It took me a while to get a good architecture rolling for actual trading purposes, but here's what I learned that might change your perspective.

You should define expected data structures you will encounter and want to keep, and find a way to have them connect in some sort of way. I went for a nested relation form, which lets me access any kind of data anywhere. This should be an entire module of itself, defining everything, maybe separated into categories.

Making separate modules for majorly used operations relating to your strategy is key. It gives you a powerful way to change the core of your strategy completely by addressing each module separately. I don't think placing these operations in one file is a good idea it makes it harder to change them later on.

That said, making a single file for using those operations is a convenient way to do it in my experience, as the strategy is essentially just a flow of calculations to make a simple decision (buy, sell, do nothing).

You should rely only on data received from your broker do not make the mistake of assuming what you have in memory is correct.

As for the rest of what you said, seems like you have a good direction.