Neural Trader MCP — Architecture & Evolution

7 Engines · Island Model Optimization · Self-Learning Agent Swarm · Target: 80%+ WinRate

Neural Trader System Architecture Real-time Data Flow · Signal Generation · Risk Management · Execution 📊 DATA INGESTION Bybit WebSocket API BTCUSDT · 1m/5m/15m candles Real-time orderbook + trades 🔗 BRIDGE Rust gRPC Server WebSocket → gRPC translation Zero-copy message passing ⚡ MCP SERVER Node.js + Express JSON-RPC 2.0 · 87+ tools REST API + WebSocket + SSE 💾 DATA STORE Ring Buffer (O(1)) 200 candles · 1000 ticks In-memory · seedCandles() ANALYTICAL ENGINES 📊 KELLY Position Sizing Fractional Kelly 1/5 Edge × Odds optimizer 🧠 LSTM Temporal Predictor Peephole connections 10 tech features 🎯 DRL Portfolio Manager PPO/SAC/A2C ensemble Sharpe reward function 💬 SENTIMENT Alpha Pipeline Lexicon + embedding News/social sources ⏱️ MULTITF Timeframe Fusion 1m/5m/15m weighted Accuracy-adaptive META & RISK LAYER 🔗 PIPELINE Weighted Consensus Engine fusion · Confidence weighting 🛡️ RISK Heat Management Throttle/block · Position limits 📈 BACKTEST Walk-Forward Engine MA crossover · Momentum · Bollinger 🧬 EVOLUTION Agent Swarm Gen 1 · Fitness 0 · 10 agents OUTPUT & API 📡 REST API /health · /api/engines · /api/signals JSON responses · CORS enabled 🔌 WebSocket Real-time signals · Price updates Trade notifications · Heartbeat 🤖 MCP JSON-RPC 2.0 · 87+ tools Claude Code · Cursor · IDE integration 🚀 LIVE TRADING (Phase 5) Bybit Order API · Position Tracking · Paper → Live Promotion

Data Flow

  • ✅ Bybit WS → Rust Bridge (gRPC)
  • ✅ Node.js MCP Server
  • ✅ Ring Buffer DataStore O(1)
  • ⏳ RuVector Graph Layer (Phase 6)

Core Engines

  • ✅ Kelly — Position sizing
  • ✅ LSTM — Temporal prediction
  • ✅ DRL — Portfolio manager
  • ✅ Sentiment — Alpha pipeline
  • ✅ MultiTF — Timeframe fusion

Meta Engines

  • ✅ Pipeline — Weighted consensus
  • ✅ Risk — Heat throttling
  • ✅ Backtest — Walk-forward
  • 🔄 Evolution — Agent swarm (Gen 1)
  • ⏳ Genomic — Pattern matching

API Layer

  • ✅ REST API (Express)
  • ✅ WebSocket (real-time)
  • ✅ MCP Server (87 tools)
  • ⏳ GraphQL (future)