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A tool for mathematical modeling of margin levels, stop orders, and liquidity density (from x10 to x100) in the futures market. Stay ahead of the retail data flow.
An architecture designed to process millions of market events per second without delay
This high-performance storage system is optimized for instantaneous queries across billions of rows. Historical volumes and order density are calculated in milliseconds.
No intermediary servers or delays from third-party APIs. A direct, aggregated connection to the core trading systems of leading exchanges.
Levels do not remain on the chart indefinitely. The algorithm gradually reduces the weight of older zones, realistically simulating the manual closing of positions and profit-taking.
Access to an analytical platform for retail traders and algorithmic funds
By default, the platform collects data and generates charts starting from the moment a session begins. To analyze long-term trends and download historical data for past periods, we use integration with historical databases via our commercial API.
This setting is responsible for clearing the chart of outdated data. It takes into account that some traders eventually close their positions manually, remove their stop-loss orders, or exit at take-profit levels, causing older levels to lose their relevance.