Bring your Python strategy. Backtest it, then go live on spot & futures — with the same code, end to end.
Trade both markets from one strategy. Bitget live today, more exchanges rolling out.
Upload your own Python strategy. Validated, sandboxed, then deployed in one click.
Zipline backtest, our local backtest, and live trading — 100% compatible, no rewrites.
Schedule‑driven portfolio rebalancing, down to 1‑minute granularity.
Minute‑level position scaling between cycles. Your own logic, executed instantly on a crash.
Set a loss limit. We liquidate and shut down the session automatically.
Write a strategy in Python. Backtest it on Zipline or our local engine. Deploy it live — same code, no rewrites. We handle execution, risk, monitoring, and recovery.
One strategy file works across every stage — verified to behave identically from research to production.
Run on Zipline or our local backtest engine. Local results are cross‑validated against real live trades.
Upload your strategy. We run a 7‑step check — syntax, security, real‑data execution — before a single order ships.
Deploy in one click. Hot‑swap your strategy or config mid‑trade. Every fill is snapshot‑logged for audit.
Your strategies trade on a unified feed of crypto, derivatives, macro and on‑chain data — collected, reconciled, and served through our own API.
Spot & futures across 1,300+ symbols. Minute‑level history back to 2023 on major pairs.
Minute‑snapshot depth from live WebSocket streams, normalized across exchanges.
Cumulative ±%p liquidity buckets for backtests where raw orderbook history is unavailable.
Per‑symbol settlement cycles tracked individually (BTC/ETH 8h, alts hourly).
CoinMarketCap top‑1000 daily snapshots with stable IDs for clean joins and history.
Symbol normalization across exchanges — one identifier, many venues.
Aggressor‑side flow imbalance — the cleanest read on intraday pressure.
Where the largest accounts are net‑positioned, refreshed every 15 minutes.
Account‑weighted long/short skew — different signal from position‑weighted.
Notional OI tracked per symbol for crowding, squeeze and rollover signals.
10Y Treasury (DGS10), VIX, DXY, S&P 500 — sourced from FRED & Yahoo with fallbacks.
Daily inflow & AUM per issuer plus aggregate total — see institutional demand in real terms.
AUM, price and shares outstanding — speculative leverage proxy since 2023.
Hashrate, difficulty, mempool size & median fee from blockchain.com and mempool.space.
Per‑symbol market cap from DefiLlama — liquidity & risk‑on/off context.
Total value locked across protocols and chains, daily.
Full Korean equity universe with corporate metadata, sectors and categories.
Stock splits and dividend history for adjusted‑price reconstruction.
Fundamentals sourced from FnGuide for valuation & cross‑asset strategies.
Listed‑instrument registry, sector mappings and tradeable universe snapshots.
+ derivative & engineered features delivered alongside raw feeds. Multi‑symbol queries (up to 100 per request), dual‑collector architecture with auto‑recovery.
Insights on crypto trading, AI strategies, and market analysis.