dxcore

dxcore is the backbone for data processing, networking and core structures for dx libraries.

Mainly a toolkit for pulling market data, tracking portfolios, serving networks/meshes of strategies, and talking between services.

Main Idea

For now, the more interesting modules are:

• Market data: let's you fetch historical bars and live account updates from external interfaces, such as Interactive Brokers (TWS/Gateway), and get results back. We plan to keep expanding this to other brokers and data sources in the future.
• Portfolios & accounts: keep track of instruments, positions, and account metrics in one place.
• Strategies: run simple strategy logic (like SMA crossovers) and factor models over your data. Also let you define your strategy code in other languages (such as OCaml and Python), and then run in a performant env backbone. For full strategy development and reusable strategy code, look at cadlag.
• Services: register and talk between services with a small request/response layer for now only a built-in HTTP server). This is where the service discovery pieces that used to live in dxforge ended up.
• Python bindings: the same core functionality is exposed to Python via the dxcore-pyo3 crate

and more in the future!

Getting Started

This is a Rust workspace with two crates: crates/core is the Rust code for the library itself, while crates/pybindings are the Python bindings

Build everything with:

cargo build

Some functionality is behind feature flags (ibkr for Interactive Brokers, strategies for the strategy module). Enable them if you need them:

cargo build --features ibkr,strategies

Examples

A few runnable examples live in crates/core/examples:

cargo run --example strategy --features strategies

In the Ecosystem

dxcore works alongside the other Divergex components: dxforge handles orchestration and containerized deployments, while [cadlag](https://github.com/divergex/cadlag] has the actual code for strategies.

License

This project is licensed under the MIT License. See the LICENSE file for details.