🚀 Enterprise-Level Grid Quantitative System (Multi-Exchange)
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Designed for professional quantitative teams, institutional traders, and high-frequency strategy developers.
A multi-exchange quantitative system supporting cross-exchange, cross-asset, low-latency execution with a modular architecture. Provides a full suite of capabilities from grid strategies, volatility scanning, arbitrage monitoring to volume brushing, price alerts, and more.
The system can run individual strategies independently or support parallel collaboration across multiple strategies — a true production-ready quantitative infrastructure framework.
✨ Core Capabilities Overview
🔷 1. Grid Trading Engine
Supports a multi-dimensional configurable grid strategy system:
- Classic Grid
- Dynamic / Moving Grid (Adaptive Moving Grid)
- Martingale Amplification Mode (Martingale Grid)
- High-Frequency Scalping + Grid Hybrid Model (Scalping Hybrid)
- Capital Protection Mode (Capital Shield)
- Intelligent Terminal Take-Profit (Exponential / Decreasing)
- Supports Spot & Futures Modes
Suitable for mid/low-frequency grids, high-frequency grids, and trend-following grid scenarios.
🔷 2. Volatility & APR Scanner
Real-time market feature scanning to provide decision support for strategies:
- Market volatility scoring
- Real-time APR estimation
- Virtual grid backtesting simulation — no real orders required
- Token strength ranking (Token Strength Ranking)
- Intelligent scoring system (Scoring Model)
- Interactive CLI Dashboard
Ideal for high-throughput multi-pair strategy screening.
🔷 3. Volume Maker / Taker Engine
Designed for building market depth, market making, and increasing trading activity:
- Maker order volume brushing (commonly used on Backpack, Hyperliquid, etc.)
- Taker market order volume brushing (Lighter / fast-matching environments)
- Randomized order sequences and distribution strategies
- Order replenishment, slippage control, over-limit protection
- Automatic fill detection and dynamic position adjustment
Capable of stable 7×24 operation.
🔷 4. Spread Monitoring / Arbitrage Detection System (Arbitrage Monitor)
Real-time multi-market spread engine tailored for arbitrage teams:
- Automatic discovery of arbitrageable trading pairs
- Multi-exchange price synchronization and comparison
- Funding rate deviation and structural shift detection
- Trend resonance detection
- Real-time arbitrage window alerts (CLI visualization)
Suitable for manual-assisted arbitrage; extensible to automated execution.
🔷 5. Multi-Exchange Price Alert
Lightweight yet practical monitoring module:
- Multi-source real-time price aggregation
- Price breakout alerts
- Percentage fluctuation warnings
- CLI pop-up + sound notifications
Ideal for traders requiring continuous market monitoring.
🔷 6. Universal Exchange Adapter Layer
Supports multiple mainstream exchanges with a unified interface — develop once, adapt everywhere:
- Hyperliquid
- Backpack
- Lighter
- Binance
- OKX
- EdgeX
- And many more
Capabilities include:
- REST & WebSocket channels
- Order placement / cancellation / modification
- Depth & aggregated market data
- Account and position management
- Rate limiting, queuing, error retry
- Automatic reconnection and state recovery
Perfect for multi-exchange trading environments.
🧱 System Architecture Advantages
✔ Dependency Injection (DI Container)
All modules fully decoupled and freely combinable.
✔ Event-Driven Core
Unified event streams for market data, orders, risk control, etc.
✔ High-Performance Logging & Monitoring
Built for long-term stable operation.
✔ Market Data Aggregator
Multi-source data unified with millisecond-level push.
✔ Fully Asynchronous Framework (Async I/O)
Single machine can run multiple exchanges and strategies concurrently.
🧩 System Feature Highlights
- Parallel multi-strategy execution: grid + scanner + arbitrage + volume brushing
- All modules freely combinable
- Easy extension to new exchanges
- Extremely high stability (auto-recovery, reconnection, state sync)
- High performance, suitable for large-scale live deployment
- Developer-friendly for professional quant teams — ready for secondary development
🎯 Use Cases
- High-frequency strategy R&D
- Multi-exchange arbitrage and spread monitoring
- Large-scale grid strategy deployment
- High-frequency volume brushing (Maker/Taker)
- Market volatility screening and intelligent coin selection
- Quantitative bot hosting
- Institutional-grade quantitative infrastructure framework