new List<string>();
        Warnings = warnings ?? new List<string>();
    }
}

/// <summary>
/// Configuration change notification
/// </summary>
public record ConfigurationChangeNotification
{
    public string ConfigId { get; set; }
    public string ConfigName { get; set; }
    public string AlgorithmType { get; set; }
    public DateTime ChangeTime { get; set; } = DateTime.UtcNow;
    public string ChangedBy { get; set; }
    public Dictionary<string, object> ChangedProperties { get; set; } = new Dictionary<string, object>();
    public string Reason { get; set; }
}
```

## Configuration Management System

### Algorithm Configuration Manager
```csharp
/// <summary>
/// Manages algorithm configurations
/// </summary>
public class AlgorithmConfigurationManager
{
    private readonly ILogger<AlgorithmConfigurationManager> _logger;
    private readonly IAlgorithmConfigRepository _configRepository;
    private readonly IConfigurationCache _configCache;
    private readonly IConfigurationValidator _configValidator;
    private readonly IConfigurationMonitor _configMonitor;
    private readonly GlobalAlgorithmConfig _globalConfig;
    private readonly Dictionary<string, AlgorithmConfigBase> _algorithmConfigs;
    private readonly object _lock = new object();
    
    public AlgorithmConfigurationManager(
        ILogger<AlgorithmConfigurationManager> logger,
        IAlgorithmConfigRepository configRepository,
        IConfigurationCache configCache,
        IConfigurationValidator configValidator,
        IConfigurationMonitor configMonitor)
    {
        _logger = logger ?? throw new ArgumentNullException(nameof(logger));
        _configRepository = configRepository ?? throw new ArgumentNullException(nameof(configRepository));
        _configCache = configCache ?? throw new ArgumentNullException(nameof(configCache));
        _configValidator = configValidator ?? throw new ArgumentNullException(nameof(configValidator));
        _configMonitor = configMonitor ?? throw new ArgumentNullException(nameof(configMonitor));
        
        _algorithmConfigs = new Dictionary<string, AlgorithmConfigBase>();
        
        // Load initial configurations
        LoadConfigurationsAsync().Wait();
        
        // Get global configuration
        _globalConfig = GetGlobalConfigAsync().Result ?? GlobalAlgorithmConfig.Default;
    }
    
    /// <summary>
    /// Get global algorithm configuration
    /// </summary>
    public async Task<GlobalAlgorithmConfig> GetGlobalConfigAsync()
    {
        var config = await GetConfigurationAsync<GlobalAlgorithmConfig>("global-algorithm-config");
        return config ?? GlobalAlgorithmConfig.Default;
    }
    
    /// <summary>
    /// Update global algorithm configuration
    /// </summary>
    public async Task UpdateGlobalConfigAsync(GlobalAlgorithmConfig config)
    {
        if (config == null) throw new ArgumentNullException(nameof(config));
        
        // Validate configuration
        var validationResult = config.Validate();
        if (!validationResult.IsValid)
        {
            throw new ArgumentException($"Invalid global configuration: {string.Join("; ", validationResult.Errors)}");
        }
        
        config.Id = "global-algorithm-config";
        config.Name = "Global Algorithm Configuration";
        config.Description = "Global configuration for all algorithmic execution";
        config.AlgorithmType = "Global";
        config.UpdatedAt = DateTime.UtcNow;
        config.Version++;
        
        await UpdateConfigurationAsync(config);
        _logger.LogInformation("Global algorithm configuration updated");
    }
    
    /// <summary>
    /// Get TWAP configuration
    /// </summary>
    public async Task<TwapConfig> GetTwapConfigAsync()
    {
        var config = await GetConfigurationAsync<TwapConfig>("twap-config");
        return config ?? TwapConfig.Default;
    }
    
    /// <summary>
    /// Update TWAP configuration
    /// </summary>
    public async Task UpdateTwapConfigAsync(TwapConfig config)
    {
        if (config == null) throw new ArgumentNullException(nameof(config));
        
        // Validate configuration
        var validationResult = config.Validate();
        if (!validationResult.IsValid)
        {
            throw new ArgumentException($"Invalid TWAP configuration: {string.Join("; ", validationResult.Errors)}");
        }
        
        config.Id = "twap-config";
        config.Name = "TWAP Configuration";
        config.Description = "Configuration for Time Weighted Average Price algorithm";
        config.AlgorithmType = "TWAP";
        config.UpdatedAt = DateTime.UtcNow;
        config.Version++;
        
        await UpdateConfigurationAsync(config);
        _logger.LogInformation("TWAP configuration updated");
    }
    
    /// <summary>
    /// Get VWAP configuration
    /// </summary>
    public async Task<VwapConfig> GetVwapConfigAsync()
    {
        var config = await GetConfigurationAsync<VwapConfig>("vwap-config");
        return config ?? VwapConfig.Default;
    }
    
    /// <summary>
    /// Update VWAP configuration
    /// </summary>
    public async Task UpdateVwapConfigAsync(VwapConfig config)
    {
        if (config == null) throw new ArgumentNullException(nameof(config));
        
        // Validate configuration
        var validationResult = config.Validate();
        if (!validationResult.IsValid)
        {
            throw new ArgumentException($"Invalid VWAP configuration: {string.Join("; ", validationResult.Errors)}");
        }
        
        config.Id = "vwap-config";
        config.Name = "VWAP Configuration";
        config.Description = "Configuration for Volume Weighted Average Price algorithm";
        config.AlgorithmType = "VWAP";
        config.UpdatedAt = DateTime.UtcNow;
        config.Version++;
        
        await UpdateConfigurationAsync(config);
        _logger.LogInformation("VWAP configuration updated");
    }
    
    /// <summary>
    /// Get Iceberg configuration
    /// </summary>
    public async Task<IcebergConfig> GetIcebergConfigAsync()
    {
        var config = await GetConfigurationAsync<IcebergConfig>("iceberg-config");
        return config ?? IcebergConfig.Default;
    }
    
    /// <summary>
    /// Update Iceberg configuration
    /// </summary>
    public async Task UpdateIcebergConfigAsync(IcebergConfig config)
    {
        if (config == null) throw new ArgumentNullException(nameof(config));
        
        // Validate configuration
        var validationResult = config.Validate();
        if (!validationResult.IsValid)
        {
            throw new ArgumentException($"Invalid Iceberg configuration: {string.Join("; ", validationResult.Errors)}");
        }
        
        config.Id = "iceberg-config";
        config.Name = "Iceberg Configuration";
        config.Description = "Configuration for Iceberg order algorithm";
        config.AlgorithmType = "Iceberg";
        config.UpdatedAt = DateTime.UtcNow;
        config.Version++;
        
        await UpdateConfigurationAsync(config);
        _logger.LogInformation("Iceberg configuration updated");
    }
    
    /// <summary>
    /// Get configuration by ID
    /// </summary>
    public async Task<T> GetConfigurationAsync<T>(string configId) where T : class, AlgorithmConfigBase
    {
        if (string.IsNullOrEmpty(configId)) throw new ArgumentException("Config ID required", nameof(configId));
        
        // Check cache first if enabled
        if (_globalConfig.EnableConfigurationCaching)
        {
            var cachedConfig = _configCache.Get<T>(configId);
            if (cachedConfig != null)
            {
                return cachedConfig;
            }
        }
        
        // Load from repository
        var config = await _configRepository.GetConfigurationAsync<T>(configId);
        if (config != null)
        {
            // Cache if enabled
            if (_globalConfig.EnableConfigurationCaching)
            {
                _configCache.Set(configId, config, TimeSpan.FromMinutes(_globalConfig.CacheExpirationMinutes));
            }
        }
        
        return config;
    }
    
    /// <summary>
    /// Update configuration
    /// </summary>
    public async Task UpdateConfigurationAsync<T>(T config) where T : class, AlgorithmConfigBase
    {
        if (config == null) throw new ArgumentNullException(nameof(config));
        if (string.IsNullOrEmpty(config.Id)) throw new ArgumentException("Config ID required", nameof(config));
        
        // Validate configuration
        var validationResult = _configValidator.Validate(config);
        if (!validationResult.IsValid)
        {
            throw new ArgumentException($"Invalid configuration: {string.Join("; ", validationResult.Errors)}");
        }
        
        // Save to repository
        await _configRepository.SaveConfigurationAsync(config);
        
        // Update cache
        if (_globalConfig.EnableConfigurationCaching)
        {
            _configCache.Set(config.Id, config, TimeSpan.FromMinutes(_globalConfig.CacheExpirationMinutes));
        }
        
        // Notify monitors
        var notification = new ConfigurationChangeNotification
        {
            ConfigId = config.Id,
            ConfigName = config.Name,
            AlgorithmType = config.AlgorithmType,
            ChangedBy = "System", // In a real implementation, this would be the user/service that made the change
            ChangedProperties = new Dictionary<string, object> { ["version"] = config.Version },
            Reason = "Configuration updated"
        };
        
        _configMonitor.NotifyConfigurationChanged(notification);
        
        _logger.LogInformation("Configuration {ConfigId} ({ConfigName}) updated for algorithm {AlgorithmType}", 
            config.Id, config.Name, config.AlgorithmType);
    }
    
    /// <summary>
    /// Delete configuration
    /// </summary>
    public async Task DeleteConfigurationAsync(string configId)
    {
        if (string.IsNullOrEmpty(configId)) throw new ArgumentException("Config ID required", nameof(configId));
        
        await _configRepository.DeleteConfigurationAsync(configId);
        
        // Remove from cache
        if (_globalConfig.EnableConfigurationCaching)
        {
            _configCache.Remove(configId);
        }
        
        _logger.LogInformation("Configuration {ConfigId} deleted", configId);
    }
    
    /// <summary>
    /// Get all configurations
    /// </summary>
    public async Task<List<AlgorithmConfigBase>> GetAllConfigurationsAsync()
    {
        return await _configRepository.GetAllConfigurationsAsync();
    }
    
    /// <summary>
    /// Get configurations by algorithm type
    /// </summary>
    public async Task<List<T>> GetConfigurationsByAlgorithmTypeAsync<T>(string algorithmType) where T : class, AlgorithmConfigBase
    {
        if (string.IsNullOrEmpty(algorithmType)) throw new ArgumentException("Algorithm type required", nameof(algorithmType));
        
        return await _configRepository.GetConfigurationsByAlgorithmTypeAsync<T>(algorithmType);
    }
    
    /// <summary>
    /// Validate configuration
    /// </summary>
    public ValidationResult ValidateConfiguration<T>(T config) where T : class, AlgorithmConfigBase
    {
        if (config == null) return new ValidationResult(false, new List<string> { "Configuration is null" });
        
        return _configValidator.Validate(config);
    }
    
    /// <summary>
    /// Load all configurations from repository
    /// </summary>
    private async Task LoadConfigurationsAsync()
    {
        try
        {
            var configs = await _configRepository.GetAllConfigurationsAsync();
            lock (_lock)
            {
                _algorithmConfigs.Clear();
                foreach (var config in configs)
                {
                    _algorithmConfigs[config.Id] = config;
                }
            }
            
            _logger.LogInformation("Loaded {Count} algorithm configurations", configs.Count);
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, "Error loading algorithm configurations");
            throw;
        }
    }
    
    /// <summary>
    /// Reload configurations from repository
    /// </summary>
    public async Task ReloadConfigurationsAsync()
    {
        await LoadConfigurationsAsync();
        _logger.LogInformation("Algorithm configurations reloaded");
    }
    
    /// <summary>
    /// Subscribe to configuration changes
    /// </summary>
    public void SubscribeToConfigurationChanges(Action<ConfigurationChangeNotification> callback)
    {
        if (callback == null) throw new ArgumentNullException(nameof(callback));
        
        _configMonitor.ConfigurationChanged += (sender, args) => callback(args.Notification);
    }
}
```

### Configuration Repository Interface
```csharp
/// <summary>
/// Repository for algorithm configuration storage and retrieval
/// </summary>
public interface IAlgorithmConfigRepository
{
    /// <summary>
    /// Get a configuration by ID
    /// </summary>
    Task<T> GetConfigurationAsync<T>(string configId) where T : class, AlgorithmConfigBase;
    
    /// <summary>
    /// Save a configuration
    /// </summary>
    Task SaveConfigurationAsync<T>(T config) where T : class, AlgorithmConfigBase;
    
    /// <summary>
    /// Delete a configuration
    /// </summary>
    Task DeleteConfigurationAsync(string configId);
    
    /// <summary>
    /// Get all configurations
    /// </summary>
    Task<List<AlgorithmConfigBase>> GetAllConfigurationsAsync();
    
    /// <summary>
    /// Get configurations by algorithm type
    /// </summary>
    Task<List<T>> GetConfigurationsByAlgorithmTypeAsync<T>(string algorithmType) where T : class, AlgorithmConfigBase;
    
    /// <summary>
    /// Get configuration history
    /// </summary>
    Task<List<AlgorithmConfigBase>> GetConfigurationHistoryAsync(string configId);
}
```

### Configuration Cache Interface
```csharp
/// <summary>
/// Cache for algorithm configurations
/// </summary>
public interface IConfigurationCache
{
    /// <summary>
    /// Get a configuration from cache
    /// </summary>
    T Get<T>(string key) where T : class, AlgorithmConfigBase;
    
    /// <summary>
    /// Set a configuration in cache
    /// </summary>
    void Set<T>(string key, T value, TimeSpan expiration) where T : class, AlgorithmConfigBase;
    
    /// <summary>
    /// Remove a configuration from cache
    /// </summary>
    void Remove(string key);
    
    /// <summary>
    /// Clear all configurations from cache
    /// </summary>
    void Clear();
}
```

### Configuration Validator Interface
```csharp
/// <summary>
/// Validates algorithm configurations
/// </summary>
public interface IConfigurationValidator
{
    /// <summary>
    /// Validate a configuration
    /// </summary>
    ValidationResult Validate<T>(T config) where T : class, AlgorithmConfigBase;
}
```

### Configuration Monitor Interface
```csharp
/// <summary>
/// Monitors configuration changes
/// </summary>
public interface IConfigurationMonitor
{
    /// <summary>
    /// Event raised when configuration changes
    /// </summary>
    event EventHandler<ConfigurationChangedEventArgs> ConfigurationChanged;
    
    /// <summary>
    /// Notify that configuration has changed
    /// </summary>
    void NotifyConfigurationChanged(ConfigurationChangeNotification notification);
}

/// <summary>
/// Configuration changed event arguments
/// </summary>
public class ConfigurationChangedEventArgs : EventArgs
{
    public ConfigurationChangeNotification Notification { get; }
    
    public ConfigurationChangedEventArgs(ConfigurationChangeNotification notification)
    {
        Notification = notification ?? throw new ArgumentNullException(nameof(notification));
    }
}
```

## Configuration Providers

### Algorithm Parameter Provider
```csharp
/// <summary>
/// Provides algorithm parameters to execution algorithms
/// </summary>
public class AlgorithmParameterProvider
{
    private readonly AlgorithmConfigurationManager _configManager;
    private readonly ILogger<AlgorithmParameterProvider> _logger;
    
    public AlgorithmParameterProvider(
        AlgorithmConfigurationManager configManager,
        ILogger<AlgorithmParameterProvider> logger)
    {
        _configManager = configManager ?? throw new ArgumentNullException(nameof(configManager));
        _logger = logger ?? throw new ArgumentNullException(nameof(logger));
    }
    
    /// <summary>
    /// Get TWAP parameters with configuration
    /// </summary>
    public async Task<TwapParameters> GetTwapParametersAsync(TwapParameters baseParameters)
    {
        if (baseParameters == null) throw new ArgumentNullException(nameof(baseParameters));
        
        var config = await _configManager.GetTwapConfigAsync();
        
        // Apply configuration defaults where not specified
        var parameters = new TwapParameters
        {
            Symbol = baseParameters.Symbol,
            Side = baseParameters.Side,
            TotalQuantity = baseParameters.TotalQuantity,
            StartTime = baseParameters.StartTime,
            EndTime = baseParameters.EndTime,
            IntervalSeconds = baseParameters.IntervalSeconds > 0 ? 
                baseParameters.IntervalSeconds : 
                config.DefaultIntervalSeconds,
            LimitPrice = baseParameters.LimitPrice,
            TimeInForce = baseParameters.TimeInForce,
            MinSliceSize = baseParameters.MinSliceSize > 0 ? 
                baseParameters.MinSliceSize : 
                config.MinSliceSize,
            MaxSliceSize = baseParameters.MaxSliceSize ?? config.MaxSliceSize,
            AdjustForRemainingTime = baseParameters.AdjustForRemainingTime,
            CancelAtEndTime = baseParameters.CancelAtEndTime,
            Metadata = baseParameters.Metadata ?? new Dictionary<string, object>()
        };
        
        return parameters;
    }
    
    /// <summary>
    /// Get VWAP parameters with configuration
    /// </summary>
    public async Task<VwapParameters> GetVwapParametersAsync(VwapParameters baseParameters)
    {
        if (baseParameters == null) throw new ArgumentNullException(nameof(baseParameters));
        
        var config = await _configManager.GetVwapConfigAsync();
        
        // Apply configuration defaults where not specified
        var parameters = new VwapParameters
        {
            Symbol = baseParameters.Symbol,
            Side = baseParameters.Side,
            TotalQuantity = baseParameters.TotalQuantity,
            StartTime = baseParameters.StartTime,
            EndTime = baseParameters.EndTime,
            ParticipationRate = baseParameters.ParticipationRate > 0 ? 
                baseParameters.ParticipationRate : 
                config.DefaultParticipationRate,
            LimitPrice = baseParameters.LimitPrice,
            TimeInForce = baseParameters.TimeInForce,
            MinOrderSize = baseParameters.MinOrderSize > 0 ? 
                baseParameters.MinOrderSize : 
                config.MinOrderSize,
            MaxOrderSize = baseParameters.MaxOrderSize ?? config.MaxOrderSize,
            CheckIntervalSeconds = baseParameters.CheckIntervalSeconds > 0 ? 
                baseParameters.CheckIntervalSeconds : 
                config.DefaultCheckIntervalSeconds,
            CancelAtEndTime = baseParameters.CancelAtEndTime,
            Aggressiveness = baseParameters.Aggressiveness > 0 ? 
                baseParameters.Aggressiveness : 
                config.Aggressiveness,
            Metadata = baseParameters.Metadata ?? new Dictionary<string, object>()
        };
        
        return parameters;
    }
    
    /// <summary>
    /// Get Iceberg parameters with configuration
    /// </summary>
    public async Task<IcebergParameters> GetIcebergParametersAsync(IcebergParameters baseParameters)
    {
        if (baseParameters == null) throw new ArgumentNullException(nameof(baseParameters));
        
        var config = await _configManager.GetIcebergConfigAsync();
        
        // Apply configuration defaults where not specified
        var parameters = new IcebergParameters
        {
            Symbol = baseParameters.Symbol,
            Side = baseParameters.Side,
            TotalQuantity = baseParameters.TotalQuantity,
            VisibleQuantity = baseParameters.VisibleQuantity > 0 ? 
                baseParameters.VisibleQuantity : 
                Math.Max(config.MinVisibleQuantity, 
                    Math.Min((int)(baseParameters.TotalQuantity * config.DefaultVisiblePercentage), 
                        config.MaxVisibleQuantity ?? int.MaxValue)),
            LimitPrice = baseParameters.LimitPrice,
            TimeInForce = baseParameters.TimeInForce,
            AutoReplenish = baseParameters.AutoReplenish,
            MinVisibleQuantity = baseParameters.MinVisibleQuantity > 0 ? 
                baseParameters.MinVisibleQuantity : 
                config.MinVisibleQuantity,
            MaxVisibleQuantity = baseParameters.MaxVisibleQuantity ?? config.MaxVisibleQuantity,
            PlacementDelayMs = baseParameters.PlacementDelayMs > 0 ? 
                baseParameters.PlacementDelayMs : 
                config.DefaultPlacementDelayMs,
            CancelAtEnd = baseParameters.CancelAtEnd,
            Aggressiveness = baseParameters.Aggressiveness > 0 ? 
                baseParameters.Aggressiveness : 
                config.Aggressiveness,
            AdaptiveVisibility = baseParameters.AdaptiveVisibility,
            Metadata = baseParameters.Metadata ?? new Dictionary<string, object>()
        };
        
        return parameters;
    }
}
```

## Integration with Algorithms

### Algorithm Integration in Executors
```csharp
/// <summary>
/// Enhanced TWAP executor with configuration integration
/// </summary>
public class ConfigurableTwapExecutor : TwapExecutor
{
    private readonly AlgorithmParameterProvider _parameterProvider;
    
    public ConfigurableTwapExecutor(
        ILogger<TwapExecutor> logger,
        IOrderManager orderManager,
        IMarketDataProvider marketDataProvider,
        AlgorithmParameterProvider parameterProvider,
        TwapConfig config = null) : base(logger, orderManager, marketDataProvider, config)
    {
        _parameterProvider = parameterProvider ?? throw new ArgumentNullException(nameof(parameterProvider));
    }
    
    /// <summary>
    /// Execute a TWAP order with configuration parameters
    /// </summary>
    public async Task<TwapExecutionState> ExecuteTwapAsync(TwapParameters parameters, StrategyContext context)
    {
        if (parameters == null) throw new ArgumentNullException(nameof(parameters));
        if (context == null) throw new ArgumentNullException(nameof(context));
        
        // Apply configuration parameters
        var configParameters = await _parameterProvider.GetTwapParametersAsync(parameters);
        
        return await base.ExecuteTwapAsync(configParameters, context);
    }
}

/// <summary>
/// Enhanced VWAP executor with configuration integration
/// </summary>
public class ConfigurableVwapExecutor : VwapExecutor
{
    private readonly AlgorithmParameterProvider _parameterProvider;
    
    public ConfigurableVwapExecutor(
        ILogger<VwapExecutor> logger,
        IOrderManager orderManager,
        IMarketDataProvider marketDataProvider,
        AlgorithmParameterProvider parameterProvider,
        VwapConfig config = null) : base(logger, orderManager, marketDataProvider, config)
    {
        _parameterProvider = parameterProvider ?? throw new ArgumentNullException(nameof(parameterProvider));
    }
    
    /// <summary>
    /// Execute a VWAP order with configuration parameters
    /// </summary>
    public async Task<VwapExecutionState> ExecuteVwapAsync(VwapParameters parameters, StrategyContext context)
    {
        if (parameters == null) throw new ArgumentNullException(nameof(parameters));
        if (context == null) throw new ArgumentNullException(nameof(context));
        
        // Apply configuration parameters
        var configParameters = await _parameterProvider.GetVwapParametersAsync(parameters);
        
        return await base.ExecuteVwapAsync(configParameters, context);
    }
}

/// <summary>
/// Enhanced Iceberg executor with configuration integration
/// </summary>
public class ConfigurableIcebergExecutor : IcebergExecutor
{
    private readonly AlgorithmParameterProvider _parameterProvider;
    
    public ConfigurableIcebergExecutor(
        ILogger<IcebergExecutor> logger,
        IOrderManager orderManager,
        IMarketDataProvider marketDataProvider,
        AlgorithmParameterProvider parameterProvider,
        IcebergConfig config = null) : base(logger, orderManager, marketDataProvider, config)
    {
        _parameterProvider = parameterProvider ?? throw new ArgumentNullException(nameof(parameterProvider));
    }
    
    /// <summary>
    /// Execute an Iceberg order with configuration parameters
    /// </summary>
    public async Task<IcebergExecutionState> ExecuteIcebergAsync(IcebergParameters parameters, StrategyContext context)
    {
        if (parameters == null) throw new ArgumentNullException(nameof(parameters));
        if (context == null) throw new ArgumentNullException(nameof(context));
        
        // Apply configuration parameters
        var configParameters = await _parameterProvider.GetIcebergParametersAsync(parameters);
        
        return await base.ExecuteIcebergAsync(configParameters, context);
    }
}
```

## Configuration API

### RESTful Configuration API
```csharp
/// <summary>
/// RESTful API for algorithm configuration management
/// </summary>
[ApiController]
[Route("api/[controller]")]
public class AlgorithmConfigController : ControllerBase
{
    private readonly AlgorithmConfigurationManager _configManager;
    private readonly ILogger<AlgorithmConfigController> _logger;
    
    public AlgorithmConfigController(
        AlgorithmConfigurationManager configManager,
        ILogger<AlgorithmConfigController> logger)
    {
        _configManager = configManager ?? throw new ArgumentNullException(nameof(configManager));
        _logger = logger ?? throw new ArgumentNullException(nameof(logger));
    }
    
    /// <summary>
    /// Get global algorithm configuration
    /// </summary>
    [HttpGet("global")]
    public async Task<ActionResult<GlobalAlgorithmConfig>> GetGlobalConfig()
    {
        try
        {
            var config = await _configManager.GetGlobalConfigAsync();
            return Ok(config);
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, "Error getting global configuration");
            return StatusCode(500, "Internal server error");
        }
    }
    
    /// <summary>
    /// Update global algorithm configuration
    /// </summary>
    [HttpPut("global")]
    public async Task<ActionResult> UpdateGlobalConfig([FromBody] GlobalAlgorithmConfig config)
    {
        try
        {
            await _configManager.UpdateGlobalConfigAsync(config);
            return Ok();
        }
        catch (ArgumentException ex)
        {
            return BadRequest(ex.Message);
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, "Error updating global configuration");
            return StatusCode(500, "Internal server error");
        }
    }
    
    /// <summary>
    /// Get TWAP configuration
    /// </summary>
    [HttpGet("twap")]
    public async Task<ActionResult<TwapConfig>> GetTwapConfig()
    {
        try
        {
            var config = await _configManager.GetTwapConfigAsync();
            return Ok(config);
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, "Error getting TWAP configuration");
            return StatusCode(500, "Internal server error");
        }
    }
    
    /// <summary>
    /// Update TWAP configuration
    /// </summary>
    [HttpPut("twap")]
    public async Task<ActionResult> UpdateTwapConfig([FromBody] TwapConfig config)
    {
        try
        {
            await _configManager.UpdateTwapConfigAsync(config);
            return Ok();
        }
        catch (ArgumentException ex)
        {
            return BadRequest(ex.Message);
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, "Error updating TWAP configuration");
            return StatusCode(500, "Internal server error");
        }
    }
    
    /// <summary>
    /// Get VWAP configuration
    /// </summary>
    [HttpGet("vwap")]
    public async Task<ActionResult<VwapConfig>> GetVwapConfig()
    {
        try
        {
            var config = await _configManager.GetVwapConfigAsync();
            return Ok(config);
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, "Error getting VWAP configuration");
            return StatusCode(500, "Internal server error");
        }
    }
    
    /// <summary>
    /// Update VWAP configuration
    /// </summary>
    [HttpPut("vwap")]
    public async Task<ActionResult> UpdateVwapConfig([FromBody] VwapConfig config)
    {
        try
        {
            await _configManager.UpdateVwapConfigAsync(config);
            return Ok();
        }
        catch (ArgumentException ex)
        {
            return BadRequest(ex.Message);
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, "Error updating VWAP configuration");
            return StatusCode(500, "Internal server error");
        }
    }
    
    /// <summary>
    /// Get Iceberg configuration
    /// </summary>
    [HttpGet("iceberg")]
    public async Task<ActionResult<IcebergConfig>> GetIcebergConfig()
    {
        try
        {
            var config = await _configManager.GetIcebergConfigAsync();
            return Ok(config);
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, "Error getting Iceberg configuration");
            return StatusCode(500, "Internal server error");
        }
    }
    
    /// <summary>
    /// Update Iceberg configuration
    /// </summary>
    [HttpPut("iceberg")]
    public async Task<ActionResult> UpdateIcebergConfig([FromBody] IcebergConfig config)
    {
        try
        {
            await _configManager.UpdateIcebergConfigAsync(config);
            return Ok();
        }
        catch (ArgumentException ex)
        {
            return BadRequest(ex.Message);
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, "Error updating Iceberg configuration");
            return StatusCode(500, "Internal server error");
        }
    }
    
    /// <summary>
    /// Get all configurations
    /// </summary>
    [HttpGet]
    public async Task<ActionResult<List<AlgorithmConfigBase>>> GetAllConfigurations()
    {
        try
        {
            var configs = await _configManager.GetAllConfigurationsAsync();
            return Ok(configs);
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, "Error getting all configurations");
            return StatusCode(500, "Internal server error");
        }
    }
    
    /// <summary>
    /// Get configuration by ID
    /// </summary>
    [HttpGet("{id}")]
    public async Task<ActionResult<AlgorithmConfigBase>> GetConfiguration(string id)
    {
        try
        {
            if (string.IsNullOrEmpty(id))
                return BadRequest("Configuration ID required");
                
            var config = await _configManager.GetConfigurationAsync<AlgorithmConfigBase>(id);
            if (config == null)
                return NotFound($"Configuration {id} not found");
                
            return Ok(config);
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, "Error getting configuration {Id}", id);
            return StatusCode(500, "Internal server error");
        }
    }
    
    /// <summary>
    /// Delete configuration by ID
    /// </summary>
    [HttpDelete("{id}")]
    public async Task<ActionResult> DeleteConfiguration(string id)
    {
        try
        {
            if (string.IsNullOrEmpty(id))
                return BadRequest("Configuration ID required");
                
            await _configManager.DeleteConfigurationAsync(id);
            return Ok();
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, "Error deleting configuration {Id}", id);
            return StatusCode(500, "Internal server error");
        }
    }
}
```

## Testing Considerations

### Unit Tests for Configuration System
1. **Configuration Validation**: Test validation of different configuration types
2. **Configuration Persistence**: Test saving and retrieving configurations
3. **Configuration Updates**: Test updating configurations with versioning
4. **Configuration Deletion**: Test deleting configurations
5. **Configuration Caching**: Test caching behavior and expiration
6. **Configuration Monitoring**: Test configuration change notifications
7. **Parameter Provider**: Test parameter provision with different configurations
8. **Algorithm Integration**: Test integration with algorithm executors

### Integration Tests
1. **End-to-End Configuration**: Test complete configuration flow from API to algorithm execution
2. **Configuration Repository**: Test different repository implementations
3. **Dynamic Configuration Updates**: Test updating configurations at runtime
4. **Performance Impact**: Test performance with large configurations
5. **Error Handling**: Test error handling for invalid configurations
6. **Concurrency**: Test concurrent access to configurations
7. **Security**: Test authorization for configuration changes

## Performance Considerations

### Configuration Caching
```csharp
/// <summary>
/// Memory-based implementation of configuration cache
/// </summary>
public class MemoryConfigurationCache : IConfigurationCache
{
    private readonly MemoryCache _cache;
    private readonly ILogger<MemoryConfigurationCache> _logger;
    private readonly object _lock = new object();
    
    public MemoryConfigurationCache(ILogger<MemoryConfigurationCache> logger)
    {
        _logger = logger ?? throw new ArgumentNullException(nameof(logger));
        
        var options = new MemoryCacheOptions
        {
            SizeLimit = 10000, // Maximum number of entries
            ExpirationScanFrequency = TimeSpan.FromMinutes(5)
        };
        
        _cache = new MemoryCache(options);
    }
    
    public T Get<T>(string key) where T : class, AlgorithmConfigBase
    {
        if (string.IsNullOrEmpty(key)) return null;
        
        return _cache.Get<T>(key);
    }
    
    public void Set<T>(string key, T value, TimeSpan expiration) where T : class, AlgorithmConfigBase
    {
        if (string.IsNullOrEmpty(key)) return;
        if (value == null) return;
        
        var cacheEntryOptions = new MemoryCacheEntryOptions
        {
            AbsoluteExpirationRelativeToNow = expiration,
            Size = 1
        };
        
        _cache.Set(key, value, cacheEntryOptions);
    }
    
    public void Remove(string key)
    {
        if (string.IsNullOrEmpty(key)) return;
        
        _cache.Remove(key);
    }
    
    public void Clear()
    {
        _cache.Clear();
    }
    
    public void Dispose()
    {
        _cache?.Dispose();
    }
}
```

### Configuration Batching
```csharp
/// <summary>
/// Batches configuration updates to reduce storage overhead
/// </summary>
public class ConfigurationBatcher
{
    private readonly List<AlgorithmConfigBase> _batch;
    private readonly int _batchSize;
    private readonly IAlgorithmConfigRepository _repository;
    private readonly object _lock = new object();
    
    public ConfigurationBatcher(IAlgorithmConfigRepository repository, int batchSize = 10)
    {
        _batch = new List<AlgorithmConfigBase>();
        _batchSize = batchSize;
        _repository = repository ?? throw new ArgumentNullException(nameof(repository));
    }
    
    public async Task AddConfigurationAsync<T>(T config) where T : class, AlgorithmConfigBase
    {
        if (config == null) throw new ArgumentNullException(nameof(config));
        
        List<AlgorithmConfigBase> batchToProcess = null;
        
        lock (_lock)
        {
            _batch.Add(config);
            
            if (_batch.Count >= _batchSize)
            {
                batchToProcess = new List<AlgorithmConfigBase>(_batch);
                _batch.Clear();
            }
        }
        
        if (batchToProcess != null)
        {
            await ProcessBatchAsync(batchToProcess);
        }
    }
    
    private async Task ProcessBatchAsync(List<AlgorithmConfigBase> batch)
    {
        try
        {
            // Save all configurations in the batch
            var saveTasks = batch.Select(config => _repository.SaveConfigurationAsync(config));
            await Task.WhenAll(saveTasks);
        }
        catch (Exception ex)
        {
            // Log error but don't throw to avoid breaking the main flow
            // In a real implementation, you might want to queue failed configurations for retry
        }
    }
}
```

## Monitoring and Alerting

### Configuration Metrics Export
```csharp
/// <summary>
/// Exports configuration metrics for monitoring
/// </summary>
public class ConfigurationMetricsExporter
{
    private readonly AlgorithmConfigurationManager _configManager;
    
    public ConfigurationMetricsExporter(AlgorithmConfigurationManager configManager)
    {
        _configManager = configManager ?? throw new ArgumentNullException(nameof(configManager));
    }
    
    public async Task<string> ExportToPrometheusAsync()
    {
        var configs = await _configManager.GetAllConfigurationsAsync();
        var sb = new StringBuilder();
        
        // Overall configuration metrics
        var totalConfigs = configs.Count;
        var activeConfigs = configs.Count(c => c.IsActive);
        var inactiveConfigs = totalConfigs - activeConfigs;
        
        sb.AppendLine($"# HELP algorithm_configs_total Total number of algorithm configurations");
        sb.AppendLine($"# TYPE algorithm_configs_total gauge");
        sb.AppendLine($"algorithm_configs_total {totalConfigs}");
        
        sb.AppendLine($"# HELP algorithm_configs_active Number of active algorithm configurations");
        sb.AppendLine($"# TYPE algorithm_configs_active gauge");
        sb.AppendLine($"algorithm_configs_active {activeConfigs}");
        
        sb.AppendLine($"# HELP algorithm_configs_inactive Number of inactive algorithm configurations");
        sb.AppendLine($"# TYPE algorithm_configs_inactive gauge");
        sb.AppendLine($"algorithm_configs_inactive {inactiveConfigs}");
        
        // Configuration by type
        var configTypes = configs.GroupBy(c => c.AlgorithmType).ToDictionary(g => g.Key, g => g.Count());
        foreach (var kvp in configTypes)
        {
            sb.AppendLine($"# HELP algorithm_configs_by_type Number of configurations by algorithm type");
            sb.AppendLine($"# TYPE algorithm_configs_by_type gauge");
            sb.AppendLine($"algorithm_configs_by_type{{type=\"{kvp.Key}\"}} {kvp.Value}");
        }
        
        // Configuration versions
        var avgVersion = configs.Average(c => c.Version);
        sb.AppendLine($"# HELP algorithm_configs_avg_version Average configuration version");
        sb.AppendLine($"# TYPE algorithm_configs_avg_version gauge");
        sb.AppendLine($"algorithm_configs_avg_version {avgVersion:F2}");
        
        return sb.ToString();
    }
}
```

## Future Enhancements

1. **Database Configuration Storage**: Store configurations in a database for enterprise deployments
2. **Configuration Versioning**: Full version history and rollback capabilities
3. **Configuration Templates**: Predefined configuration templates for different trading scenarios
4. **A/B Testing**: Test different configurations with subsets of orders
5. **Machine Learning**: Use ML to optimize configuration parameters based on performance
6. **Real-time Configuration Updates**: Push configuration updates to running instances
7. **Configuration Auditing**: Full audit trail of all configuration changes
8. **Multi-tenancy**: Support for multiple tenants with separate configurations
9. **Configuration Encryption**: Encrypt sensitive configuration data
10. **Configuration Backup/Restore**: Automated backup and restore of configurations
11. **Configuration Import/Export**: Import and export configurations between environments
12. **Configuration Validation Rules**: Custom validation rules for different environments
13. **Configuration Rollout Strategies**: Gradual rollout of configuration changes
14. **Configuration Drift Detection**: Detect and alert on configuration drift between environments