Algorithmic crypto trading engine that finds microstructure edge in order book data using ML, AI agents, and real-time analysis.
Part of the CriterionX ecosystem: Trading Engine · Dashboard · Wallet
Connects to crypto exchanges via WebSocket, analyzes order book microstructure in real-time, and generates trading signals when it detects exploitable patterns.
Market Data → Feature Engine → ML Model → Signal → Risk Gate → Execution
(30+ features) (LightGBM) (CriterionX) (Binance/dYdX)
| Metric | Value |
|---|---|
| Best edge | ETH book imbalance > 0.95 at 15s horizon |
| Win rate | 73% |
| Expected return | 1.37 bps per trade |
| IC (ETH) | 0.20 |
| Profitable on | dYdX (0% maker fee) |
- 5 strategies: composite alpha, book imbalance, liquidation cascade, volatility regime, cross-exchange
- 30+ microstructure features: imbalance, trade flow, realized vol, spread volatility, buy pressure, depth ratio
- AI agents: LLM sentiment (Claude Haiku + Reddit), Bull/Bear debate before trades
- ML model: LightGBM (AUC 0.60), auto-retrain pipeline
- 5 exchange adapters: Binance (spot + futures), dYdX v4, Kraken, OKX
- Risk engine: CriterionX decision engine with 8 rule checks per trade
- Execution: paper trading, Binance Futures live, wallet bridge for on-chain
- Real-time dashboard: WebSocket server broadcasting state at 500ms
- Monitoring: Prometheus metrics, Telegram alerts, trade journal
Node.js · TypeScript · Python (ML) · LightGBM · WebSocket · Prometheus
npm install && npm run dev # Paper trading mode
npm test # 65 unit tests
cd ml && uvicorn server:app # ML prediction servercd .. && make up # Engine + Dashboard + ML + TimescaleDB + Redis + Prometheus + Grafana- Trading Dashboard — Next.js UI with candlestick charts, order book, RSI/MACD/BB indicators
- CriterionX Wallet — Crypto wallet for on-chain trade signing (dYdX, Arbitrum, Base)
MIT