AIONEX combines exchange candles, live quotes, technical structure and the external datasets that are actually available. Every signal exposes its data timestamp, coverage and risk assumptions.
Causal calculations, explicit assumptions and section-aware history—built to support judgment, not promise outcomes.
Summarizes abnormal activity from the exchange's recent public trade tape. Missing or stale provider data is marked unavailable instead of being treated as neutral.
Detects reproducible Fair Value Gaps, Order Blocks and structure breaks from timestamped OHLCV data, with no claim that a zone guarantees an entry.
Compares a bounded, deterministic parameter grid on a chronological training window and reports results separately on an untouched holdout window.
Uses prior-candle signals, next-open execution, fees, slippage, gaps and mark-to-market accounting so future candles cannot leak into old trades.
Compares fresh bid/ask quotes across 25 configured exchanges and estimates net spread only when both selected exchanges report taker fees. Results are indicative—not risk-free or guaranteed executable.
Surfaces available third-party DEX liquidity and security flags. A clean result reduces uncertainty but can never prove that a contract or token is safe.
Transparent pricing for deeper analysis and higher usage limits. Upgrade anytime.
Everything you need to know about the AIONEX trading architecture.
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