Five roles. One engine.
Every desk role plugs into the same core through its own surface. Pick one and follow its path from people to venues.
Risk on the same path. Before the exchange.
Every order clears your limits before it leaves for the venue. Breach one and it never arrives. An alert fires before you even reach a soft limit.
Pre-trade gate
Every order clears your limits before it leaves for the venue. Breach one and it never arrives, and an alert fires before you even reach a soft limit.
Backtest is live. The same code.
One code path in research and in production. Historical market data, real fills, your live engine. What you test is what you trade.
Double-digit µs in the engine.
We won't pretend a round trip to the exchange is microseconds; that leg is physics. The part we own, we make fast: strategy to the wire in 15–20 µs, and we colocate so the hop to the venue stays sub-millisecond. A generic stack loses an order of magnitude at both.
Your strategy to low-latency connectivity in ~15–20 µs.
Colocated link to the venue: sub-millisecond, not milliseconds.
The exchange round trip is physics. We don't call it microseconds.
One engine. Three ways in.
The same low-latency core runs behind a strategy SDK, your own stack, or the terminal. The terminal is one surface on the engine, not the engine itself.
Strategy SDK
your algosCode against the engine
Write your strategy in Rust, C/C++ or Python. The same compiled binary runs in backtest and live, so research never drifts from production.
use chronix::prelude::*;#[strategy] // your alpha, one structimpl Momentum {fn on_tick(&mut self, book: &Book) {let edge = self.signal(book);if edge > self.threshold {self.buy(book.best_ask, self.size) // routed through risk.post_only().submit();}}}let engine = Chronix::connect(); // Rust · C/C++ · Pythonengine.strategy(Momentum::default()).backtest(jan..jun) // same compiled binary.go_live(); // unchanged, in prod▋
Headless
your stackThe engine, no UI
Run the core behind your own front end and infrastructure. Market data, orders and risk are all driven over a typed API. Everything the terminal does, headless.
POST /sessions // auth, a typed clientGET /md/stream?symbols=BTC,ETH // normalized book, 12 venues← bbo · depth · trades, one schemaPOST /orders // execution + risk, one path{ side, qty, type: "post_only" }← 202 staged, risk ok, liveGET /positions // cross-venue state, real-timeWS /fills // streaming fills + acks▋
Terminal & UI
desk · agent · adminThe full trading desk
Dual-venue DOM ladders, multi-symbol charts, blotter, positions and balances on one screen. The terminal is the engine with a face, not a separate app talking to it.
Or just tell the agent
Ask in plain language and the agent reads the live terminal state through typed tools, then builds widgets, formulas or layouts against it. Staged, approved, audited. AI that never trades unwatched.
And the admin panel
Start, stop or archive a strategy; pause, resume, hedge or unwind from one bar. Limits, spreads, formulas: every parameter is live-editable and submitted under audit.
