A single-tenant quant system for OKX USDT perpetuals. It runs in paper trading first and goes live only once the checks pass. Live strategy changes require confirmation by default; you can separately authorize automatic changes, which trigger immediate notice and provide rollback rather than a new confirmation each time.
Every capability rests on one premise: survive first, profit second.
Six checks — leverage, exposure, daily loss, drawdown, liquidation distance and funding rate — run before every order. They are hard limits, not advice: anything over the line is rejected.
The console and Telegram share a single kill-switch channel. Whether the command reached the system and whether it executed are both reported as they are — a failure is never shown as a success.
Paper trading runs the full chain — the same strategy, signals, risk checks and ledger as live — so no live capital is exposed while you evaluate it. It validates the workflow, not returns: live fills can be materially worse because of slippage, liquidity, fees, funding and matching differences. Going live takes a deterministic check and an explicit confirmation.
Strategy research runs on demand, and a candidate must clear out-of-sample validation before it is ever proposed. Three settings: apply automatically, require your approval, or freeze research and only execute.
Change leverage, check P&L or switch modes in plain language on Telegram. Answers lead with the conclusion and leave the internal jargon out.
A deterministic loop watches every position around the clock. When liquidation distance, daily loss or drawdown approaches its limit, it cuts risk on its own instead of waiting for an alert to be delivered.
ScanningYou work with the control surface; research, execution and risk checks run behind it, each inside a fixed boundary.
Not a slogan — constraints written into the code and pinned by tests.
The full chain runs in paper first. The console requires an access passphrase.
Open Console