EARLY ACCESS ↗Adaptive strategies fuse Monaco with Binance and Hyperliquid market data, model what happens next and execute through a measured, self-custodial trading engine.
Metanyx is being built for the gap between seeing a market change and acting on it.
Live order books, trades and venue state flow into a unified event layer. Strategies can combine microstructure, order-flow imbalance, cross-venue dislocations and predictive models to decide when to quote, cross, pause or rebalance.
Fuse Monaco with Binance and Hyperliquid reference markets, learn venue basis, reject stale or conflicting feeds and move quotes as price discovery shifts between venues.
Combine microprice, order-flow imbalance, arrival intensity and toxicity signals with adaptive requoting to respond to short-horizon market pressure.
Adaptive spot and perpetual market-making paths can skew, reprice, pause or pull as inventory, funding, volatility, feed health and predicted drift change.
Research, replay, backtest, deploy and observe through a modular strategy framework. Runs lock their settings and pin strategy code so each experiment can be traced back to the exact logic that produced it.
The trading engine already spans research, market data, strategy lifecycle, execution safety and operator control. The interesting part is not one model — it is the loop that lets models be tested, observed and improved without losing provenance.
EXPLORE THE PLATFORM →Discover strategy modules, tune validated parameters, launch isolated paper or live runs and inspect signals, errors, queue pressure and runtime health from one operator interface.
An integrated strategy assistant can read strategy code and results, run comparable backtests and propose new settings or code as drafts. Humans review before anything is installed or launched.
Order-book strategies can replay recorded Monaco, Binance and Hyperliquid books and trades through live-style state, simulated acknowledgements, cancels and confirmed fills.
Run settings lock at first start and strategy source is content-addressed and snapshotted. Code hashes, bot commits and exportable run bundles keep experiments attributable.
Completed candles, trades, BBO observations, order events and derived datasets are persisted off the hot path for replay, diagnostics and quantitative research without blocking trading I/O.
Confirmed-fill accounting, strategy-owned orders, reconnect reconciliation, stale-feed withdrawal, position limits and emergency controls are built around uncertain exchange state rather than assuming success.
Books · trades · candles · venue state
Normalize · persist · replay
Fair value · microstructure · timing
Route · confirm · reconcile · measure
Your wallet remains the trust anchor. Operator access can be wallet-authenticated while execution stays tied to explicit venue permissions.
Events, decisions, orders, confirmed fills, latency and performance are designed to be measurable, replayable and auditable.
Stale feeds, reference disagreement, uncertain cancels and reconnects reduce or stop risk rather than silently assuming the market state is safe.
Metanyx is being developed around high-performance onchain markets on Sei, with Monaco as a core execution venue and native USDC as dollar-denominated trading infrastructure.
Metanyx is under active testnet development. Perpetual and advanced cross-venue execution paths include shadow and gated rollout modes; availability and venue specifications may change as Monaco progresses toward production.
Automation shouldn't require blind trust. Metanyx combines wallet-authenticated operator access with strategy isolation, explicit live-trading gates, reconciliation and emergency controls — while ownership remains anchored to user-controlled wallets and venue permissions.
Metanyx is under active development for high-speed, AI-assisted quantitative trading on next-generation onchain markets.
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