System Architecture

The Core &
The Edge

Rust Authoritative Core

Handles canonical order state, risk limits, and deterministic replay. Built for safety and raw speed.

Python Strategy Edge

Expresses trading intent, calculates indicators, and orchestrates research. Optimized for iteration speed.

Thin Bridge

Python sends "Intent", Rust guarantees correctness. A clear separation of concerns.

Neleus Core

Engine / State / Risk

Deterministic

Canonical Order State Machine

Positions & PnL Accounting

Pre-Trade Risk Limits

Hard constraints, zero latency

Deterministic Replay Engine

Market Data Normalization

Status: Active (μs Latency)

Intent

State

FFI Bridge

Strategy UX

Logic / Analysis / Ops

Flexible

Strategy Logic (Alpha)

Technical Indicators (Pandas/Polars)

Research Tooling (Jupyter)

Orchestration & Config

Reporting & Alerts

Env: User Space

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