Products Connect

Futures and options, behind a small protocol.

The gateway between qkt and a trading venue: one container per account. Futures, perpetuals and options over one small protocol.

Pre-1.0 · testnet and paper first

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Latest release: v0.1.0
Licence: Apache-2.0
Adapters: paper, Deribit
Protocol: VGP v1

qkt
Venue gateway
Adapter
The venue

qkt.config.yaml

brokers:
  deribit:
    type: gateway
    gateway_url: http://127.0.0.1:8444
    api_key: env:DERIBIT_TRADER_TOKEN
    expected_adapter: deribit
    expected_account_login: "<client id>"
    expected_trade_mode: demo # real on mainnet

qkt trades through the gateway with a token, never with venue keys. It refuses to start if the adapter, the account or the trade mode does not match what you wrote here.

Source: qkt-venue-gateway/adapter-deribit/README.md; qkt/docs/reference/config-schema.md

POST /v1/orders

{"client_order_id": "dsl-s-1", "symbol": "BTC_USDC-25DEC26-92000-C",
 "side": "sell", "type": "limit", "quantity": "0.1", "limit_price": "650",
 "time_in_force": "gtc", "reduce_only": false}

201 Order

{"client_order_id": "dsl-s-1", "venue_order_id": "8812", "symbol": "BTC_USDC-25DEC26-92000-C",
 "side": "sell", "type": "limit", "quantity": "0.1", "limit_price": "650", "stop_price": null,
 "time_in_force": "gtc", "reduce_only": false, "status": "working", "filled_quantity": "0",
 "avg_fill_price": null, "reject_reason": null, "created_at": 1790835316271, "updated_at": 1790835316271}

Money and quantities are decimal strings, never floats. The order is idempotent on its client_order_id: the same body again returns the existing order, a different body is a 409.

Source: qkt-venue-gateway/docs/vgp-v1-wire.md §3 (the Order example)

VenueAdapter (excerpt)

interface VenueAdapter : AutoCloseable {
    fun place(order: NewOrder): VenueOrder             // order carries its client_order_id as the venue label
    fun cancel(clientOrderId: String): VenueOrder?
    fun orderByLabel(clientOrderId: String): VenueOrder?   // venue lookup by our id; null = venue never saw it
    fun fills(fromMs: Long, toMs: Long): List<VenueFill>   // executions with venue fill ids and costs
    // ...
}

An adapter translates one venue's API and nothing more. The journal, idempotency, recovery from fills and the kill switch are the gateway's. Built in: paper, which trades on Deribit's live public prices with no account, and Deribit.

Source: qkt-venue-gateway/docs/design.md §3; adapter-paper/README.md

GET /v1/health

{"protocol": "vgp1", "adapter": "deribit", "adapter_version": "0.1.0",
 "account_login": "12345", "trade_mode": "demo", "venue_connected": true,
 "kill_switch": {"all": false, "symbols": []}, "server_time": 1790835316271,
 "stream": "4f1c...", "seq": 1041, "capabilities": ["bars", "funding", "funding_rates", "quotes"]}

Before trading, qkt checks protocol, adapter, account_login and trade_mode here against your expected_* settings. A demo account and a real one can never be mixed up silently.

Source: qkt-venue-gateway/docs/vgp-v1-wire.md §3 (GET /v1/health)

POST /v1/kill

G="Authorization: Bearer $GATEWAY_GUARDIAN_TOKEN"
curl -H "$G" -X POST http://127.0.0.1:8443/v1/kill -d '{"scope":"all"}'

then, on a new order

{"error": {"code": "kill_switch", "message": "<text>"}}

Guardrails holds the guardian token: it can read everything and stop new exposure. While the switch is on, only cancels, position closes and orders that reduce a position go through (HTTP 423 otherwise). It survives restarts.

Source: qkt-venue-gateway/docs/running.md; docs/vgp-v1-wire.md §2

In motion

An order, from qkt to a venue.

The same path for futures, perpetuals and options. The kill switch lives in the gateway, outside qkt.

An order travels from qkt through the venue gateway to a venue, and the fill comes back with the kill switch held outside qkt.

Try it

No venue account needed to start.

The paper adapter trades a simulated account on Deribit's live public prices. You need Docker and nothing else. It builds from source today.

quickstart
git clone https://github.com/elitekaycy/qkt-venue-gateway && cd qkt-venue-gatewaycp .env.example .env          # set PAPER_TRADER_TOKEN and PAPER_GUARDIAN_TOKENdocker compose up -d          # serves on 127.0.0.1:8443curl -H "Authorization: Bearer $PAPER_TRADER_TOKEN" http://127.0.0.1:8443/v1/health

Design goals

What the gateway is built to do for every venue.

Built not to double ordersA client order id is placed at most once.
Nothing lost on restartOrders are journaled before they are sent, and qkt replays from the last event it saw.
Lost orders recoveredAn unknown outcome is recovered from fills, not re-sent.
A kill switch outside qktA separate guardian token blocks new risk, for the account or one symbol. You call it yourself or from your own watchdog; Guardrails does not support the venue gateway yet.

Know the limits

What it is not.

Not for high frequencyHolding periods are minutes to weeks, not microseconds.
One account per processRun another container for another account.
USDC-linear on DeribitCoin-margined contracts are not supported yet.
Builds from sourceThere is no prebuilt image yet.

Read the design notes

The path

1Write and testqkt engine
2Connect a broker or venueMT5 gateway Venue gateway
3Set limits on the accountGuardrails
4Watch it runqkt Insights

Next: set limits with Guardrails

Write your first strategy today.

One command to install. Eight lines to a backtest. Free and open source.

Get started Read the docs