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Strategy DSL — The Engine

Strategy DSL — The Engine

Reference

The native C++ engine (dslx) that parses, validates, backtests and runs strategy DSL: its modules, the catalog the editors are generated from, indicator sharing, the command line, and how the platform calls it.

One engine

Every -DSL execution — a builder backtest, an API backtest, a deployed strategy — runs in apps/hft/dsl. There is no second implementation in to from it. The browser only validates (with a mirror of the parser's checks) and compiles the builder's state into the engine's JSON.

ModuleResponsibility
dsl/, the (JSON paths, suggestions, warnings) and the never-true checks
indicators/The catalog: 94 indicators with their parameters, outputs, ranges and kernels; the CustomFormula language; QuaScript indicators (linked from packages/quascript)
engine/SeriesTable (higher timeframes, , offsets) and the — positions, stops, targets, layers, , costs,
cache/Indicator outputs shared between strategies over the same candles
scheduler/ api/Work-stealing pool; single runs, batches and matrices of (, candles) jobs
live/StrategyHub ( strategies on shared feeds) and the --serve server
io/ cli/Candle loading (CSV / JSON), result JSON, the dslx_cli command

The catalog is the source of truth

Each indicator is registered once, in src/indicators/library.cpp, together with its editor . dslx_cli --catalog exports it and scripts/sync-catalog.mjs writes it into the web app, where the form, node and JSON editors, the validator and these knowledge-base reference tables are generated from it. Adding an indicator to the engine therefore adds it everywhere; a CI check (--check) fails if the web copy is stale.

Computing series once

Before stepping bars, the collects every distinct operand (indicator, parameters, output, timeframe, candle type) and computes each series once over the whole history. Offsets read the same series shifted; a higher-timeframe operand is computed on resampled bars and aligned so a bar only sees that timeframe's closed bars.

The indicator cache is keyed by the candle set, timeframe, , indicator and parameters, and is single-flight: strategies in one batch (or on one feed) that need (20) wait for one computation instead of repeating it. On the live server, 1,000 strategies reading the same on a symbol compute it once per bar.

Execution shapes

ShapeTypeDescription
run1 strategy × 1 candle setA single backtest.
runBatchN strategies × 1 candle set on the pool, one shared indicator cache — the for parameter sweeps.
runMatrixN (strategy, candles) jobsIndependent jobs in ; a job that throws returns its error without stopping the others.
live hubmany strategies × live feedsStrategies and removed at any time, when their feed confirms a bar. See “ Engine”.
ℹ
Note: are deterministic: the same document and candles give byte-identical results on any count, and a streamed bar by bar makes the same as its backtest.

Command line

dslx_cli
# validate (errors and warnings with JSON paths)
dslx_cli --validate -s strategy.json

# backtest one strategy, or a batch over the same candles
dslx_cli -c candles.json -s a.json -s b.json -o results.json

# the vocabulary the editors use (indicators, operators, timeframes, limits)
dslx_cli --catalog

# the series and params a QuaScript indicator exposes
dslx_cli --quascript my_indicator.qs

# the long-running engine: live strategies + backtests over one connection
dslx_cli --serve --stdio
dslx_cli --serve --socket /tmp/dslx.sock --ws-port 8095 --token "$DSLX_TOKEN"

How the platform calls it

CallerPath
Builder backtest step, API backtestsbot-api dsl.runner → runDslxBacktest → a backtest request on the shared engine (dslx_cli --serve --stdio, one process). QUATICK_DSLX_SPAWN=1 runs one process per backtest instead.
Deployed strategiesStrategyRunnerService → EngineStrategyHost → the same engine ; market from the market-data hub
Separate engine hostSet DSLX_ENGINE_URL=ws://host:port (and DSLX_TOKEN) to use a running engine over instead of a child process
Binary locationQUATICK_DSLX_BIN, else apps/hft/dsl/build/dslx_cli found upward from the API

Building and testing

build and checks
cmake -S apps/hft/dsl -B apps/hft/dsl/build -DCMAKE_BUILD_TYPE=Release
cmake --build apps/hft/dsl/build -j
(cd apps/hft/dsl/build && ctest --output-on-failure)

node apps/hft/dsl/scripts/sync-catalog.mjs --check     # web catalog matches the engine
npx tsx apps/hft/dsl/scripts/verify-builder.mts        # presets compile, validate and run
npx tsx apps/hft/dsl/scripts/verify-conditions.mts     # random condition trees, engine vs client vs reference
npx tsx apps/hft/dsl/scripts/verify-bots.mts           # every bot in apps/hft/dsl/bots
node apps/hft/dsl/scripts/verify-serve.mjs 500 600     # the live server end to end

See also

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