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Quant signals
Signal board — composite = 0.40·volume + 0.30·whale flow + 0.30·prediction markets
Volume: OBV trend + volume-spike direction + VWAP deviation (1h candles).
Whale: buy/sell imbalance of top-1% notional prints on the public tape
(blended with Whale Alert exchange netflow when an API key is set).
Prediction: volume-weighted implied probability from Polymarket price-target markets.
Entries are long-only suggestions: stop = entry − 1.5·ATR, target = entry + 2.5·ATR.
Cells marked (demo) mean that source was unreachable and synthetic data is shown.
Tracked positions — auto-exit on trailing stop, target, or signal flip (checked every 60s)
All exchanges
Aggregate NAV — last 7 days (USD, all venues)
NAV by source
Balances by source — aggregated across CEXs
Overview
PnL
Positions
Trades
Strategy
NAV — last 7 days (USDT)
Balances
Open orders
Daily PnL — NAV change per day (USDT)
PnL by pair — average-cost method from trade history
Position change
Recent trades
Generate a low-risk market-making strategy (Hummingbot pure market making)
All other parameters use the conservative defaults from
MARKET_MAKING_GUIDE.md: single order level, 2-min pause after fills,
±2% moving price band, inventory skew to 50/50, hanging orders off.