Struxis

Struxis is evolving into a high-performance quantitative trading system.

It provides a full pipeline:

• market data ingestion (SBar/CBar)
• structure analysis (Swing/Trend/KeyZone)
• supply-demand scoring (SD, 3-layer 9-factor model)
• analysis snapshot output for strategy-layer consumption

• Rust toolchain (edition 2024 compatible)
• Cargo

Run tests:

cargo test -q

Run checks:

cargo check

Check full workspace:

cargo check --workspace

Check a single package:

cargo check -p struxis

Run an app:

cargo run -p live

Run apps with runtime mode switch (ctp | binance):

STRUXIS_MODE=ctp cargo run -p live
STRUXIS_MODE=binance cargo run -p sim
STRUXIS_MODE=binance cargo run -p research

Run with multi-symbol subscription (binance mode):

STRUXIS_MODE=binance STRUXIS_SYMBOLS=I2601,ETHUSDT cargo run -p live
STRUXIS_MODE=binance STRUXIS_SYMBOLS=I2601,ETHUSDT cargo run -p sim
STRUXIS_MODE=binance STRUXIS_SYMBOLS=I2601,ETHUSDT cargo run -p research

Tune market feed queue and overload policy:

STRUXIS_MARKET_CHANNEL_CAPACITY=8192 \
STRUXIS_MARKET_INGRESS_CAPACITY=16384 \
STRUXIS_MARKET_OVERLOAD=drop_oldest \
STRUXIS_MODE=binance cargo run -p live

STRUXIS_MARKET_OVERLOAD supports: drop_oldest (default), drop_newest.

• struxis/src/constant.rs, struxis/src/events.rs, struxis/src/logging.rs, struxis/src/utils.rs: foundational modules
• struxis/src/bar.rs, struxis/src/tick.rs, struxis/src/receiver.rs, struxis/src/symbol.rs, struxis/src/indicator.rs: market data and symbol/indicator modules
• struxis/src/mtc.rs, struxis/src/swing.rs, struxis/src/trend.rs, struxis/src/keyzone.rs, struxis/src/keyzone_builder.rs, struxis/src/keyzone_factory.rs, struxis/src/sd.rs, struxis/src/engine.rs: analysis modules
• strategy/src/*: decision and strategy modules (consume struxis outputs)

Module layout convention:

• Prefer flat source layout under struxis/src.
• Do not add a market/ directory back unless there is a clear and reused sub-boundary.
• Do not add an analysis/ directory back unless there is a clear and reused sub-boundary.

Single timeframe config example:

• config/sd.default.yaml

Profile config (symbol + timeframe overlays):

• config/sd.profile.yaml

Supported overlay precedence:

1. default
2. timeframe (e.g. 5m)
3. symbol (e.g. I2601)
4. symbol_timeframe wildcard (e.g. *.5m, I2601.*)
5. symbol_timeframe exact (e.g. I2601.5m)

• struxis only provides infra + market + analysis capabilities.
• strategy owns DecisionEngine and trade decision orchestration.
• runtime/apps compose market feeds, analysis outputs, and strategy decisions.

• Project-wide rule: prioritize professional trader visual semantics over threshold/parameter tuning.
• Prefer structural relations, state transitions, and sequence constraints; use thresholds only as documented exceptions.
• This principle applies to all modules, not only struxis.

• docs/rust-migration.md
• docs/CONTRIBUTING-struxis.md
• docs/trading-system-thinking.md
• docs/project-understanding.md
• docs/naming.md
• docs/rust-coding-standard.md
• docs/workspace-projects.md
• docs/workspace-layout.md
• docs/market-readiness-v1.md