🚀 DEPTHOS

Institutional-Style Gate.io Market-Making Infrastructure for Low-Nominal Perpetuals

Multi-ticker execution engine for Gate.io perpetual futures with market data, OMS, risk controls, reconciliation, backtesting, observability, and API-ready architecture.

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✨ Overview

MarketForge is a modular Python trading infrastructure project built for Gate.io USDT perpetual futures.

It is designed for low-nominal contracts, multi-ticker market making, and execution-aware research workflows. The system combines live market data handling, order lifecycle management, risk controls, reconciliation, backtesting, and observability into one structured codebase.

This project is best positioned as:

• 💼 White-label trading infrastructure
• 🧠 Execution engine foundation
• 🏗️ SaaS-ready backend for trading products
• 📊 Research + paper/live deployment framework
• ⚙️ Advanced crypto market-making codebase

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🔥 Core Features

📡 Market Data

• Real-time WebSocket market data integration
• Order book / depth cache handling
• Trade tape processing
• Funding and mark price caches
• Candle service support
• Staleness detection

🧾 Order Management System (OMS)

• Structured order lifecycle state tracking
• Ack / replace / cancel flows
• Fill processing
• Client order registry
• Execution service abstraction
• Persistent order storage

💼 Portfolio & Positioning

• Position manager
• Inventory manager
• Exposure manager
• PnL tracking
• Account reconciliation hooks

🛡️ Risk Controls

• Kill switch support
• Connectivity guard
• Market regime guard
• Stale order guard
• Protective exit logic
• Centralized risk manager

🧠 Strategy Layer

• Fair value engine
• Alpha model scaffolding
• Inventory skew logic
• Spread model
• Quote sizing
• Reservation price logic
• Adverse selection filters
• Quote engine

🔄 Reconciliation & Recovery

• Startup reconciliation
• Periodic reconciliation
• Ghost order detection
• Orphan position detection
• Recovery actions framework

🧪 Backtesting & Replay

• Execution-aware backtest framework
• Queue model
• Fill model
• Slippage model
• Replay engine
• Reporting and metrics support

📈 Observability

• Metrics collection
• Health endpoints
• Alerts
• Audit logging
• Event logging
• Tracing hooks

🌐 API Layer

• Health routes
• Metrics routes
• Position routes
• Order routes
• Dashboard routes
• Embedded API server structure

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🧱 Architecture

MarketForge
├── app/
│   ├── api/               # Dashboard + service API
│   ├── backtest/          # Replay, fills, slippage, reports
│   ├── connectors/        # Gate.io REST + WebSocket integrations
│   ├── core/              # Shared infra utilities
│   ├── market_data/       # Books, trades, candles, marks, funding
│   ├── observability/     # Metrics, alerts, audit/event logs
│   ├── oms/               # Order lifecycle + execution services
│   ├── persistence/       # SQLite repositories and models
│   ├── portfolio/         # Positions, inventory, PnL, exposure
│   ├── reconcile/         # Startup and periodic exchange sync
│   ├── risk/              # Guards, limits, protective controls
│   ├── strategy/          # Alpha, fair value, spread, skew, sizing
│   └── main.py            # Main application entrypoint
├── scripts/               # Run live / paper / replay
├── tests/                 # Unit tests for critical logic
├── requirements.txt
└── README.md