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Core Architecture

Von Neumann Architecture (Design Principle) The foundational design principle behind ClyptQ’s engine. Just as the Von Neumann architecture separates stateless computation (CPU) from stateful memory (RAM) connected by a control unit, ClyptQ separates stateless Operators from the stateful StatefulGraph, connected by the TradingDriver. This separation is what makes Research = Backtest = Live possible. Architecture Overview → TradingSpec The complete strategy definition: data + strategy + execution mode. Changing mode is all it takes to go from backtest to live. Full Reference → TradingDriver The runtime orchestrator. Reads a TradingSpec, computes warmup, and runs the tick loop. Architecture Overview → StatefulGraph A DAG execution engine where operators are stateless and the graph manages all state via RollingBuffers. Deep Dive → Operator A stateless computation unit that receives TaggedArrays and returns a TaggedArray. ClyptQ ships operators across 14 roles. Operator System → BaseOperator The abstract base class all operators inherit from. Requires implementing compute() and declaring a role. Protocol Reference → OperatorRole One of 14 roles (ALPHA, INDICATOR, TRANSFORM, OPTIMIZER, etc.) that categorizes what an operator does. Role Table →

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Data Concepts

FIELD Market data namespace: FIELD:exchange:market:ohlcv:field. The only way operators receive market data. FIELD & STATE → STATE Portfolio data namespace: STATE:exchange:market:key. Updated by the executor after each fill. FIELD & STATE → TaggedArray 4-field data structure (value, exists, valid, updated) that distinguishes missing data from invalid data. Why 4 Fields? → RollingBuffer Pre-allocated circular buffer that stores historical data for each operator input. Prevents lookahead by only exposing the declared lookback window. Lookback Buffers → SymbolSourceMap Maps symbols to exchanges: {"binance:futures": ["BTC/USDT", "ETH/USDT"]}. Determines which symbols appear in each FIELD source. TradingSpec → AxisMeta Frozen metadata about the symbol dimension — symbol names, exchange sources, index mappings. TaggedArray → Input Declaration of what data an operator needs: Input(source, timeframe, lookback). Tells the graph how to set up buffers. StatefulGraph → Forward-Fill When no new data arrives for a FIELD source, the last known value is reused with updated=False. FIELD & STATE →

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Execution Concepts

Intention Target portfolio state produced by ORDER operators: “I want 0.5 BTC long.” Execution Pipeline → Delta The difference between current position and target: “I need to buy 0.3 BTC.” Execution Pipeline → BacktestFactory / LiveFactory Fill engines. BacktestFactory simulates fills against historical data. LiveFactory sends real orders via CCXT. Architecture Overview → Warmup Pre-execution period where the graph processes ticks to fill RollingBuffers before generating trading signals. Computed automatically by tracing the graph backward. StatefulGraph → Ephemeral Operator An operator that calls external APIs (LLM, web search). Cannot reproduce outputs for backtesting. Only runs in paper/live mode. Semantic Operators →

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Platform Concepts

Code Parity The guarantee that the same graph runs identically in backtest, paper, and live modes. Only the data source and fill engine change. Deep Dive → Cross-Exchange Validation Platform tests strategies on exchange data the builder never saw, proving the strategy isn’t overfit to a single venue. Marketplace → Trading Commerce The marketplace model: builders create strategies, platform verifies them, traders deploy them. Marketplace →

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Backtesting Concepts

Lookahead Bias Using future data in backtesting. ClyptQ prevents this structurally via RollingBuffers. Prevention → Funding Rate Periodic payment between long/short holders in perpetual futures. Simulated at settlement boundaries. Funding Rates → MMR (Maintenance Margin Ratio) Minimum equity required to keep a leveraged position open. Varies by exchange and position tier. Liquidation Logic → CostModelSpec Configuration for maker/taker fees, slippage, and funding rate overrides. Auto-fetched from exchanges if not specified. Cost Models →