clear-street-adapter

name	clear-street-adapter
description	High-Performance C++ Adapter for Clear Street API (OnixS/QuickFIX Dual Engine)
version	1.0.0

Clear Street C++ Adapter

This extension provides a production-grade, high-frequency trading gateway to Clear Street.

Architecture

• Dual Engine: Automatically selects OnixS (if injected) or falls back to QuickFIX.
• Persistence: DuckDB records L2/L3 market data to Parquet for replay.
• Safety: Pre-Trade Risk Layer enforces limits before orders leave the process.
• Agility: Hot-Swap strategies without dropping the FIX session.

integration

1. OnixS Injection (Optional but Recommended)

To enable the high-performance engine:

quanuxctl integrate onixs --path /path/to/downloaded/onixs-sdk

This copies the SDK to extensions/sdks/onixs. The build system detects this automatically.

2. Configuration (local_config.json)

{
  "adapter": {
    "engine": "auto",  // auto, onixs, quickfix
    "sender_comp_id": "MY_ID",
    "target_comp_id": "CST_ID",
    "socket_connect_host": "fix.clearstreet.io",
    "socket_connect_port": 1234
  },
  "risk": {
    "max_order_qty": 50,
    "max_daily_loss": 5000.0
  },
  "recorder": {
    "enabled": true,
    "mode": "L3",  // L1, L2, L3 (Market by Order)
    "directory": "data/archived"
  },
  "performance": {
    "cpu_affinity_send": 4,
    "cpu_affinity_recv": 5,
    "spin_lock": true
  }
}

Usage

Build

quanuxctl install clear-street

Run

quanuxctl run clear-street

Features

L3 Recorder

Captures full Market-By-Order feeds. Data is stored in DuckDB files optimized for analytical queries.

Hot-Swap

To reload a strategy:

1. Recompile your strategy shared library (.so).
2. Send SIGHUP to the adapter process OR use the control command: quanuxctl send clear-street reload_strategy

Latency Metrics

Microsecond histograms are logged to metrics.json on exit, or streamed via CNATS subject quanux.metrics.latency.