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Purple Canary Space Station is the place in which the game takes place. As you might already see from the game, the space station is purple and also has purple lights inside, allowing you to travel in a fully unique environment.
The problem with the space station is that malevolent aliens have gained access inside and they are ready to kill everyone who tries to fight back. Your task is, obviously, to avoid aliens at all costs and escape the space station. If you are seen, you will almost surely get shot and if this happens, you will die and get reverted at your latest save point.