Infrastructure
Execution infrastructure for fast-moving digital asset markets.
Reporting Layer — Market Activity Map
Model Topology
Active Node
Data Link
0 packets/s
Minuszero's infrastructure is built for real-time market monitoring, automated execution, and disciplined risk control across fragmented liquidity environments.
The goal is not just speed. The goal is useful speed: fast enough to act when markets move, controlled enough to avoid unmanaged exposure, and transparent enough to explain what happened after execution.
01 / Quote
Order Book Logic
Adaptive bid and ask behaviour tied to spread, inventory, volatility, and venue quality.
02 / Route
Execution Paths
CEX, DEX, and OTC routes reviewed through fees, depth, timing, and settlement conditions.
03 / Control
Risk Gates
Position, venue, counterparty, and settlement limits built into the operating loop.
04 / Explain
Reporting Layer
Execution activity translated into spread, depth, fill quality, and market structure reports.
Quantitative Models & Performance Metrics
CORE ENGINE
Optimal Quote Spread (Avellaneda-Stoikov)
δ(s,t) = γσ²(T−t) + 2γ ln(1 + γκ)
Recalc Freq50ms
Avg Spread0.018%
Signal Alpha (Kalman Filter)
x̂k|k = x̂k|k−1 + Kk(zk − Hx̂k|k−1)
Prediction Err0.0032
Kalman Gain0.847
Portfolio Risk (VaR — 99%)
VaRα = −(μ + zασ)√(Δt) · P
Current VaR$124.3K
Sharpe4.18
Execution Cost (Almgren-Chriss)
E[C] = ½γσ²∑ nk² + η∑|nkτ|
Slippage0.42 bps
Impact Cost$0.12
Cointegration Test (Engle-Granger)
yt = α + βxt + εt , ADF(ε̂) < τcrit
Pairs Found847
ADF Stat−4.72
Gas Price Model (EIP-1559)
fee = baseFee · (1 + 18 · gas − targettarget) + tip
Predicted14.2 gwei
Accuracy96.8%
Execution Connectivity
ROUTES
eth_sendRawTransactionblast2.7ms200 OK
eth_estimateGasquicknode10.5ms200 OK
eth_sendRawTransactionquicknode4.7ms200 OK
eth_callblast0.6ms200 OK
eth_getLogsinfura7.8ms200 OK
eth_getBlockByNumberinfura3.6ms200 OK
Venue Signal Timing
● Monitoring
Binance
0.22ms
OKX
0.55ms
Bybit
0.37ms
Coinbase
0.50ms
dYdX
0.63ms
Execution Connectivity
Minuszero connects selected CEX, DEX, and OTC routes, then scores each path for fees, depth, settlement timing, reliability, and counterparty risk.
Liquidity and Inventory Engine
Minuszero tracks depth, spreads, volatility, and inventory so quoting and execution behaviour can adjust before exposure drifts out of range.
Risk and Exposure Controls
Minuszero embeds venue limits, position limits, drawdown checks, and settlement gates directly into the execution workflow.
Reporting Layer
Minuszero turns trading activity into clear reporting on spread, depth, fill quality, venue behaviour, and execution performance.