How it works
Order-book native by design. Bring your signals; we handle speed, safety, and execution.
1. Ingest
Ultra-fast order-book deltas, trades, and funding via direct feeds.
2. Signal
Custom callbacks for imbalance, depth shifts, sweeps, and microstructure edges.
3. Quote
Market making and taker logic with inventory targets and spread controls.
4. Risk
Kill-switches, position limits, stale-book detection, and throttles.
5. Execute
Sub-ms tick-to-trade with pre-warmed venues and lock-free paths.
Latency pipeline
- Direct feeds → ring buffers → delta normalizers
- Precomputed indices for best-bid/ask, depth sums
- Zero-copy fanout to user callbacks
- Warm connections and lock-free paths to venues
Safety guardrails
- Kill-switch on stale-book and heartbeats
- Per-venue throttles and position caps
- Max spread and inventory targets
- Audit logs for orders and fills
Customization
- Bring-your-own signal callbacks
- Plug strategies: market making, taker, hedger
- Stream order-book deltas and fills
- Simple, typed hooks for backtests
Markouts & backtesting
- 1s / 5s markouts and live stats
- Fill-aware quote adaptivity
- CSV export and streaming endpoints
- Lightweight local runs; scale later
Cryptan