QUANT_API
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STATUS: OPERATIONALPOINT-IN-TIMELEAK-FREE

Time resolution
is alpha.

Point-in-time crypto microstructure features. Leak-free, by API. Your strategy works in trend, dies in range — the edge is in the resolution you can't see at 1-hour bars.

> ingest → resolve @1s → no look-ahead → execute
64
base signals
24.2k
features
13
categories
<47ms
live latency
liquidations.liq_cascade_hawkes SOL
@1h
sees nothing
@1s
tracking…
0.13
cascade intensity
orderbook.book_imbalance_top5@1m 1.465
flow.ofi@30s 1.667
liquidations.liq_imbalance@45m:zscore 1.328
funding.funding_momentum@1h 0.024
regime.hurst@5m 0.104
positioning.lsr_divergence@15m 1.105
options.iv_rv_spread@1h 1.311
price_discovery.kyle_lambda@1m 1.972
cross_market.cb_premium@5m 0.169
polymarket.yes_no_arb_dev@30s 1.183
flow.vpin@1m 1.579
regime.realized_vol@15m 0.700
orderbook.book_imbalance_top5@1m 1.465
flow.ofi@30s 1.667
liquidations.liq_imbalance@45m:zscore 1.328
funding.funding_momentum@1h 0.024
regime.hurst@5m 0.104
positioning.lsr_divergence@15m 1.105
options.iv_rv_spread@1h 1.311
price_discovery.kyle_lambda@1m 1.972
cross_market.cb_premium@5m 0.169
polymarket.yes_no_arb_dev@30s 1.183
flow.vpin@1m 1.579
regime.realized_vol@15m 0.700
01 / THE MOAT

No look-ahead. Ever.
That's what you're paying for.

Every value is computed exactly as it stood at as_of — nothing from the future bleeds in. Train on the historical archive, deploy live, and the distributions match. The #1 thing quants pay for, guaranteed at the API seam.

✓ POINT-IN-TIME✓ AUDIT TRAIL✓ WATERMARKED EXPORTS
regime.realized_vol@5mas_of ◆ 2026-06-01T14:22Z
▸ future · never used
value = 0.0341 · computed from data ≤ as_of only · 0 leakage
02 / GRANULARITY ENGINE

64 signals, auto-expanded into 24,192 addressable features.

One base signal × every window × every transform. You address any cell directly: category.signal@window:transform

liquidations.liq_imbalance × windows × transforms
level
Δ
zscore
pctrank
@1s
0.020
1.142
-0.726
1.084
@15s
-1.135
0.211
-2.629
0.468
@1m
-1.143
-1.679
0.872
2.183
@5m
0.787
5.251
3.621
3.729
@1h
-1.144
0.449
-0.767
-0.970
03 / COVERAGE

13 categories of edge.

core

Order book

Depth, imbalance and queue dynamics at the top of book.

0 signals
core

Order flow

Trade-driven pressure: OFI, VPIN and aggressor balance.

0 signals
core

Liquidations

Forced-deleveraging cascades and liquidation imbalance.

0 signals
pro

Funding & basis

Perp funding momentum and spot-perp basis structure.

0 signals
pro

Regime

Hurst, variance ratios and realized-vol regime state.

0 signals
pro

Positioning

Long/short ratios and crowd-divergence signals.

0 signals
quant

Options

IV-RV spread, skew and term-structure features.

0 signals
quant

Price discovery

Kyle's lambda and microstructure price impact.

0 signals
quant

Cross-market

Lead-lag and cross-venue premium dislocations.

0 signals
pro

On-chain

on-chain

Flows, exchange balances and on-chain pressure.

0 signals
quant

Prediction markets

events

YES/NO arb deviation and resolution-window edges.

0 signals
core

Price action

Returns, momentum and realized moves across windows.

0 signals
core

Volume

Participation, surges and volume-profile features.

0 signals
04 / PLAYBOOKS

Built for how you actually trade.

Trend follower, perp scalper, intraday window trader, event trader — pick your seat. Every feature below is one API call away.

TREND · MULTI-DAY
holds days

Ride the trend, sit out the chop

BTC · ETH spot+perp

For the long-term trend follower: only stay in when the regime persists. Gate the model on regime.hurst@4h + variance_ratio and flat the book the moment the tape turns mean-reverting.

regime.hurst@4h0.278
build this set ↗
SCALP · PERPS
seconds

Scalp HL perps on raw order flow

Hyperliquid

For the perpetual scalper on Hyperliquid: sub-second in-and-out. Read flow.ofi@1s and book_imbalance_top5, then confirm with basis_hl_vs_spot when funding flips against the crowd.

flow.ofi@1s1.496
build this set ↗
INTRADAY · BTC
5m / 15m

Trade the BTC M5 / M15 windows

BTC perp

For the intraday window trader: time entries with liquidations.liq_imbalance@15m:zscore and flow.vpin@5m — fade the exhaustion print, ride the impulse that follows.

liquidations.liq_imbalance@15m:zscore-1.992
build this set ↗
EVENTS · PREDICTION
event window

Arb the prediction-market book

Polymarket · Kalshi-style

For the event trader: yes_no_arb_dev@30s flags when YES+NO drifts off 1.00, while dist_to_half and context.tte_hours tell you when to press into resolution.

polymarket.yes_no_arb_dev@30s0.958
build this set ↗
05 / RESOLUTION IS THE TIER

You see everything.
You unlock what you need.

The whole grid is visible on every plan — windows and categories above your tier are dimmed, never hidden. Upgrade and the locks lift live, mid-session. No re-keying, no migration.

regime.hurst — windows × your plan (Signal)
@5m
@15m
@30m
@1h
@1s
@15s
@30s
@1m
4 / 14 windows unlocked
NO CARD · 3 SIGNALS FREE

The edge comes from you.
I optimize the resolution.

Spin up a key, pull a live feature in under a minute, and feel what 1-second resolution does to your signal.