Pochtecatl

A Rust-based framework for developing, backtesting, and executing trading strategies on Ethereum-based decentralized exchanges.

Architecture

                      ┌─────────────────┐
                      │  Ethereum Node  │
                      └────────┬────────┘
                               │
                               ▼
┌────────────────────────────────────────────────────┐
│                     Strategy                       │
│  ┌──────────────┐  ┌──────────────┐  ┌──────────┐  │
│  │ Block Range  │  │   Strategy   │  │   Trade  │  │
│  │   Indexer    │─▶│   Executor   │─▶│Controller│  │
│  └──────────────┘  └──────────────┘  └──────────┘  │
└──────────────────────────┬──────────────────────┬──┘
                           │                      │
                           ▼                      ▼
                      ┌─────────┐           ┌─────────┐
                      │ Database│           │   API   │
                      └─────────┘           └─────────┘
                                                │
                                                ▼
                                          ┌──────────┐
                                          │  Client  │
                                          └──────────┘

Components

Core Libraries

Primitives (crates/primitives)

• Contains fundamental data structures for blockchain interaction
• Defines interfaces for DEX providers (Uniswap V2, V3)
• Implements time-price bars and technical indicators
• Provides RPC abstractions for blockchain communication

Database (crates/db)

• SQLite-based persistence layer
• Stores blocks, backtests, and trade information
• Manages database migrations and schema

Binaries

Strategy Engine (bin/strategy)

• Indexes blockchain data from specified block ranges
• Executes trading strategies on historical or live data
• Implements the trade controller for managing positions
• Currently supports a momentum-based trading strategy
• Supports both Uniswap V2 and V3 DEXs

API Server (bin/api)

• HTTP server for querying backtest results
• Provides endpoints to list backtests and view trade details
• Built with Axum web framework

Getting Started

Prerequisites

• Rust toolchain (1.75+)
• Access to an Ethereum RPC endpoint

Building

cargo build --release

Running a Backtest

cargo run --bin strategy -- backtest --start-block <start_block> --end-block <end_block>

Viewing Results

cargo run --bin api -- --port 3000

Then access http://localhost:3000/backtests in your browser.

Extension Points

Adding New Strategies

Implement the Strategy trait in bin/strategy/src/strategies/strategy.rs.

Supporting New DEXs

Implement the DexProvider trait in crates/primitives/src/rpc_provider/dex_provider.rs.