Market and state intake
REST bootstrap data, WebSocket deltas, and local SQLite snapshots keep views aligned.
AiXQuant
Local AI futures trading console
Built for Windows desktops, AiXQuant brings exchange feeds, AI strategy services, execution controls, and a unified trade database into one operator-facing console for research, paper trading, and tightly supervised live deployment.
AiXQuant does not convert raw AI text directly into orders. The stack assembles market state, indicators, headlines, account exposure, and runtime health before producing a structured plan with entry, stop, targets, and explicit veto reasons.
REST bootstrap data, WebSocket deltas, and local SQLite snapshots keep views aligned.
Candle structure, momentum, volume, derivatives, headlines, and open exposure become one auditable context.
Direction, entry, stop, target, and no-trade rationale are all pushed through risk validation.
The AiXQuant engine handles REST, WebSocket, and local scheduling while preserving logs and order history.
Start with market and position monitoring, move into plan review, and finish with supervised execution and replay.
Multi-timeframe charts, MA/EMA/BOLL/MACD/RSI, crosshair tools, drawing, and export.
Start, stop, restart, API checks, and runtime state from a single desktop surface.
Turn direction, trigger, stop, target, and no-trade logic into traceable plans.
Trade history, floating PnL, equity curves, and order outcome charts for replay and review.
Market headlines and event context can flow into the AI analysis layer instead of staying isolated.
Form editing, JSON validation, backup and restore, and app-level AI settings in one place.
The platform is designed to block incomplete or low-quality setups before they reach execution. Late entries, invalid stops, API issues, position pressure, and data gaps all become hard pre-trade checks with visible veto records.
The local console owns configuration, monitoring, veto logic, and replay; the AiXQuant engine owns runtime trading processes and REST/WS access; AI services generate analysis and trade plans.
These rules define when the platform generates an executable order and when it intentionally stands aside.
The stack classifies the market, builds a candidate plan, and lets local risk logic decide if it can be executed. AI can propose direction and logic, but only a validated final plan can move forward.
The current system is tuned for short-cycle futures execution. It uses 15m for timing, 1h for the session frame, and 4h for structural risk boundaries, instead of wrapping overnight directional opinions into an order.
If price is late, the stop is not structurally valid, or reward-to-risk fails the threshold, the platform returns WAIT or NO_TRADE. That is a normal strategy outcome, not a system failure.
OKX is the primary strategy-market source today, Binance can serve as public-feed backup, and Bybit plus additional venues are adapted version by version. Confirm API scopes, contract types, and market coverage before live deployment.
AiXQuant is best used as a local research, simulation, and supervised trading console. Before routing real orders, isolate API permissions, prove the workflow in paper mode, confirm risk thresholds, and test with small size.
Back to topRisk disclosure: nothing on this page is investment advice or a return guarantee. Futures trading is high risk, and backtests, simulations, and historical data do not predict future performance.