> ## Documentation Index
> Fetch the complete documentation index at: https://mintlify.com/dhir1007/nanoARB/llms.txt
> Use this file to discover all available pages before exploring further.

# NanoARB Documentation

> Build high-frequency trading strategies with sub-microsecond latency

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      <h1 className="text-5xl sm:text-6xl lg:text-7xl font-bold text-white mb-6">
        NanoARB
      </h1>

      <p className="text-xl sm:text-2xl text-gray-300 dark:text-gray-300 mb-4 max-w-3xl mx-auto">
        Nanosecond-level high-frequency trading framework for CME futures markets
      </p>

      <p className="text-base sm:text-lg text-gray-400 dark:text-gray-400 mb-10 max-w-2xl mx-auto">
        Build production-grade trading strategies in Rust with sub-microsecond inference latency, ML-powered signals, and realistic backtesting.
      </p>

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        <a href="/quickstart" className="inline-flex items-center gap-2 px-8 py-3.5 rounded-lg bg-[#FF6B35] hover:bg-[#D84315] text-white font-semibold transition-colors no-underline">
          Get started

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          Architecture

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      <h3 className="text-lg font-semibold text-gray-900 dark:text-white mb-2">Sub-microsecond latency</h3>

      <p className="text-sm text-gray-600 dark:text-gray-400">
        Achieve \<800ns tick-to-trade latency with production Rust codebase and zero Python at runtime.
      </p>
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      <h3 className="text-lg font-semibold text-gray-900 dark:text-white mb-2">ML-powered strategies</h3>

      <p className="text-sm text-gray-600 dark:text-gray-400">
        Mamba State Space Models 10-50x faster than Transformers with RL-based market making.
      </p>
    </div>

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      <h3 className="text-lg font-semibold text-gray-900 dark:text-white mb-2">Realistic backtesting</h3>

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        Event-driven engine with latency simulation, queue position modeling, and adverse selection.
      </p>
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  <h2 className="text-3xl font-bold text-gray-900 dark:text-white mb-4">Get started</h2>

  <p className="text-base text-gray-600 dark:text-gray-400 mb-8">
    Follow these steps to build and run your first trading strategy with NanoARB.
  </p>

  <Steps>
    <Step title="Install Rust and dependencies">
      NanoARB requires Rust 1.75+ and optionally Node.js for the dashboard UI.

      ```bash theme={null}
      # Install Rust
      curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh

      # Clone the repository
      git clone https://github.com/dhir1007/nanoARB.git
      cd nanoARB
      ```
    </Step>

    <Step title="Build and run the engine">
      Use the provided start script to build the Rust engine and launch the dashboard.

      ```bash theme={null}
      # Build and start everything
      ./start.sh
      ```

      This starts the trading engine at `http://localhost:9090` and the dashboard at `http://localhost:3000`.
    </Step>

    <Step title="Run your first backtest">
      Execute a backtest with synthetic market data to validate your setup.

      ```bash theme={null}
      # Run backtest via CLI
      cargo run --release --bin nanoarb -- --backtest

      # Or via API
      curl -X POST http://localhost:9090/api/backtest \
        -H "Content-Type: application/json" \
        -d '{"symbol":"ES","initialCapital":1000000,"useML":true}'
      ```

      <Accordion title="Example backtest results">
        ```json theme={null}
        {
          "total_pnl": 42850.75,
          "sharpe_ratio": 4.8,
          "max_drawdown_pct": 5.2,
          "win_rate": 0.543,
          "total_trades": 48231
        }
        ```
      </Accordion>
    </Step>
  </Steps>
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  <h2 className="text-3xl font-bold text-gray-900 dark:text-white mb-4">Explore the framework</h2>

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    Learn about NanoARB's modular architecture and core concepts.
  </p>

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    <Card title="Architecture overview" icon="sitemap" href="/architecture/overview">
      Understand the event-driven architecture and crate structure
    </Card>

    <Card title="Order books" icon="book" href="/concepts/order-books">
      Learn how NanoARB maintains and updates 20-level order books
    </Card>

    <Card title="Building strategies" icon="flask" href="/strategies/strategy-trait">
      Implement custom trading strategies using the Strategy trait
    </Card>

    <Card title="Feature extraction" icon="chart-line" href="/data/feature-extraction">
      Extract market microstructure features for ML models
    </Card>
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  <h2 className="text-3xl font-bold text-gray-900 dark:text-white mb-4">API reference</h2>

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    Comprehensive documentation of NanoARB's public API surface.
  </p>

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    <Card title="Core types" icon="cube" href="/api/core/types">
      Price, Quantity, Side, Timestamp, and OrderId types
    </Card>

    <Card title="Strategy API" icon="robot" href="/api/strategy/base">
      Strategy trait and market maker implementations
    </Card>

    <Card title="Backtest engine" icon="gears" href="/api/backtest/engine">
      Event-driven backtesting with realistic fill simulation
    </Card>

    <Card title="Order book API" icon="layer-group" href="/api/lob/orderbook">
      OrderBook construction and update methods
    </Card>

    <Card title="Configuration" icon="sliders" href="/api/config/trading">
      Trading, risk, and latency configuration options
    </Card>

    <Card title="Features" icon="waveform-lines" href="/api/lob/features">
      Microprice, OFI, VPIN, and imbalance calculations
    </Card>
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    <h2 className="text-3xl font-bold text-gray-900 dark:text-white mb-4">
      Ready to build?
    </h2>

    <p className="text-base text-gray-600 dark:text-gray-400 mb-8 max-w-2xl mx-auto">
      Start developing high-frequency trading strategies with NanoARB's production-grade framework.
    </p>

    <a href="/quickstart" className="inline-flex items-center gap-2 px-8 py-3.5 rounded-lg bg-[#FF6B35] hover:bg-[#D84315] text-white font-semibold transition-colors no-underline">
      Get started now

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