LIQ_CAS_DETECTED
$1.20M
MODULE_01
Autonomous high-frequency heuristic-driven crypto trading & simulation engine. Modulair runs entirely in the browser context, translating tick-by-tick Binance WebSocket feeds into actionable local intelligence.
High-performance browser-native heuristic trading cockpit. Demultiplex aggregate Binance feeds, track orderbook densities, and audit risk parameters locally in real-time.
Binance WebSocket streams multiplex mark-prices, aggregate trade volumes, and depth delta snapshots.
DataPipeline clock synchronization, high-speed circular EventBus sorting, and hot-pluggable plugin registry.
Order flow pressure calculations, Kernel Density pivot support mapping, and liquidation cascade filters.
Nine heuristic vectors aggregated in conflict-weighted matrices with local Ollama validation safeguards.
Ledger-accurate isolated margin adjustments, liquidation ratchets, and decoupled statistical dashboards.
Raw WebSocket packets undergo real-time heuristic sifting and local model gating before reaching the isolated simulation ledger.
The platform architecture features a hot-pluggable registry. Swap and stack indicators, decision gates, or chart overlays dynamically.
Click on any architectural layer to expand its technical core specifications and view its logical representation.
Modulair leverages a modular micro-system architecture. Click any nodes in the hexagonal topology graph to zoom into their specific execution loops and inspect their real-time telemetry stream.
Select an architectural layer in the network viewport to stream specs, dependencies, and validation diagnostics.
Modulair coordinates modules through a directed acyclic graph (DAG) sorted dynamically at boot. Hover over nodes to highlight dependency paths.
Observe live metrics computation, orderbook balances, and simulated execution logs streaming.
Every candidate position is audited by a local Ollama agent. Under volatility or connection drop, the system aborts to defend capital.
The platform prompts model parameters locally (temperature = 0.0) to audit order book imbalances and reverse cascades.
Compare core structural execution properties against traditional charting systems and API bots.
Locks selection targets during active trades to prevent rate discrepancies.
Simulated ledger accounts restrict concurrent active trades strictly to ≤ 1.
Stop-loss levels can only advance in profit direction; loosen requests are rejected.
LLM validator timeouts and parsing errors default immediately to REJECT.
Either Volatility Squeeze or CAI Kinetic stop-loss trailing is active, never both.
Portfolio equity ≤ 0 instantly triggers force-close liquidation.