Mercury Trading Engine

Mercury is a high-performance, event-driven algorithmic trading engine written in Rust. It is designed for low-latency market-making, momentum, and ML-based strategies across multiple exchanges.

Key features

• Event-driven core — all components communicate through a single lock-free EventBus backed by a crossbeam bounded channel.
• Multiple exchanges — Binance, Coinbase, Bybit, Kraken, OKX, and Yahoo Finance (equities).
• Paper trading — built-in PaperGateway with configurable simulated latency; no API keys needed.
• Backtesting — deterministic replay of recorded Parquet tick data.
• ML strategies — ONNX-based inference, online logistic regression, and reinforcement learning.
• Risk controls — position limits, daily-loss guard, per-order rate limiting, and a kill switch.
• TUI monitor — real-time ratatui dashboard connected via Unix socket IPC.
• Prometheus metrics — latency histograms (HDR), PnL tracking, and Prometheus export.

Design philosophy

Mercury favors explicitness and performance over abstraction. Financial values use rust_decimal::Decimal throughout — no floating-point arithmetic on prices or quantities. Hot-path data structures are stack-allocated where possible (e.g. Symbol is a [u8; 16] array).