Lux Docs

The Lux CEX (github.com/luxfi/cex) is an institutional-grade Alternative Trading System (ATS) built in Go. It provides a CLOB matching engine, multi-protocol gateway, pre- and post-trade compliance, and automated regulatory reporting across 30+ jurisdictions.

The CEX integrates with luxfi/broker for smart order routing to external venues (Alpaca, IBKR, BitGo, Coinbase, Binance, Kraken, Gemini, FalconX, SFOX, Finix) and with luxfi/dex for on-chain order book compatibility.

Regulatory Coverage

Framework	Coverage
FINRA	Rule 5310 (Best Execution), OATS trade reporting
SEC	ATS-N quarterly filing, CAT reporting, Reg D/S/A+/CF gating
MiFID II	Article 26 transaction reporting, best execution
MAS	SFA/PS Act compliance, CMS license reporting
SFC	HK professional investor gating, trade reporting
Sanctions	OFAC, UN, EU consolidated sanctions screening
AML/KYC	30+ jurisdictions, PEP/EDD, FATF high-risk country screening

Architecture

              Clients
     +----+----+----+----+----+
     |    |    |    |    |    |
   HTTP  FIX  WS  RPC  ZAP  gRPC
     |    |    |    |    |    |
     +----+----+----+----+----+
              |
         [Gateway :8091]
              |
      +-------+-------+
      |               |
 [Compliance]    [Engine]
  Pre-trade       CLOB
      |            |
      +-----+------+
            |
    [Surveillance]
     Post-trade
            |
    [Reporting]
     FINRA/MiFID/MAS

Asset Classes

Class	Examples
US Equity	AAPL, MSFT, SPY, QQQ
Crypto	BTC, ETH, SOL, LUX, ZOO
Forex	EUR/USD, GBP/USD, JPY/USD
Precious Metals	XAU, XAG, XPT, XPD
Commodities	Crude Oil, Natural Gas, Copper
Fixed Income	Treasuries, corporate bonds, munis
Structured Credit	ABS, MBS, CDO, CLO
Private Equity/Venture	PE fund tokens, SAFE tokens
Real Estate	REITs, fractional RE tokens
DeFi-native	CDPs, LP tokens

Protocols

Protocol	Default Port	Use Case
REST/HTTP	8091	Web clients, APIs
JSON-RPC 2.0	8091 (`/rpc`)	Programmatic access
WebSocket	8091 (`/ws`)	Real-time streaming
FIX 4.4	8094	Institutional trading
ZAP	8093	Ultra-low-latency binary (HFT)
gRPC	(proto defined)	Service-to-service

Quick Start

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

# Run in demo mode (no external providers)
CEX_DEMO_MODE=1 ./cexd

# Run with Alpaca for US equities + crypto
ALPACA_API_KEY=xxx ALPACA_API_SECRET=yyy ./cexd

# Run with auth enabled
CEX_JWT_SECRET=your-secret CEX_JWT_ISSUER=https://hanzo.id ./cexd

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 .

Configuration

Env Var	Default	Description
`CEX_LISTEN`	`:8091`	HTTP/REST listen address
`CEX_WS_LISTEN`	`:8092`	WebSocket listen address
`CEX_ZAP_LISTEN`	`:8093`	ZAP binary protocol listen address
`CEX_FIX_LISTEN`	`:8094`	FIX 4.4 listen address
`CEX_FIX_COMP_ID`	`LUX-CEX`	FIX SenderCompID
`CEX_ATS_NAME`	`Lux ATS`	ATS name for regulatory filings
`CEX_CRD_ID`	`000000`	FINRA CRD number
`CEX_JWT_SECRET`	(none)	JWT HMAC secret; empty = dev mode (no auth)
`CEX_JWT_ISSUER`	`https://hanzo.id`	Expected JWT issuer
`CEX_DEMO_MODE`	(none)	Set to `1` to run without execution providers

Lux CEX (ATS)