Live-simulated feed → your rule → execution log
Watch a candle feed get read by a rule, and every fill land in a journal — the exact pipeline behind a real exchange-connected bot, minus the exchange.
Pick a rule and a lookback, hit Run. Candles stream in, the rule evaluates every close, and each trigger becomes a logged fill with a modeled cost (fee + slippage) — the same three-stage pipeline (ingest → decide → execute-and-log) we run against real exchange APIs (Binance/Bybit/OKX) for clients who bring their own strategy.
Simulated feed DEMO/USDT · 1m candles
N bars; go short on a
break below the lowest low. Flat otherwise. Disclosed, deterministic, nothing hidden.
Execution log modeled fee+slippage: 0.06%/fill
| Time | Side | Fill | Cost | Status |
|---|---|---|---|---|
| No fills yet — hit Run to start the feed | ||||
What this stands in for on a real build
REST/WebSocket connection to a real exchange (Binance, Bybit, OKX), candle/tick normalization, gap and reconnect handling — here replaced by a seeded generator so the demo needs no API keys.
Your strategy, not ours — we implement the rule you already trade or want tested, with the same if/then transparency shown here. We do not supply or claim a profitable strategy.
Order placement (paper or live) with realistic fees, slippage and funding modeled in, so the numbers you see are not a fantasy backtest — this is the exact honesty bar we hold our own internal research to.
Every fill logged append-only, queryable, exportable — the same shape as the log on the right, wired to a real dashboard (alerts, PnL, drawdown) instead of a demo page.