Lux CEX

Institutional-grade Alternative Trading System (ATS) with CLOB matching engine, multi-protocol gateway, pre/post-trade compliance, and regulatory reporting.

Features

• CLOB Matching Engine — Central limit order book with price-time priority
• Multi-Protocol Gateway — HTTP/REST, FIX 4.4, WebSocket, JSON-RPC, ZAP
• Pre-Trade Compliance — 30+ jurisdictions, sanctions, PEP/EDD, offering-type gating
• Post-Trade Surveillance — Wash trading, structuring, velocity, price spike detection
• Regulatory Reporting — FINRA OATS, ATS-N, CAT, MiFID II
• Circuit Breakers — Automated market halts on anomalous activity

Architecture

              Clients
     +----+----+----+----+
     |    |    |    |    |
   HTTP  FIX  WS  RPC  ZAP
     |    |    |    |    |
     +----+----+----+----+
              |
         [Gateway :8080]
              |
      +-------+-------+
      |               |
 [Compliance]    [Engine]
  Pre-trade       CLOB
      |            |
      +-----+------+
            |
    [Surveillance]
     Post-trade
            |
    [Reporting]
     FINRA/SEC

Quick Start

# Build
go build -o cexd ./cmd/cexd/

# Run
CEX_JWT_SECRET=your-secret ./cexd

# Dev mode (no auth)
./cexd

API

Markets

Method	Path	Description
GET	/api/v1/markets	List active markets
GET	/api/v1/markets/{symbol}	Market details
GET	/api/v1/markets/{symbol}/book	Order book (?depth=20)

Orders

Method	Path	Description
POST	/api/v1/accounts/{id}/orders	Submit order (compliance-gated)
GET	/api/v1/accounts/{id}/orders	List orders
GET	/api/v1/accounts/{id}/orders/{oid}	Get order
DELETE	/api/v1/accounts/{id}/orders/{oid}	Cancel order

Accounts

Method	Path	Description
POST	/api/v1/accounts/{id}/register	Register with compliance
GET	/api/v1/accounts/{id}/status	Compliance status

Admin

Method	Path	Description
GET	/api/v1/admin/reports/finra	FINRA OATS reports
GET	/api/v1/admin/reports/ats	ATS-N quarterly
GET	/api/v1/admin/surveillance/alerts	Surveillance alerts
POST	/api/v1/admin/markets/{symbol}/halt	Halt trading
POST	/api/v1/admin/markets/{symbol}/resume	Resume trading

Order Types

Type	TIF	Description
limit	GTC, IOC, FOK, DAY	Limit at specified price
market	IOC, FOK	Market at best available

Pre-Trade Compliance

Every order passes through before reaching the matcher:

1. Sanctions screening (blocked accounts)
2. PEP screening (EDD + source of funds)
3. Adverse media checks
4. FATF high-risk country (enhanced KYC level 3)
5. Per-jurisdiction, per-asset-class KYC minimums
6. Offering-type gating (Reg D, Reg S, Reg A+, Reg CF)
7. Per-account order size + daily limits
8. Market halt status

Surveillance

Detection	Method
Wash trading	Circular trade pattern analysis
Large trades	Threshold-based alerts
Structuring	Just-below-threshold detection
Velocity	Rate-of-order monitoring
Price spikes	Second-derivative (parabolic crash)

Configuration

Env Var	Default	Description
CEX_ADDR	:8080	Listen address
CEX_JWT_SECRET	(none)	JWT secret; empty = dev mode
CEX_JWT_ISSUER	https://hanzo.id	Expected JWT issuer

Docker

CGO_ENABLED=0 GOOS=linux GOARCH=amd64 go build -ldflags="-w -s" -o cexd ./cmd/cexd/
docker build --platform linux/amd64 -t ghcr.io/luxfi/cex:latest .

License

Copyright 2024-2026, Lux Partners Limited. All rights reserved.