Engineered for high-frequency algorithmic precision. Eliminate fee drag with ATR-14 fee-floor grids, protect capital with L2 OBI order book gating, and execute multi-timeframe Wilder's RSI confluence with sub-5ms TradingView HMAC webhooks.
Run synthetic regime stress tests powered by OBIQuant's deterministic C-precision simulation engine.
Retail algorithms bleed capital through unhedged fee drag and adverse L2 selection. OBIQuant eliminates each structural leakage at the order routing layer.
Because every execution is deterministically guarded by real-time Order Book Imbalance (OBI ≥ -0.60) Level-2 depth analysis, ATR-14 Fee-Drag Floors (0.50%), and high-precision fixed-point Python Decimal math.
Standard grid bots place orders blindly at tight intervals, paying 0.15% - 0.20% roundtrip exchange fees and draining account equity during low-volatility chop. OBIQuant enforces a dynamic ATR-14 fee floor: no rung can be provisioned unless expected gross spread exceeds 2x fee + margin.
Before any buy order intent is submitted to the matching engine, OBIQuant reads top-10 level bid/ask depth. If the sell-wall imbalance (OBI < -0.60) signals an imminent institutional dump or toxic order flow, the buy order is automatically gated and withheld.
Normal limit orders can turn into taker orders when market prices cross your quote, paying 3x higher fees. OBIQuant routes standard rungs strictly as Post-Only (GTX Maker) and reserves Immediate-or-Cancel (IOC) strictly for emergency risk exits and trailing stop-losses.
Transparent, non-custodial capital envelopes designed for solo quantitative prop quants and institutional desks.
Immediate zero-risk evaluation environment with full deterministic simulation and tax accounting.
Single live exchange deployment with basic ATR grid and paper confluence.
Full institutional microstructure toolkit with L2 gating and TradingView bridge.
Autonomous Sharpe capital rebalancer, global circuit breakers, and investor tearsheets.