Executable size
Searches several notionals and depth fractions instead of using a fixed quantity.
Downside-first arbitrage infrastructure
The spread is visible.
The profit is engineered.
Arbiter sizes against real depth, prices every known cost, tests the downside, reserves inventory, and revalidates the edge before protected orders can move capital.
No withdrawal permissionsProtected IOC ordersReconciled net PnL
Illustrative protected simulation
BTC / USDT · multi-venue
Revalidated
BUY · KRAKEN
$64,205.18
0.10 BTC executable VWAP
SELL · OKX
$64,296.74
0.10 BTC executable VWAP
Profit waterfall
Gross is not net
Gross executable spread+$91.56
Venue fees−$25.68
Slippage + latency reserve−$11.24
Inventory + failure reserve−$8.06
Expected net profit+$46.58
Doubled-reserve downside+$25.88
Fill estimate
94.2%
Depth cover
3.7×
Book age
184 ms
Value accuracy
A spread only matters after every cost survives.
The engine walks both books, evaluates multiple sizes, models venue-specific fees, and prices execution uncertainty twice: an expected case and a stricter doubled-reserve case.
Known costs
Venue fees, price impact, inventory, latency, volatility, and failure reserves.
Protected downside
Dynamic reserves are doubled. Negative worst-case profit is rejected.
Final truth
Books, balances, and edge decay are checked again immediately before orders.
Execution engine
Seven gates between signal and capital.
Strategy logic cannot bypass risk logic. Each transition is timestamped, idempotent, and available for audit.
01
Normalize
Canonical markets, venue precision, fresh local books.
02
Size
Choose the conservative profit-maximizing quantity.
03
Risk
Reject stale, costly, imbalanced, or low-confidence routes.
04
Reserve
Atomically hold quote and base inventory.
05
Execute
Submit protected IOC legs with idempotency.
06
Recover
Hedge residual exposure and pause when unresolved.
07
Reconcile
Record venue fees and realized net PnL.
Seamless fund management
Inventory should move with intention, not panic.
Balance refresh, temporary reservations, target allocations, drift detection, and rebalancing plans share one auditable capital model.
Venue inventory
USDT allocation
Binance42% / 40% target
Kraken31% / 30% target
OKX27% / 30% target
Atomic reservations
Capital cannot be double-spent by concurrent workers.
Drift intelligence
Rebalancing proposals distinguish fund, reduce, and hold actions.
No withdrawal keys
Connected venue credentials are read-and-trade only by policy.
Investor-grade infrastructure
Built to prove where value came from.
PostgreSQL records orders, fills, executions, reservations, ledgers, and audit evidence. ClickHouse preserves market and latency analytics. Redis protects the real-time path. MongoDB isolates encrypted secret envelopes and notifications.
LAYER 01
Market-data workers
LAYER 02
Opportunity intelligence
LAYER 03
Independent risk engine
LAYER 04
Execution + fund control
Start with evidence
Calibrate before capital.
Use paper execution to measure model accuracy, promote to assisted approval, and unlock autonomous trading only after security and runtime gates pass.