Heisenberg delivers institutional-grade on-chain trading data with full visibility into liquidity depth, order flow, and execution metrics—streamed via high-performance APIs for real-time strategy development and historical backtesting.
Transform fragmented on-chain liquidity into a synthetic order book compatible with traditional trading infrastructure.
Aggregates decentralized pools into a unified bid/ask view for depth-sensitive trading strategies.
Structured data exported in CEX-style formats—ready for use in trading engines, risk models, and backtesting systems.
Automate gas, tips, and AMM fees into final prices—focus only on what matters: execution.
All execution-related costs are embedded into a single, interpretable output.
Continuously recalibrates fee assumptions to reflect current network and liquidity conditions.
Continuously calculate optimal trade execution paths across multi-AMM and RQF environments to enhance capital efficiency and execution reliability.
Graph-based algorithms evaluate route combinations in real time to maximize output and minimize slippage.
Incorporates not only liquidity depth and route stability but also real-time estimation of resource overhead, including gas consumption and slippage risk.
Supports a comprehensive range of order types for professional-grade execution.
Market, Limit, TWAP, VWAP, and more.
Ensures orders are either fully completed or automatically reverted for reliability.
Built to accommodate high-volume use cases such as cross-venue arbitrage, delta-neutral hedging, and portfolio rebalancing with on-chain assets.
Equip asset managers, custodians, and brokers with the infrastructure to onboard, manage, and settle digital assets natively on-chain.
Facilitate exchange-level liquidity extension and automated hedging through direct access to AMMs and synthetic order books.