01
Live market streams
Token manager, realtime candles, liquidation stream, top-orderbook feed, and full-depth orderbook synchronization.
Modulair
Real-time Binance microstructure intelligence
A new trading system built from scratch for ultra-fast market data, modular indicators, liquidation analytics, AI validation, and professional simulation workflows.
0
plugins
0
ms candles
0
AI layers
sub
second latency
SL
ratcheted risk
API
Binance data
AI
local Ollama
Complete trading command layer
One modular interface for market data, decisions, simulation, and overlays.
02
Data modulators
Order-flow pressure, liquidation filters, cascade detection, support and resistance, market screener, and manipulation detection.
03
Actuators and simulation
Trading simulator, validation matrices, dynamic trailing, CAI kinetic trailing, and locked-symbol position safety.
04
Outputs and visual overlays
3D charts, liquidation overlays, trade mirrors, AI activity panels, strategy statistics, and full-depth visual rendering.
Not another dashboard skin
Built as a plugin architecture for future trading systems.
Modulair exposes realtime market structure as composable services. Every layer can be enabled, measured, validated, and extended without collapsing the system into a single monolithic indicator.
Central event bus
Rate-limited REST infrastructure
WebSocket sequence alignment
Local AI decision auditing
System capabilities
Everything needed to turn raw exchange feeds into actionable market intelligence.
100ms synthesis
Ultra-fast candles
Sub-second candle synthesis bridges lag between aggregate trades and exchange candle updates.
Hybrid reconciliation
Raw aggregate trade streams are compiled client-side every 100ms into temporary sub-second candles.
Official exchange correction
As 250ms exchange updates arrive, high, low, volume, and close values are reconciled against official parameters.
Low-lag accuracy
The interface avoids data lag while preserving reporting consistency with exchange candles.
Depth replication
Full-depth orderbook
REST snapshots and diff streams align through sequence checks for reliable depth visualization.
Local book mirror
A baseline REST snapshot is synchronized with asynchronous depth@100ms WebSocket deltas.
Sequence verification
Range checks keep update order deterministic so stale or skipped deltas cannot silently corrupt the visual book.
Zero-allocation filtering
Deep-book sorting is redirected into pre-allocated typed arrays to isolate top volume walls without garbage collection stalls.
Cascade prediction
Liquidation intelligence
Cascades, reversal tracking, instant signals, market-wide feeds, and value-filtered overlays.
Multi-stage cascades
Raw liquidation streams are aggregated by cumulative USD volume thresholds scaled against active order book depth.
Micro-feature predictor
OBII, LER, opposite-side refill z-scores, and depth behavior are used to detect terminal exhaustion.
Counter-trend entries
High-probability reversal zones are flagged when liquidation pressure begins to exhaust rather than continue.
Local LLM gate
AI validation
Local Ollama agents audit microstructure and fail closed when inference cannot be trusted.
Dual-stage gating
Screened candidates are passed to local Ollama endpoints for a second-pass microstructure audit.
Fail-closed safety
Connection drops, timeouts, parse failures, and malformed responses default to reject decisions.
Response hardening
Character repetition detection and backtracking JSON repair heuristics protect against truncated LLM output.
Ledger accurate
Risk simulation
Leverage brackets, liquidation prices, fees, bankruptcy protection, and single-position safety.
Exchange-tier modelling
Isolated margin positions use actual leverage brackets and maintenance margin ratio calculations.
Execution ledger
Fees, funding rates, slippage, realized PnL, unrealized PnL, and liquidation prices are tracked in realtime.
Capital protection
The simulator enforces a single active position and force-closes instantly if total equity reaches zero.
Dynamic exits
Adaptive exits
Trailing systems compress stop behavior as volatility, momentum, and kinetic energy change.
Mutual exclusion
Only one trailing stop model can run at a time, preventing competing stop commands.
Adaptive trailing stop
A volatility-normalized dynamic squeeze adjusts the stop boundary against an EMA-derived characteristic baseline.
CAI kinetic stop
Launch, momentum, apex, decay, and freefall states track velocity and acceleration to tighten stops as energy stalls.
Interface gallery
Swipe through the live system surfaces.
LiquidationsValue-filtered chart overlay
OrderbookFull-depth market structure
PressureRealtime flow intensity
ScreenerUniverse ranking and POC
SimulatorExecution mirror and ledger
Realtime frames
Micro-candle construction for fast-moving tokens and scalping research.
CAI trailing
Kinetic decay logic designed for liquidation bounce exits.
3D charting
Immersive depth-oriented chart views for reading pressure and structure.
Architecture
A composable pipeline from exchange data to validated strategy signals.
01
Binance streams
Aggregate trades, mini tickers, liquidation feeds, mark prices, and depth snapshots.
02
Core pipeline
Rate limits, latency metrics, object pools, event bus routing, and plugin dependencies.
03
Modulators
Order flow, S&R, cascades, liquidation predictors, manipulation detection, and AI agents.
04
Execution research
Validation matrices, simulator, trailing exits, statistics, and visual overlays.
Professional control surface
Designed for operators who need dense information without losing speed.
categoryCapability
show_chartBasic Chart
smart_toySignal Bot
deployed_codeModulair
account_treeFull-depth orderbook
UnsupportedStandard systems typically restrict views to basic top-20 bid/ask lists with no depth serialization.
UnsupportedDoes not process real-time structural depth arrays or order book density.
SupportedSequence-aligned REST snapshots and delta streams processed through a zero-GC typed-array index sorting pool.
crisis_alertLiquidation cascade analytics
Visual OnlyLiquidations are shown as static, delayed historical symbols on a canvas, with no volume or speed calculations.
Basic ThresholdsExecutes basic trade triggers based on raw, unfiltered, static liquidation values.
Dynamic ModelingCalculates aggregate liquidation value thresholds relative to top order book volume, evaluating direction, speed, and LER metrics.
neurologyLocal LLM validation
UnsupportedNo analytical integration with artificial intelligence models or local reasoning clients.
Cloud APIsConnects to external, high-latency cloud APIs, introducing potential data leakage and lag risks.
Fail-Closed Local AuditingIntegrates with local Ollama instances to run microstructure validations, featuring dynamic JSON repair and automated timeout rejection.
receipt_longRealtime simulation ledger
UnsupportedStandard visual charting tools do not track live balance, margin, leverage tiers, or fee decay metrics.
Basic Paper TradingUses simplified flat execution prices without modeling order book depth, leverage brackets, or slippage.
Ledger-Accurate SimulationFully replicates isolated margin requirements, Binance-style tier MMR rules, transaction fees, funding rates, and bankruptcy triggers.
extensionPlugin-level extensibility
Closed SourceUsers are restricted to standard, pre-installed indicators with no core-level code access.
Scripting OnlyRestricted to basic alert logic configurations or simple sequential scripts.
Hot-Pluggable DAG RegistryFeatures a modular plugin system governed by topological sorting, enabling developers to build, hot-swap, and link custom indicators, visual overlays, and actuators.
Technical datasheet Operational module breakdown and system edge expand_more
This guide provides an operational breakdown of the individual modules within the platform architecture. Each module explains its functional utility and its direct translation into platform advantage, including API cost reduction, slippage mitigation, premium feature depth, risk reduction, and user retention.
Foundation Tier
Core Infrastructure & Streams
Plugin System & Registry
Operational role: Central topological dependency coordinator, resolving runtime initialization orders and lifecycle events.
Platform advantage: Accelerates strategy deployment while preventing circular dependency deadlocks and isolating non-critical failures.
Token Manager
Operational role: Source of truth for symbols, live prices, decimal precision, and margin bracket metadata, with active-trade symbol locking.
Execution edge: Reduces slippage and operational errors by enforcing strict rounding and preventing mid-trade symbol mismatch.
Real-Time Candle Builder
Operational role: Synthesizes 100ms-1s aggregate trade streams into realtime candles and reconciles against official exchange klines.
Latency edge: Gives scalpers and algorithms earlier visibility into price breaks than standard delayed charting packages.
Liquidation & OrderBook Streams
Operational role: Normalizes forced orders, top-of-book levels, and full incremental orderbooks for downstream quant modules.
Infrastructure edge: Multiplexes exchange connectivity, reducing redundant websocket overhead and connection cost exposure.
Level 1
Heuristics, Filters & Independent Analytics
Liquidation Filter & Cascade Detector
Operational role: Filters liquidations by size, asset, and side, grouping them into temporal buckets for localized and market-wide cascades.
Operator advantage: Enables high-value alert tiers and prevents UI lockups during extreme volatility by routing only important events.
OrderBook Filter
Operational role: Uses indirect typed-array index sorting in static buffers to filter deep orderbook levels without GC pressure.
Performance edge: Improves hardware compatibility and broadens the addressable user base by avoiding memory stutters.
Liquidation Reversal Tracker
Operational role: Computes LER and OBII scores to identify counter-trend rebound probabilities after large liquidations.
Strategy edge: Provides proprietary alpha for mean-reversion and liquidation-fade strategies.
AI Market Analyst
Operational role: Converts multi-source market data into compact prompts for local LLM trade recommendations.
Cost advantage: Delivers conversational analysis through local models without recurring cloud LLM API execution costs.
Order Flow Pressure
Operational role: Computes execution velocities and applies distance-decay filters to depth, using hysteresis state machines for direction.
Signal quality: Protects strategy executors from fake liquidity and spoofed far-price passive orders.
Adaptive & CAIT Trailing
Operational role: Mutually exclusive trailing engines compress stop coordinates using volatility ranges or velocity/acceleration decay.
Risk advantage: Protects unrealized gains by tightening exits as momentum fades instead of relying on static trailing stops.
Insta-Liquidation Signal & Predictor
Operational role: Detects terminal exhaustion on large liquidation flushes and emits immediate entry signals with symbol locking.
Execution trigger: Supplies triggers for automated liquidation-fading strategies and high-frequency imbalance capture.
Market Screener & S/R Analyzer
Operational role: Ranks the USDT-perp universe while mapping S/R, POC, VAH, and VAL through KDE over pivot histories.
Workflow advantage: Automates structural charting, increasing user engagement and reducing churn.
Level 2
Decision, Consensus & Execution
Signal Validation Matrices
Operational role: Consolidates quantitative, heuristic, and LLM signals with weighting and directional conflict penalties.
Decision quality: Reduces drawdowns caused by impulsive single-indicator entries and conflicting market states.
Screener Agent & Decision Validator
Operational role: Stage 2 AI strategists perform fail-closed audits on structured entry decisions.
Risk gate: Acts like automated risk management, rejecting low-liquidity traps before dispatch.
Trading Simulator
Operational role: Replicates futures execution, margin, leverage tiers, commissions, and bankruptcy safety.
Onboarding advantage: Enables realistic paper trading that builds confidence before users commit capital.
Level 3
Visualization & User Interface Overlays
Advanced Chart Renderer
Operational role: High-performance canvas renderer for candles, depth bars, gradients, and perspective grid shifts.
Interface edge: Smooth high-frame-rate visuals distinguish the platform during volatile markets and improve retention.
3D Chart View & Liquidations Feed
Operational role: 3D liquidity-flush visualizations with cylindrical planes and momentum-based scrolling physics.
Presentation edge: Creates high-fidelity visual assets with strong showcase and acquisition value.
Strategy Statistics
Operational role: Computes Sharpe, Sortino, Calmar, drawdown, Kelly, MAE, and MFE in ECharts dashboards.
Verification layer: Produces verifiable strategy records for marketplaces, copy-trading, and proprietary systems.
Tactical Visual Overlays
Operational role: Canvas-wrapped overlays annotate token info, cascades, liquidations, S/R, trades, measurements, and AI activity.
Workspace advantage: Consolidates diagnostics into one workspace, reducing cognitive fatigue and execution errors.
Presentation website
Built to explain what Modulair is without flattening its power.
The site uses the sleek vertical rhythm of the reference, but the visual language comes from the actual Modulair platform: graphite panels, teal market data, amber controls, cyan depth, and red liquidation pressure.