scalper

Rust market-data and research pipeline for crypto futures scalping.

What it does

• Streams Binance and MEXC futures market data.
• Records and replays Parquet market events.
• Builds orderflow, orderbook, profile, GEX, heatmap, and hidden-liquidity signals.
• Runs historical imports, regime scans, and walk-forward research.
• Exposes runtime state through /health.

Commands

cargo run -- --config config/scalper.toml
cargo run -- research --input data/parquet/run
cargo run -- import-klines --symbol BTCUSDT --interval 1m
cargo run -- regime-scan --input data/historical/binance-klines/btcusdt/run

Status

Research-first. Paper execution exists; live execution should stay gated.

License

UNLICENSED.