# CryptoStruct Trading Platform

**CryptoStruct** is a high-frequency trading platform for institutional
crypto desks, running into the billions of orders per day across venues
that each bring their own API, data formats, and failure modes. The
platform normalises the data, manages reconnects, and tracks rate limits
against every venue, exposing one consistent SDK on top so the work stays
on the strategy itself.

A strategy built against the **Strategy SDK** runs on any supported
exchange with the same fields, the same messages, and the same behaviour
regardless of where the order ends up. The same code runs in a backtest
against historical data, with no separate code path.

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## What you get

### Strategy framework

The **Strategy SDK** is what you build strategies against: the strategy API,
the test libraries, a local backtest tool, example strategies, and a project
template. The **Strategy Server** is the runtime that hosts them.

The strategy API is an event-driven API for normalised market data and order
management. The same runtime drives both backtests and live trading, so the
behaviour you see in simulation is the behaviour you ship.

The Strategy Server hosts running strategies. It distributes strategy
instances across CPU cores, maintains the connections to the platform's
market-data and trading components, and exposes HTTP and WebSocket APIs
for external tools and monitoring.

### Normalised market data

Every exchange ships a different format. CryptoStruct unifies them. Each
field, message, and timestamp looks the same regardless of venue.

Available feeds:

- Full-depth order books
- **Top-of-book** (BBO) updates
- Public trades
- Index and mark prices for derivatives
- **Greeks** and implied volatility for options
- Live and predicted **funding rates**
- Liquidations

The redundancy runs at two levels. Every exchange is served by several
independent market data services, and each of those services holds several
connections to the venue. Both layers do the same two jobs: the feed
survives a dropped connection or a failed service, and the extra paths cut
latency.

#### Historical archive

All live data feeds are also recorded continuously and made available for
backtests and offline analysis.

### Normalised order execution

One **order-entry protocol** covers every exchange. Order lifecycles, rate
limits, and error reporting follow the same shape regardless of venue.

Supported order management:

- Order types covering limit, market, stop, trigger, and pegged variants
- Common time-in-force options including GTC, IOC, FOK, and DAY
- Atomic modification of price and size in a single request, where the
  exchange supports it
- Rate-limit tracking per exchange, surfaced to the strategy

Account state surfaced to the strategy:

- Real-time updates for orders, fills, and positions
- Unified handling of spot and derivatives, including options
- Wallet balances and margin calculations
- **Fill attribution** including fees, maker/taker flag, and timestamps

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## Who uses CryptoStruct

- Proprietary trading firms running market-making, arbitrage, and directional
  strategies
- Quant hedge funds running systematic strategies across exchanges
- Market makers providing liquidity on spot and derivatives venues
- Individual algorithmic traders who want institutional-grade infrastructure

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For integration support or enterprise deployments, contact the CryptoStruct
team directly.