ClueBot

Quantitative trading signal alerting system — multi-strategy, multi-market, multi-channel collaborative monitoring for assisted manual decision-making.

Overview

ClueBot is a quantitative trading signal monitoring platform built with Rust. It monitors market data from multiple exchanges through pluggable strategy modules and sends real-time notifications via various channels (email, Lark, etc.) when strategy conditions are triggered.

Key Features

• Multi-Strategy Support: Strategies implemented as independent crates with dynamic loading
• Multi-Market Access: Supports major exchanges including OKX, Binance
• Multi-Channel Notifications: Email, Lark, and other notification channels
• AI-Powered Analysis: Asynchronous Agent tasks for strategy discovery and market analysis
• Layered Architecture: Clear separation of concerns for easy extension and maintenance

Architecture Overview

┌─────────────────────────────────────────────────────────┐
│  Application Layer: bin/cluebot (CLI, config, assembly) │
└────────────────────┬────────────────────────────────────┘
                     │
┌────────────────────▼────────────────────────────────────┐
│  Infrastructure Layer: Runtime (Lifecycle Management)   │
└────────────────────▲────────────────────────────────────┘
                     │
┌────────────────────▼────────────────────────────────────┐
│  Business Logic Layer: Engine (Strategy execution)      │
│  ┌──────────┐  ┌──────────┐  ┌──────────┐              │
│  │ Executor │  │Scheduler │  │ Monitor  │              │
│  │ Strategy │  │  Task    │  │  Market  │              │
│  │ Execution│  │Scheduler │  │ Monitor  │              │
│  └──────────┘  └──────────┘  └──────────┘              │
└─────────┬──────────────────┬────────────────────────────┘
          │                  │
          ▼                  ▼
┌─────────────────┐  ┌─────────────────┐
│  Strategies     │  │  Extensions     │
│  Strategy       │  │  (Markets)      │
│  Modules        │  │  - OKX          │
│  - Volatility   │  │  - Binance      │
│  - (Extensible) │  │                 │
└─────────────────┘  └─────────────────┘

          │ Signal Triggered
          ▼
┌─────────────────┐  ┌─────────────────┐
│  Extensions     │  │     Agent       │
│  (Channels)     │  │   AI Agent      │
│  - Lark         │  │   Layer         │
│  - Email        │  │  - Discovery    │
│                 │  │  - Analysis     │
└─────────────────┘  └─────────────────┘

Quick Start

Requirements

• Rust 1.80+
• Exchange API key (for OKX)
• SMTP email configuration (for email notifications)

Environment Configuration

cp .env.example .env
# Edit .env file with the following variables:

# SMTP Configuration
SMTP_SERVER=smtp.gmail.com
SMTP_PORT=587
FROM_EMAIL=your-email@gmail.com
SMTP_PASSWORD=your-app-password
SMTP_RECIPIENT=recipient@example.com
USE_TLS=true

# Strategy Parameters
VOLATILITY_PRICE_CHANGE_THRESHOLD=5.0    # Price change threshold (%)
VOLATILITY_VOLATILITY_THRESHOLD=0.0      # Volatility threshold (%)
VOLATILITY_MIN_CANDLES=2                 # Minimum candle count
VOLATILITY_BAR=1H                        # Candle interval
VOLATILITY_LIMIT=8                       # Number of candles
SCAN_INTERVAL_SECS=1800                  # Scan interval (seconds)

Run

# Development mode
cargo run

# Production build
cargo build --release
./target/release/cluebot

Project Structure

cluebot/
├── bin/cluebot/           # Application entry point
├── crates/
│   ├── runtime/           # Infrastructure - Lifecycle management
│   ├── engine/            # Business logic - Strategy execution core
│   ├── agent/             # AI Agent layer
│   │   ├── discovery-strategy/    # Strategy discovery
│   │   ├── strategy-creation/     # Strategy creation
│   │   └── strategy-optimization/ # Strategy optimization
│   ├── llm-gateway/       # AI infrastructure - Unified LLM interface
│   ├── strategies/        # Strategy implementations
│   │   └── volatility-increase-short-selling/  # Volatility short strategy
│   └── extensions/        # Extension modules
│       ├── markets/       # Exchange interfaces
│       │   ├── okx/
│       │   └── binance/
│       └── channels/      # Notification channels
│           ├── email/
│           └── lark/
├── DESIGN.md              # Detailed design documentation
└── README.md              # This document

Developing Strategies

Strategies must implement the Strategy trait:

#[async_trait]
pub trait Strategy: Send + Sync {
    fn name(&self) -> &str;
    async fn execute(&self, market: &dyn Market) -> Result<Vec<Signal>>;
}

See example: Volatility Short Strategy

Adding Markets/Channels

Market modules implement the Market trait, and channel modules implement the Channel trait. Once implemented, they can be dynamically loaded by the Engine.

Design Documentation

For detailed architecture design, please refer to DESIGN.md

License

MIT