BTC/USDT—— │ ETH/USDT—— │ SOL/USDT—— │ BNB/USDT—— │ AVAX/USDT—— │ LATENCY0.38ms │ STRATEGIES4 ACTIVE │ BTC/USDT—— │ ETH/USDT—— │ SOL/USDT—— │ BNB/USDT—— │ AVAX/USDT—— │ LATENCY0.38ms │ STRATEGIES4 ACTIVE
Algorithmic Trading Infrastructure

BUILT
TO trade
HARD.

Production-grade algorithmic trading infrastructure built in Rust. Sub-millisecond execution. Systematic risk controls. Named after the lessons that count.

View Architecture GitHub →
<1ms
Execution Latency
0
Unwraps in Prod
∞
Leeson Lessons
Portfolio Performance Live
Sharpe
2.41
Drawdown
-4.2%
Win Rate
58.3%
Latency
0.38ms
Risk Score
SIMULATED Nominal
72
LOW
Risk Level
↑ 3pts vs yesterday
Recent Signals
SIMULATED TODAY
BTC/USDT
Momentum long
+1.8%
SOL/USDT
Mean rev short
-0.4%
ETH/USDT
Regime filter
HOLD
AVAX/USDT
Breakout long
+2.3%
<1ms
Strategy Execution
100%
Type-Safe by Design
0
Unwraps in Production
∞
Leeson Lessons Learned
System Architecture

MODULAR BY design,
RUTHLESS BY EXECUTION.

A layered, trait-based architecture where every component is swappable. Strategies don't know about exchanges. Risk doesn't know about strategies. Everything communicates through typed interfaces.

Explore Features →
05
Strategy Framework
Pluggable algos · Signal generation · Portfolio rebalancing
04
Risk Management
Position limits · Drawdown controls · Leeson-named guardrails
03
Order Execution
Smart routing · Fill simulation · Order lifecycle
02
Market Data
Real-time ingestion · Normalised types · Multi-exchange
01
Exchange Connectors
Trait-based · Swappable · Testnet supported
Core Capabilities

EVERYTHING A serious
SYSTEM NEEDS.

Market Data
Real-time price feeds with robust fault tolerance and automatic recovery. Normalised data types across all supported exchanges.
multi-exchange · real-time
Strategy Framework
Modular, composable strategy components. Portfolio management and active trading strategies share a unified, swappable interface.
modular · composable
Backtesting Engine
Historical simulation with realistic execution modelling. Validate strategies before they ever touch live capital.
historical · event-driven
Risk Management
Named after Nick Leeson for a reason. Position limits, exposure controls, and kill switches. No surprises, no exceptions.
always on · type-enforced
Signal Integration
External data sources feed a layered signal architecture. Strategies remain context-aware without being tightly coupled to any single data provider.
multi-source · decoupled
Live Dashboard
Browser-based interface for real-time position monitoring, strategy performance, and system health — built in Rust.
real-time · coming soon
Design Philosophy
"The system is named after Nick Leeson not as celebration, but as reminder. Every guardrail, every type constraint, every risk limit exists because someone, somewhere, skipped it."
— RogueCapital Development Notes
⚠ Risk Disclaimer This is a personal research project. Not financial advice. Not investment advice. Always understand what your code does before it touches real capital.