Crystrat

Ultra-clean, fast, and safe live trading framework for complex strategies.

Milestones M0–M2 are implemented: bootstrap, Crypto.com market data (trades/bars/books) with metrics, and a paper OMS/Execution pipeline.

Quick Start

• Create venv and install editable:
  • PowerShell: python -m venv .venv; .\.venv\Scripts\Activate.ps1; pip install -e .
  • If the crystrat script is not on PATH, use python -m crystrat.cli.main.
• Configure config.example.yaml:
  • exchanges: [cryptocom] to enable live market data
  • bar_intervals: [1m] to build OHLCV bars
  • book_depth: 50 for L2 depth

Run Examples

• Print trades (Crypto.com):
  • python -m crystrat.cli.main run --config config.example.yaml --strategy examples.print_trades:PrintTrades
• Print bars (requires bar_intervals):
  • python -m crystrat.cli.main run --config config.example.yaml --strategy examples.print_bars:PrintBars
• Demo order (paper OMS, fills at top-of-book):
  • python -m crystrat.cli.main run --config config.example.yaml --strategy examples.demo_order:DemoOrder
• Minimal starter:
  • python -m crystrat.cli.main run --config config.example.yaml --strategy examples.simple_strategy:MyStrat

Commands

• crystrat run loads config and strategy, starts the runtime.
• crystrat status prints basic environment and version.

Layout

• src/crystrat/infra/* event bus, logging, config, metrics
• src/crystrat/connect/crypto_com/* Crypto.com REST + WS connectors
• src/crystrat/marketdata/* MD runtime and OHLCV
• src/crystrat/exec/* OMS/Execution (router, paper broker, risk)
• src/crystrat/strategy/* Strategy base + loader
• src/crystrat/cli/* CLI entrypoints
• examples/* demo strategies
• tests/* minimal sanity tests

Refer to plan.txt and TODO.md for the detailed roadmap and progress.