Internal production system · selective access by agreement

Private runtime infrastructure for quantitative research and execution.

One strategy contract across backtest, paper, sandbox and live environments, with deterministic replay, attributed execution, central risk, venue adapters and reproducible research workflows.

Abstract event streams passing through structured runtime layers and emerging as routed execution paths
Runtime model Events → state → decisions → execution

Measured engineering surface

Measured where the machinery matters.

Repository counts come from the current private codebase. Performance figures are explicitly scoped to their benchmark rather than presented as trading results.

Feed aggregation throughput Committed baseline
642kticks / sec
Workload
50,000 synthetic ticks
Elapsed
77.9 ms
Output
4,999 candles
Snapshot
March 2026

Feed parsing and aggregation benchmark—not exchange latency or investment performance.

Verification surface Snapshot · June 2026
MeasureCountSignal
Named test functions1,706
Python test files426
Contract-test modules47
Execution modes4
BacktestPaperSandboxLive

Counts are generated from the repository tree; bars use a logarithmic scale and do not represent coverage percentage.

Architecture

One attributable path from market event to inventory.

The runtime keeps decision provenance intact while separating shared state, strategy logic, controls and venue-specific execution.

  1. 01Market eventfeeds and channels
  2. 02Snapshotshared immutable state
  3. 03Strategy intentidentity preserved
  4. 04Risk decisioninventory and limits
  5. 05Execution reportroute-aware adapter
  6. 06Inventory updatepost-trade state

Product

One runtime model, with mode differences kept at the edges.

Strategies target stable contracts. The runtime owns shared state, attribution, risk and inventory; execution adapters handle what must differ between deterministic simulation and real venues.

01

Session-owned state

One session coordinates reference data, market state, strategies, routes, inventory, risk and control-plane services.

02

Shared snapshots

Market inputs produce one immutable snapshot per step, then filtered strategy views preserve isolation without duplicating state.

03

Attributed execution

Strategy, execution and route identities travel with intents, reports and diagnostics instead of disappearing inside broker code.

04

Explicit runtime edges

Risk decisions, execution adapters, post-trade sinks and kill-switch controls remain first-class boundaries rather than strategy side effects.

Execution modes

Stable contracts across four operating environments.

Backtest

Historical replay with a strong deterministic expectation for research, regression testing and reproducibility.

Paper

Live or replayed inputs with simulated execution for strategy shakeout without venue-side orders.

Sandbox

Real broker adapters against testnet or venue sandboxes for integration and pre-live validation.

Live

Real market input and venue execution, with operational safeguards and environment-dependent timing.

The strategy-facing contract remains stable; fill formation, clocks, venue capability and safety defaults are allowed to differ explicitly.

Deterministic replay

Reproduce the decision path, not merely the final number.

Runtime history, snapshots, attribution, order transitions and versioned checkpoints support replay, recovery and diagnosis without collapsing everything into an opaque backtest result.

Read the runtime guarantees
Event orderVerified sequence
Snapshot stateCoherent per step
AttributionStrategy · execution · route
RecoveryCheckpoint + replay

Venue boundaries

Different markets. Consistent runtime contracts.

Venue details stay behind feed, broker and execution-adapter boundaries, while reference data normalises instruments and constraints for the rest of the runtime.

CEX

Centralised exchanges

CCXT-backed market data and execution, with REST, streaming and historical ingestion paths.

Prediction

Event markets

Dedicated Polymarket and Kalshi sessions, feeds, stores, brokers and simulation surfaces.

On-chain

Decentralised venues

Uniswap and PancakeSwap connector architecture with quoting, slippage, token and transaction boundaries.

Derived OHLCV can be built from trades, top-of-book observations and pool-state snapshots for a consistent research surface.

Research discipline

Built to test ideas without quietly fooling itself.

Research workflows around the runtime preserve the request, strategy, dataset and configuration identity behind each result.

Leakage-aware validation

Walk-forward windows, purged cross-validation and embargo periods for time-series evaluation.

Reproducible runs

Deterministic request, strategy, dataset and configuration hashes with versioned metadata.

Inspectible artefacts

Reports, trades, equity curves, stress reruns and failure capsules stored per evaluation.

Comparable evidence

Queryable run registry, report comparison and leaderboard tooling without publishing proprietary results.

Private performance · public infrastructure

The edge stays private. The engineering does not hide behind it.

Trading results, strategy logic and live data are proprietary. Public evidence focuses on the runtime surfaces that can be described without exposing edge: execution modes, replay, risk boundaries, venue adapters, research validation, reporting and test coverage.

Broad test surface

More than 400 Python files in the test tree, spanning unit, contract, integration, end-to-end, performance and parity concerns.

Deterministic contracts

Explicit timestamp, snapshot, attribution and order-lifecycle guarantees protect replay and regression behaviour.

Mode divergence ledger

Intentional differences between backtest, paper, sandbox and live behaviour are recorded instead of silently leaking across modes.

Performance tooling

Benchmark and profiling infrastructure covers data processing, ordering, memory and runtime paths, with synthetic results identified as such.

Selective access

Interested in CrackTrader?

CrackTrader is an internally used product, not a public download, hosted trading service, signals product or managed-investment offering. Access to the software, architecture, private demonstrations or deployment support may be considered case-by-case for serious technical, commercial or research enquiries.

Potential discussions may include licensing, collaboration, deployment support or deeper technical review. Strategies, performance data and proprietary datasets remain private unless separately agreed.