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Quantitative Execution Architecture

Precision
Built for the market.

Cicada 3301 is a quantitative execution architecture designed to identify institutional liquidity, model market structure, and enforce mathematical risk constraints across Forex & Metals.

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CICADA_3301 // PHYSICAL SYSTEM
SOURCE CODEBASE
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34.0 MB (Python)
PYTHON MODULES
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3,218 ACTIVE
SUBPACKAGES
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246 PACKAGES
TEST SUITES
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934 verified passing
OPERATIONAL ARCHITECTURE
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PHASES 01–43 + 51
DEFENSIVE SUITE
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NO-TRADE ENFORCED
EXECUTION ROUTING
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SIMULATED / PAPER
// SYSTEM EMBLEMSIG.3301.SEC
Cicada 3301
AUTONOMOUS QUANT3301 // ARCH

CFDs on Gold (US$ / oz)

GOLD • TVCSIMULATED FEEDMARKET CLOSED [WEEKEND SETTLEMENT]

Simulated feed replay is paused during market closure. Cycle resumes SUNDAY 21:00 UTC (17:00 NY)

Demonstration Closing Quote
4,377.290USD+36.990 (+0.85%)
PREV CLOSE: 4,340.300
DAY RANGE: 4,338.5 — 4,390.0
SPREAD: 0.22 PTS
DXY: 104.18
US10Y: 4.22%
ASSET: XAUUSD

QUOTE AND MARKET WINDOW ARE SIMULATED / DEMONSTRATION DATA — NOT A LIVE BROKER FEED.

How Cicada thinks

The market is not random.
Liquidity leaves a trace.

MARKET DATA→
STRUCTURE→
LIQUIDITY→
VOLATILITY→
RISK ENGINE→
EXECUTION
01/STRUCTURE

Swing highs, lows and structural breaks are analyzed to establish the market's current architecture.

02/LIQUIDITY

BSL, SSL, EQH, EQL, PDH and PDL levels are mapped and scored.

03/VOLATILITY

ATR, Parkinson and Garman-Klass measurements adapt protection to changing conditions.

04/RISK

Position parameters are mathematically constrained before an execution can proceed.

System Deep Dive & Operational Blueprint

What Cicada 3301 Actually Is

Cicada 3301 is not a simplistic indicator or script. It is an institutional, multi-layered algorithmic pipeline engineered in Python specifically for Spot Gold (XAUUSD), executing deterministic 51-phase evaluations in under 4 milliseconds per tick.

TOTAL LATENCY BUDGET: < 4.5ms
01 // SMC & ICT LOGIC

Institutional Delivery

Markets are engineered around liquidity pools. Cicada 3301 algorithmically detects session sweeps (BSL/SSL), structural displacements (BOS/CHoCH), Fair Value Gaps (FVG), and unmitigated Order Blocks at deep OTE discount pricing.

02 // ORDER FLOW MICROSTRUCTURE

Granular Tape Reading

Beyond price charts, Cicada inspects tick-by-tick Footprint ladders, Cumulative Volume Delta (CVD) divergences, Point of Control (POC) migrations, and Level-2 Depth of Market (DOM) liquidity walls to catch institutional absorption before reversal.

03 // NO-TRADE RISK GATE

Mathematical Defense

No trade is ever placed on hope. Position sizes are mathematically constrained to fractional equity risk with dynamic spread buffers. Phase 43 continuously audits 33 critical failure types, locking into an enforced NO-TRADE circuit breaker.

// MASTER COORDINATOR LIFECYCLE

How It Operates: The 11-Step Tick Cycle

Executed every incoming tick by SystemPipelineCoordinator.evaluate_cycle() in src/master/coordinator.py.

STEP: 1 / 11
STEP 01ENGINE:Tick ingestion & normalizer
0.18ms
Subsystem Source Implementation:

src/market_data/engine.py

Core Operational Action:

Normalizes incoming WebSocket/FIX tick quotes into sub-second arrays.

Technical Specification & Defense:

Validates timestamp monotonicity, suppresses duplicate broker quotes, and computes tick direction.

// SIMULATED TELEMETRY PAYLOAD [DEMO]

TICK: 4377.290 | SPREAD: 0.22 PTS | LATENCY: 0.18ms

// MASTER CLI & SYSTEM RUNTIME

Operational Run Modes (src/main.py)

Paper Trading Simulation

DEFAULT // FULLY TESTED

Runs the complete 51-phase algorithmic pipeline against simulated market ticks with realistic latency, slippage, and spread modeling without risking real capital.

// EXECUTE FROM SHELL:
python -m src.main --mode paper --symbol XAUUSD --risk 1.0

10-Layer Sequential Architecture

End-to-End Execution Pipeline

Market data undergoes rigorous sequential transformation across 10 deterministic algorithmic layers before capital can be committed.

3,218 MODULES // 934 TESTS PASSING
LAYER 05 OF 10TAG: SMC.STRUCTURESTATUS: COMPLETE

SMC / ICT Institutional Structure Engine

Algorithmic modeling of institutional order flow delivery: structural pivots, displacement sweeps, Fair Value Gaps, and OTE retests.

Core Subsystem Responsibilities:

  • Break of Structure (BOS) and Change of Character (CHoCH) detection
  • Institutional Order Block (OB) identification with displacement validation
  • Fair Value Gap (FVG) profiling, inversion gaps, and mitigation tracking
  • Buy-Side (BSL) and Sell-Side (SSL) liquidity sweeps with OTE (0.618–0.786)
Primary Python Packages:
src/market_structure/src/order_blocks/src/fvg/src/liquidity/src/ote/
Input Data Contract:

Multi-Timeframe Candles, Fractal Swings

Output Data Contract:

Structured Market State, Validated Order Blocks, FVG Matrices

UNIT TESTS145 PASSING
LATENCY BUDGET< 2.2ms

Scanned Architecture & Subsystem Repository

Codebase Subsystem Explorer

Direct telemetry from the local codebase at C:\Users\Ashran\Desktop\cicada 3301. Comprising 3,218 Python files across 246 subpackages verified by 934 automated test suites.

DEMONSTRATION TELEMETRY
PYTHON MODULES3,218
SUBPACKAGES246
TEST SUITES934
SMC.STRUCTURE145 Test Suites (100% Pass)

SMC & Institutional Structure

Algorithmic detection of structural shifts (BOS / CHoCH), displacement Order Blocks, Fair Value Gaps, and OTE retests.

Core Component Engine Modules:
bos_detector.pyorder_block_matrix.pyfvg_inversion.pyliquidity_pool.py
// SCANNED DIRECTORIES IN SRC/9 PRIMARY PATHS
src/market_structure/VERIFIED
src/order_blocks/VERIFIED
src/fvg/VERIFIED
src/liquidity/VERIFIED
src/ote/VERIFIED
src/structure/VERIFIED
src/sweep_confluence/VERIFIED
src/sweep_score/VERIFIED
src/ssl/VERIFIED
// ENVIRONMENT METRIC:

Python Version: 3.11+ | Target: XAUUSD / Spot Gold

Persistence: SQLAlchemy 2.0 / SQLite WAL (35+ Tables)

Profiles: YAML Configurations (50+ active profiles in /config)

Defensive Architecture & System Health

Phase 43 Defensive Suite

The system's algorithmic "immune system" continuously audits data integrity, arbitrates conflicting broker quotes, and arms a master NO-TRADE kill-switch across 33 critical failure types.

SYSTEM STATE: 7/7 DEFENSIVE COMPONENTS IMPLEMENTED // BROKER-LEVEL ENFORCEMENT IN DEVELOPMENT
DQI: 98.7% // 0 CONFLICTS // RECOVERY READY // DEMO TELEMETRY
ENG.01ARMED

Stale-Data Detector

Sub-350ms heartbeat monitor flagging frozen quotes or delayed ticks.

LATENCY: 42ms
ENG.02ARMED

Missing-Data Interpolator

Detects sequence skips, missing M1 bars, and executes recovery interpolation.

0 GAPS IN 24H
ENG.03ARMED

Conflicting-Feed Arbitrator

Cross-arbitrates bid/ask spreads between broker feeds via weighted voting logic.

CONSENSUS: 100%
ENG.04ARMED

Data Quality Index (DQI)

Continuous 0–100 composite scoring of freshness, completeness, and accuracy.

DQI: 98.7 / 100
ENG.05ARMED

Confidence Reduction Curve

Dynamically scales trade size down as quality degrades or volatility expands.

SCALE: 1.00x
ENG.06ARMED

Signal Suppression Window

Enforces mandatory cooldown timers and locks entries during spread spikes.

SUPPRESSION: OFF
ENG.07ACTIVE

NO-TRADE Circuit Breaker

Monitors 33 critical failure types with 5-step automated recovery protocol.

33/33 MONITORS
SYSTEM STATUS
934 PASSING SUITES

BUILT & TESTED (PH 01–43 + 51)

  • Core lifecycle, configuration profiles, SQLAlchemy persistence with 35+ schemas and automated backups
  • Tick ingestion and candle building from M1 to monthly, with out-of-order and duplicate protection
  • Session engine — Asia / London / New York kill zones, opening ranges, session sweeps, PDH / PDL
  • Macro layer — DXY correlation, 2Y / 5Y / 10Y / 30Y yield curve, Fed probabilities, news blackouts
  • SMC / ICT structure — BOS, CHOCH, order blocks with displacement, FVG, BSL / SSL sweeps, OTE retests
  • Microstructure — footprint, cumulative delta divergence, DOM imbalance, volume profile, liquidity walls
  • Confluence matrix — 30+ factors scored 0–100 into A+ / A / B / REJECT grades
  • Enterprise risk gate — lot sizing, min / max SL, TP rules, daily loss cap, drawdown lock
  • Phase 43 defensive suite — stale, missing and conflicting feed detection, DQI, NO-TRADE kill switch across 33 failure types
SYSTEM STATUS
PAPER ROUTER ACTIVE

SIMULATION & PAPER EXECUTION

  • Order execution validated through the paper trading engine, not a live venue
  • Historical and replay tick sources standing in for production Level-2 feeds
  • Discord dispatch and dashboard telemetry running against simulated fills
  • Asset ticker and performance figures on this page reflect simulated quotes
  • Deterministic mock broker with realistic slip, commission and latency modeling
SYSTEM STATUS
NEXT MILESTONES

IN DEVELOPMENT (ROADMAP)

  • Wiring the Phase 43 NO-TRADE gate directly around the broker adapter in the master pipeline
  • Production Level-2 feed connectors and live broker adapters (MT5, IB, cTrader, FIX 4.4)
  • Multi-year tick backtesting and Monte Carlo stress testing across macro regimes
  • Operator dashboard streaming DOM charts, A+ gauges and one-click NO-TRADE override
  • Redundant cloud deployment, process supervision and offsite database replication

Engineering roadmap

The next layer

Not yet built. No completion percentages are claimed until the code exists and passes tests.

PHASE A
In development — 3 tracks
[01]IN DEVELOPMENT

Master Pipeline Defensive Wiring

Connect Phase 43 SignalSuppressor and NoTradeController directly into SystemPipelineCoordinator as an enforced broker gatekeeper.

Stage 01 / 06CICADA / ROADMAP
[02]IN DEVELOPMENT

Level-2 Live Feed Connectors

Connect production WebSocket / FIX feeds (Rithmic, CQG, DXFeed, TrueFX/LMAX) into market_data for live L2 depth & footprint tape.

Stage 02 / 06CICADA / ROADMAP
[03]IN DEVELOPMENT

Production Broker Adapters

Implement physical execution bridges for MetaTrader 5 (MT5 Python API), Interactive Brokers TWS, cTrader, and FIX 4.4 protocol.

Stage 03 / 06CICADA / ROADMAP
PHASE B
Planned — 3 tracks
[04]PLANNED

Multi-Year Monte Carlo Stress Testing

Run continuous historical tick backtesting across high-volatility regimes (2020 COVID, 2022 Fed rate hikes, 2024 Gold ATHs) with Monte Carlo drawdown limits.

Stage 04 / 06CICADA / ROADMAP
[05]PLANNED

Production Web Operator Dashboard

Streaming React/WebSocket frontend rendering live DOM ladders, real-time A+ score gauges, and one-click cryptographic NO-TRADE override.

Stage 05 / 06CICADA / ROADMAP
[06]PLANNED

Equinix NY4 & Cloud Hardening

Redundant cloud deployment (AWS EC2 / Equinix NY4 ultra-low latency cross-connect) with Docker supervision and offsite hot DB replication.

Stage 06 / 06CICADA / ROADMAP
OPERATIONALSIMULATION / IN DEVELOPMENTPLANNED

Interactive Execution Console

Live Demo Evaluation Terminal

Demonstrate the real-time execution lifecycle of Cicada 3301. Simulate high-probability A+ setups or trigger Phase 43 defense fail-safes to inspect how the system protects capital.

// SETUP TELEMETRYA+ GRADE // CONVICTION
ASSET TICKERXAUUSD [SPOT GOLD]
ORDER INTENTBUY
ENTRY QUOTE$4377.29
PROTECTIVE SL$4368.00
CONFLUENCE88 / 100 (A+ SETUP)
DATA QUALITY98.7 / 100
COMPUTED SIZING1.50 LOTS (0.95%)
FINAL EXECUTION VERDICTAPPROVED & ROUTEDDISPATCHED TO MOCK BROKER // LATENCY 3.12ms
// CICADA MASTER PIPELINE STDOUT
CYCLE STEP: 0 / 11|LATENCY: < 4.5ms
SOURCE:SystemPipelineCoordinator.evaluate_cycle()
LATENCY BUDGET: PASS•SHA-256 VERIFIED
Cicada 3301

Enter the system.

Explore the architecture behind Cicada 3301 and follow the transition from research engine to production-grade execution infrastructure.

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Prefer direct contact? access@cicada3301.system

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