Private runtime infrastructure

One strategy contract.
Four operating environments.

CrackTrader is a production-grade quantitative runtime—from backtest through live—with deterministic replay, session-owned state, central risk and route-aware execution. Used internally. Not a SaaS.

Internal production system · selective access by agreement · no analytics or solicitation

Test functions

1,706 426 Python test files

Contract tests

47 modules Runtime and API boundaries

Feed throughput

642k/s Synthetic aggregation benchmark

Operating modes

4 One strategy contract

Execution modes

Mode differences kept at the edges.

Strategy logic targets a stable contract. The runtime owns shared state, attribution, risk and inventory; execution adapters absorb what must differ.

mode 01 Backtest

Historical replay

Strong deterministic expectation for research, regression testing and reproducibility—not a black-box result.

mode 02 Paper

Simulated execution

Live or replayed inputs with simulated fills. Strategy shakeout without venue-side orders.

mode 03 Sandbox

Real adapters, test venues

Broker adapters against testnets or venue sandboxes for integration and pre-live validation.

mode 04 Live

Full execution

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

Strategy-facing contracts stay stable across all four modes. Fill formation, clocks, venue capability and safety defaults differ explicitly and are recorded.


Architecture

One attributable path from event to inventory.

Decision provenance stays intact through the full path. Strategy, execution and route identity travel with every intent and report.

  1. 01Market eventfeeds · channels
  2. 02Snapshotimmutable · shared
  3. 03Strategy intentidentity preserved
  4. 04Risk decisioninventory · limits
  5. 05Executionroute-aware adapter
  6. 06Inventorypost-trade state
[session]

Session-owned construction

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

[snapshot]

Immutable per-step snapshots

Market inputs produce one shared snapshot per step. Strategy-specific views filter it without duplicating state.

[attribution]

Full execution attribution

Strategy, execution and route identities remain attached to intents, reports and diagnostics.

[boundary]

Explicit runtime edges

Risk, execution adapters, post-trade sinks and kill switches are first-class boundaries—not strategy side effects.


Deterministic replay

Reproduce the decision path, not just the final number.

Runtime history, snapshots, attribution, order transitions and versioned checkpoints support replay, recovery and diagnosis end to end.

// replay guarantees

Event order
Verified sequence
Snapshot state
Coherent per step
Attribution
Strategy · route · execution
Recovery
Checkpoint + replay
Read the runtime guarantees

Divergence ledger

Differences are intentional and inspectable.

One architecture does not mean pretending a simulator and a live venue behave identically. The differences are isolated, named and documented.

SurfaceBacktest / paperSandbox / live
Clock sourceReplay clock or local schedulerVenue and network timing
Fill formationExplicit simulation and realism policyVenue acknowledgements and fills
DeterminismStrong where inputs are hermeticEnvironment-dependent execution
Safety defaultsReproducibility and test controlsOperational guards and kill switches
Open the full divergence ledger

Venue support

Different markets, consistent contracts.

Venue details stay behind feed, broker and execution-adapter boundaries. 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.

  • REST
  • streaming
  • historical
Prediction markets

Event venues

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

  • Polymarket
  • Kalshi
  • simulation
On-chain

Decentralised venues

Uniswap and PancakeSwap connectors with quoting, slippage, token and transaction boundaries.

  • Uniswap
  • PancakeSwap
  • derived OHLCV

Research workflow

Built to test ideas without quietly fooling itself.

The research stack is opinionated about leakage, provenance and comparable artefacts—not merely invoking a backtest function.

  1. 01Request hashstrategy · config · seed
  2. 02Dataset identityversioned input
  3. 03Validationwalk-forward · purge · embargo
  4. 04Evaluationruntime + stress reruns
  5. 05Artefactsreports · trades · registry

Research discipline & evidence

Public machinery. Private edge.

Strategy logic, live results and proprietary datasets stay private. Runtime guarantees, scoped benchmarks and verification surfaces remain inspectable.

1,706

Named test functions

Unit, contract, integration, end-to-end, performance and mode-parity concerns across 426 Python test files.

47

Contract-test modules

Runtime and public-API boundaries tested explicitly rather than left as implicit conventions.

4

Modes on one contract

Backtest, paper, sandbox and live retain one strategy-facing model while divergences stay explicit.

642k

Ticks/sec feed throughput

50,000 synthetic ticks processed in 77.9 ms. Feed parsing and OHLCV aggregation—not exchange round-trip latency.

Clear boundaries

What this is not.

  • Not a public SaaS product
  • Not a signals or copy-trading service
  • Not an open-source trading bot
  • Not a managed-investment offering

Serious enquiries welcome.

CrackTrader is used internally. Licensing, collaboration, deployment support and technical due-diligence discussions may be considered case-by-case.

Strategy logic, live results and proprietary datasets remain private unless separately agreed.