Event-Driven Trading Engine

A high-performance, event-driven cryptocurrency trading system built in Rust with real-time market data ingestion, pluggable strategies, and paper trading capabilities.

Features

Multi-Exchange Support

• CoinGecko - Spot market data
• Binance - Spot trading
• Bybit - Spot trading
• Binance Futures - Perpetual futures

Instrument Types

• Spot trading
• Perpetual futures
• Future contracts (with expiry)
• Options (with strike prices)

Trading System

• Event Bus - Pub/sub architecture for decoupled components
• Portfolio Management - Position tracking, PnL calculation (realized/unrealized)
• Execution Engine - Paper trading with order management
• Risk Management - Comprehensive risk controls

Strategies

• Simple Strategy - Price change threshold-based trading
• Arbitrage Strategy - Cross-exchange price difference detection

Risk Management

The system includes comprehensive risk management with configurable limits:

Risk Limits

Limit	Default	Description
Max Positions	5	Maximum concurrent open positions
Max Position Size	1.0	Maximum size per position
Max Daily Loss	10%	Daily loss limit before kill switch
Max Exposure	80%	Maximum portfolio exposure
Min Trade Size	0.1%	Minimum trade as % of balance

Risk Features

• Pre-trade Checks - Validates before executing any trade
• Post-trade Checks - Monitors daily loss after each trade
• Kill Switch - Automatically halts trading when limits exceeded
• Real-time Status - Displays risk metrics in CLI

Risk Profiles

// Default (balanced)
RiskEngine::with_default_limits(10000.0)

// Conservative (safer)
RiskEngine::new(10000.0, RiskLimits::conservative())

// Aggressive (higher risk)
RiskEngine::new(10000.0, RiskLimits::aggressive())

Project Structure

src/
├── main.rs                 # CLI entry point with interactive menu
├── lib.rs                  # Library exports
├── engine/                 # Event bus & event types
│   ├── bus.rs             # Pub/sub event system
│   └── event.rs           # Engine events (TradeExecuted, OrderFilled, etc.)
├── market_data/            # Multi-exchange data fetching
│   ├── adapters/          # Exchange implementations
│   │   ├── binance.rs     # Binance spot fetcher
│   │   ├── binance_futures.rs
│   │   ├── bybit.rs       # Bybit spot fetcher
│   │   └── coingecko.rs   # CoinGecko API
│   ├── fetcher.rs         # MarketDataFetcher trait
│   ├── feed.rs            # MarketDataFeed trait (streaming)
│   ├── types.rs           # Instrument, PriceTick, TradeTick
│   └── normalizer.rs      # Data normalization
├── strategy/              # Trading strategies
│   ├── mod.rs             # Strategy trait
│   ├── simple.rs          # Simple price threshold strategy
│   ├── event.rs           # Strategy events (Buy/Sell/Arbitrage)
│   └── cross_exchange/
│       └── arbitrage.rs   # Arbitrage strategy
├── execution/             # Order execution
│   ├── engine.rs          # ExecutionEngine (paper trading)
│   ├── order.rs           # Order types & states
│   └── fill.rs            # Fill simulation
├── portfolio/             # Position management
│   ├── portfolio.rs       # Portfolio with PnL
│   └── position.rs        # Position with stop-loss
├── risk/                  # Risk management
│   ├── risk.rs            # RiskEngine, RiskLimits, RiskState
│   └── basic.rs
└── utils/                 # Utilities

Getting Started

Prerequisites

• Rust 1.70+
• API key for CoinGecko (optional, for CoinGecko data source)

Build & Run

# Build
cargo build

# Run
cargo run

Usage

1. Select a data source from the menu:

   • CoinGecko (Spot)
   • Binance (Spot)
   • Bybit (Spot)
   • Binance Futures (Perpetual)

2. The system will:

   • Fetch real-time market data
   • Run the strategy to generate signals
   • Execute trades (paper trading)
   • Display portfolio status with risk metrics

Environment Variables

For CoinGecko:

COINGECKO_API_KEY=your_api_key
COIN_IDS=bitcoin,ethereum,solana

Architecture

Event Flow

Exchange API → MarketDataFetcher → Strategy → ExecutionEngine → Portfolio
                    ↓
              EventBus (pub/sub)
                    ↓
              Subscribers (logging, alerts)

Key Traits

// Pull-based data fetching
trait MarketDataFetcher {
    async fn fetch_price(&self, symbol: &str) -> Result<MarketEvent>;
    fn exchange_name(&self) -> &str;
}

// Stream-based data fetching
trait MarketDataFeed {
    async fn next_event(&mut self) -> Option<MarketEvent>;
    fn source(&self) -> &str;
}

// Trading strategy
trait Strategy: Send {
    async fn on_market_event(&mut self, event: MarketEvent) -> Option<StrategyEvent>;
    fn name(&self) -> &str;
}

CLI Output Example

══════════════════════════════════════════════════
  BINANCE TRADING (Spot)
══════════════════════════════════════════════════
  Symbols: ["BTCUSDT", "ETHUSDT"]

  │ Binance BTCUSDT      │ $  69822.40 │  +0.0000% │
  │ Binance ETHUSDT      │ $   2123.64 │  +0.0000% │

  ⚡ BUY SIGNAL | ETHUSDT @ $2123.64
  │────────────────────────────────────│
  │ Action: BUY
  │ Symbol:  ETHUSDT
  │ Price:   $2123.64
  │ Size:    0.01
  │ Stop:    $2017.46
  │────────────────────────────────────│

  ┌─────────────────────────────────────┐
  │ PORTFOLIO STATUS                    │
  ├─────────────────────────────────────┤
  │ Balance:      $      9978.76        │
  │ Open Trades:  1/5                   │
  │ Unrealized:   $        0.00         │
  │ Realized:     $        0.00         │
  ├─────────────────────────────────────┤
  │ Risk Status:  OK                    │
  │ Daily P&L:    $       -21.24        │
  │ Max Loss:     10.0%                 │
  └─────────────────────────────────────┘

Dependencies

• tokio - Async runtime
• reqwest - HTTP client
• serde - JSON serialization
• chrono - Date/time handling
• async_trait - Async traits
• coingecko - CoinGecko API client
• governor - Rate limiting

License

MIT