quant-system

A Rust workspace for deterministic historical replay and real-time market-data infrastructure.

quant-system is intended for Rust developers and quantitative researchers who want to import historical market data, replay normalized trading actions, embed trading-domain and backtest libraries, or operate a local CTrader quote service. The workspace is under active 0.2.x development.

It is not a complete automated trading platform. It does not currently execute live broker orders, provide restart-safe live strategy orchestration, or implement general cryptocurrency economics.

Choose a workflow

Five-minute backtest

Prerequisites

• Rust 1.88 or newer;
• Linux shared memory (/dev/shm) for the provided shm:// example;
• two terminals after the data import finishes.

Import the repository-owned EURUSD fixture:

cargo run -p qs-data-preprocess --bin data-preprocess -- \
  --data-dir target/quickstart/market_data \
  input tick \
  --exchange demo \
  --symbol EURUSD \
  --tz-offset +00:00 \
  examples/backtest-quickstart/EURUSD_ticks.csv

Start the backtest server:

cargo run -p qs-backtest-server --bin backtest_server -- \
  --config examples/backtest-quickstart/backtest-server.toml

In another terminal, submit the matching signal stream:

cargo run -p qs-backtest-server --bin tg_backtest -- \
  --input examples/backtest-quickstart/signals.jsonl \
  --endpoint shm://backtest-quickstart \
  --all-symbols \
  --exchange demo \
  --data-type tick \
  --balance 10000 \
  --account-currency USD \
  --base-lot 0.02 \
  --output target/quickstart/result.json

The fixture opens a EURUSD long position and closes it one minute later. See the getting-started guide for expected results, endpoint alternatives, and troubleshooting.

Architecture at a glance

historical tick/bar export -> qs-data-preprocess -> partitioned Parquet
                                                        |
external producer or qs-signal-parser -> RawSignal -----+
                                                        v
                                               Backtest Service
                                                        |
                                                        v
                                             deterministic replay
                                                        |
                                                        v
                                            result or artifact

CTrader FIX -> Market Data Service -> snapshots, subscriptions, and alerts

RawSignal is the compatibility boundary between signal producers and replay. See Architecture for crate ownership and service boundaries.

Current boundaries

• Bars are replayed as close-only, zero-spread quotes, so exact intrabar execution is not simulated.
• Source-neutral event and stateless normalization contracts are available as library APIs; durable ingestion state, hosted generic runners, and non-Telegram online adapters are not implemented.
• Live order execution, restart-safe strategy state, and broker order adapters are not included.
• Registered cryptocurrency symbols are metadata-only for replay; spot, derivative, fee, funding, margin, and liquidation models are not implemented.
• Internal service TCP endpoints have no built-in authentication or TLS and are restricted to loopback by default.
• Historical import accepts the documented MetaTrader-style tab-delimited tick and bar formats, not arbitrary CSV layouts.

Documentation

• Documentation index
• Getting started
• Backtesting
• Signal ingestion
• Market data
• Architecture
• Roadmap
• RawSignal reference

Development

cargo fmt --all -- --check
cargo test --workspace --all-features --all-targets
cargo clippy --workspace --all-features --all-targets -- -D warnings

License

Licensed under either of:

• Apache License, Version 2.0 (LICENSE-APACHE or http://www.apache.org/licenses/LICENSE-2.0)
• MIT License (LICENSE-MIT or http://opensource.org/licenses/MIT)