How chloepike/depth works
Depth is a local multi-exchange trading terminal. A user selects an asset and market; venue feeds and history supply market data that the data layer normalizes and aggregates for the terminal’s book, tape, and chart. Users can then inspect signals or submit trades, with risk checks, venue-specific execution, account views, and optional paper trading. Hunter scanning and custom indicators are separate capabilities. The UI’s module wiring and selected engine calls are visible in excerpts; several feature connections are documented in the README, while unsampled implementation details are left out.
Main entry points: lib.rs Terminal shell · engine.rs Data engine · trade.rs Trading dispatch · mod.rs Venue feeds
Components 23
Terminal interface
- Terminal shell
ui/src/lib.rs - Data engine
ui/src/engine.rs - Book and tape
ui/src/book.rs - Chart views
ui/src/chart.rs - Order panel
ui/src/order.rs - Account views
ui/src/account.rs
Market data
- Venue feeds
src/ex/mod.rs - WebSocket and REST
src/ws.rs - Market aliases
src/alias.rs - Market aggregation
src/agg.rs - Order-level data
src/l3.rs
Analysis tools
- Signals and models
src/quant.rs - Hunter scanner
src/hunter.rs - Custom indicators
ui/src/script.rs
Trading
- Trading dispatch
src/trade.rs - Smart routing
src/route.rs - Risk guard
src/risk.rs - Venue execution
src/trade/bybit.rs - TP and SL
src/trade/tpsl.rs - Paper trading
src/demo.rs
Local services
- SQLite store
src/db.rs - OS services
src/sys.rs
Other components
- Trader
Connections 22
- Trader → Terminal shell: uses
- Terminal shell → Data engine: starts
ui/src/lib.rs - Terminal shell → Book and tape: renders
ui/src/lib.rs - Terminal shell → Chart views: renders
ui/src/lib.rs - Terminal shell → Order panel: renders
ui/src/lib.rs - Terminal shell → Account views: renders
ui/src/lib.rs - Venue feeds → WebSocket and REST: uses
- Venue feeds → Market aliases: maps symbols
src/ex/mod.rs - Venue feeds → Market aggregation: streams data
- Market aggregation → Order-level data: uses
src/agg.rs - Data engine → Risk guard: checks orders
ui/src/engine.rs - Data engine → Paper trading: sends batches
ui/src/engine.rs - Data engine → SQLite store: records OI
ui/src/engine.rs - Order panel → Smart routing: offers routing
- Smart routing → Trading dispatch: routes orders
- Trading dispatch → Venue execution: dispatches
src/trade.rs - Trading dispatch → TP and SL: delegates TP/SL
src/trade.rs - Trading dispatch → OS services: reads credentials
src/trade.rs - Chart views → Custom indicators: supports scripts
- Market aggregation → Signals and models: feeds analysis
- Hunter scanner → SQLite store: stores scan bars
src/db.rs - Paper trading → SQLite store: persists events
src/db.rs