What language do I write strategies in?

Rhai for hot-path strategies that run at 310 ns per ticker write, or Python for slower-cadence research code. The same .rhai or .py file ships unchanged from backtest to paper. Live execution is disabled pending local-direct or licensed execution.

Is the Melaya Trading Engine a library or a platform?

A platform. A bare exchange library is something you script around per venue; Melaya's engine is a Rust runtime with deterministic backtests and dry-run mode end to end, running the same strategy code against 70+ venues without per-exchange glue. You connect your own exchange account; Melaya does not custody your funds. Trading ships later, under Melaya Labs; research, backtests, and paper trading today.

Does it work with prediction markets?

Yes. Six are wired in: Polymarket, Kalshi, Drift, SX Bet, Azuro, and Overtime. The same strategy contract covers spot, perpetuals, and event markets.

What objectives does the AI Optimizer support?

Six: Sharpe, Sortino, Calmar, MAR ratio, max drawdown, and a walk-forward stability score. The Optimizer sweeps parameters across all six and surfaces non-dominated solutions.

How fast is the engine, really?

310 nanoseconds per ticker write on the hot dispatch path, measured p50 on the production runtime. The wire and the venue add their own latency on top.

  ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂    ▸ AGENT.READY  ◂◂  TICK 8 HZ  ◂◂  MODEL ∶ ANY  ◂◂  HITL ∶ ON  ◂◂  RAILS ∶ 10  ◂◂  REPLAY ∶ FULL  ◂◂  

THE 02 / 03

The trading coreunder every signal.

No SaaS middleman. No broker. Every venue is a Rust adapter compiled into the same hot path. Spot, perpetuals, futures, options, and prediction markets, all on the same nanosecond timestamps.Call the engine through a stable API, write strategies in Rhai or Python, or describe what you want in plain English and let the AI pipeline draft and patch the code.

← Back to home

95ns · dispatch · hot path

p951.2 µsp993 µs

·MELAYA·v2026.06

Trade everything that prints a price.

Connected Venues

Trade across 6 venues

Spot, futures, perpetuals on one execution layer, one ledger, consistent risk controls.

Hover any logo to inspect coverage

Crypto venues

spot · perp · futures · option

Financial markets

FX · indices · equities

Prediction venues

Polymarket · Kalshi · Drift · SX · Azuro · Overtime

Bar timeframes

1m · 5m · 1h · 1d

One strategy file. Every market shape.

125x

MAX LEVERAGE · PERP

The same strategy file fires emit_long on a Binance perp, emit_limit_short on a Coinbase spot, set_sl_price on a Hyperliquid future, and a YES / NO / scalar payload on a Polymarket prediction. Same Rust hot path. Same risk verbs. Different venue, identical trades[] shape.

MARKETemit_long · emit_short
LIMITemit_limit_long · emit_limit_short
STOP LOSSset_sl_price · atr_trail
TAKE PROFITset_tp_price · partial
TRAILatr_trail · pct_trail

PREDICTION MARKETS · OUTCOME

YESNOSCALAR

Order verbs

5 · MARKET to TRAIL

Market shapes

spot · perp · futures · option · prediction

Write it. Or describe it to AI.

Two paths to the same engine. Write the strategy yourself in Rhai or Python with 80+ runtime functions, the same hot path that runs in production. Or describe the strategy in plain English and let the three stage AI pipeline draft the code, critique its risk handling, and patch the gaps. Either way you ship the same .rhai file to the same backtest and the same dry-run mode. Live execution is gated pending licensed execution.

DRAFTER

"BTC perp, 1m. Long when EMA(8) crosses EMA(21) and RSI(14) > 50. 0.5% stop-loss."

fn evaluate() {
  let e8 = ema(closes("BTCUSDT", "1m"), 8);
  let e21 = ema(closes("BTCUSDT", "1m"), 21);
  if crossover(e8, e21) && rsi(14) > 50 {
    emit_long(qty);
    set_sl_price(price() * 0.995);
  }
}

CRITIC

+uses set_sl_price (managed risk)

+no banned tokens

xmissing take-profit, add set_tp_price

xtp_pct not in paramsSchema

// + add take-profit, tunable params
  set_tp_price(price() * param("tp_pct"));
  set_state("last_entry_bar", bar());

REPAIRER

ema_rsi_crossover.rhaivalidated · saved

Runtime functions

80+

Languages

Rhai · Python

AI pipeline

3 stages

Replay. Optimize. Re-replay.

1.84

BEST SHARPE · iter #6 of 50

Hit BACKTEST and the same Rust engine that runs production replays your strategy against historical bars. Twelve metrics come back: Sharpe, Sortino, Calmar, max DD, win rate, profit factor. The equity curve plots over OHLCV candles.

When one run is not enough, hand it to the AI Optimizer. Pick an objective. Pick parameters to vary. The optimizer spawns an LLM agent that proposes a set, runs a backtest, reads the result, reasons about why, and proposes the next. Up to fifty iterations per run, agent reasoning visible on every step.

OBJECTIVESHARPE

WINDOW30 D · 1H

ITER6 / 6

EQUITY · 90 D · 1H+28.4%

#PARAMSSHARPERETDD

#6len=42 tp=0.62% sl=0.31%1.84+28.4%−4.9%

#5len=39 tp=0.55% sl=0.28%1.61+24.7%−5.6%

#3len=36 tp=0.50% sl=0.25%1.22+17.3%−7.4%

#1len=24 tp=0.35% sl=0.20%0.71+8.9%−10.4%

WIN RATE61.2%
PROFIT FACTOR2.18
TRADES144

Backtest metrics

12

Optimizer objectives

6

Iterations / run

up to 50

The AI keeps tuning.
You keep the keys.

QUANT

MARKET

AWAITING APPROVALiter #4 · sharpe 1.61

tp_pct0.0040→0.0062

sl_pct0.0030→0.0024

cooldown_bars8→6

Approve & ApplyReject & Halt

TRADER

RISK

A four-persona crew runs beside the live strategy. Quant reads execution metrics. Market classifies the regime. Risk runs a walk-forward backtest on the proposal. Trader composes the new parameters. The status endpoint polls every four seconds. When the AI wants to widen a take-profit, it surfaces the diff and the rationale. APPROVE & APPLY pushes the new params on the next heartbeat. REJECT & HALT stops the optimizer. The default is a human in the loop.

Crew

Quant · Market · Risk · Trader

Status refresh

4 s

HITL default

approve every diff

Monitor every live strategy. Stop any of them in one tap.

The same in-house dashboard you see here runs every live strategy. Positions, fills, equity, drawdown gates, dry-run status, paused orders, one cockpit. Watch a crew reason, watch the engine fire, then pause, adjust, or kill mid-run without leaving the page.

MELAYA/USDT63.9k−0.89%MELAYA

100

Citadel connections

20

Streams / connection

20

Authenticated IP cap

Per-tier scope is the safety rail. Keys live in Infisical, never in the database. Private streams (balance, orders, fills, positions) multiplex on one /ws/private socket per venue. One JWT, one socket, control frames in flight. No reconnect storm. No fan-out cost on the operator's box.

Sandbox

Conns: 2
Streams: 1 / conn
Throttle: 500 ms
Depth: L10

Forge

Conns: 10
Streams: 3 / conn
Throttle: 200 ms
Depth: L50

Bastion

Conns: 20
Streams: 5 / conn
Throttle: 100 ms
Depth: L100

Citadel

Conns: 100
Streams: 20 / conn
Throttle: real-time
Depth: full L2

Key slots / venue

multi

Secrets backend

Infisical

Probed capabilities

stream · feed · execute

"One engine to rule them all. And in the darkness bind them."

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