Microsecond Historical Backtest Engine
Tick-accurate simulation modeling real maker/taker fee tiers, perpetual funding schedules, partial fills, and liquidity slippage curves across spot and futures.
Backpulse 由量化研究員與分散式系統架構師於 2024 年創立,為系統化交易者、量化機構及資產管理團隊提供微秒級回測保真度、超低延遲多交易所路由及企業級非託管自動化運算。
2024 年初,量化交易進入由 AI 模型與毫秒級波動主導的高速時代。然而,多數交易者仍受限於忽略訂單簿深度、手續費層級與資金費率的業餘工具,在實盤中承受巨大滑點損失。
自動化信號往往意味著要維護脆弱的 VPS 與 Docker 容器,時刻擔憂深夜當機風險。我們於 2024 年創立 Backpulse,打造統一的企業級非託管雲端架構,讓研究員與交易團隊以機構級精度秒級部署實盤策略。
Incorporated Backpulse. Engineered an in-memory, event-driven webhook bridge routing TradingView Pine Script alerts directly to Binance and Bybit matching engines in sub-25ms, eliminating retail middleware lag.
Launched a distributed cloud backtest matrix modeling tick-by-tick OHLCV, dynamic maker/taker tiers, and perpetual funding schedules. Scaled direct connectivity across 15+ tier-1 venues and debuted the non-custodial copy trading fleet.
Deployed natural-language AI Pine Script v5/v6 synthesis, institutional multi-tenant sub-accounts, and real-time portfolio VaR tripwires to protect capital during market tail-events.
Architecting cross-venue Smart Order Routing (SOR), verifiable execution telemetry, and autonomous multi-agent quantitative fleets across CeFi and high-throughput DeFi ecosystems.
直連部署在全球主要交易所撮合引擎旁的極速節點,大幅縮短網絡傳輸耗時。
原生低延遲 API 連接全球最深厚的現貨與永續合約市場。
From thesis formulation and tick-accurate simulation to co-located multi-exchange execution, Backpulse delivers an end-to-end quantitative trading infrastructure.
Tick-accurate simulation modeling real maker/taker fee tiers, perpetual funding schedules, partial fills, and liquidity slippage curves across spot and futures.
Sub-25ms event-driven routing pipeline deployed adjacent to exchange data centers in Tokyo, Frankfurt, and Virginia with HMAC-SHA256 signature verification.
Hardware-isolated AES-256-GCM encrypted key vaults with Zero-Knowledge credential isolation and strict IP whitelisting. We never hold client assets or withdrawal permissions.
Continuous real-time PnL monitoring, max drawdown tripwires, and automated order halt mechanisms that instantly isolate strategies when risk thresholds are breached.
Neural synthesis engine transforming natural language alpha concepts directly into syntactically verified Pine Script v5/v6 and Python algorithms.
High-availability multi-region Kubernetes clusters running 24/7 Grid, DCA, and custom quantitative strategies with auto-healing and zero maintenance windows.
以數學級證明打造的安全標準。您的資金全天候安全保存在您自己的交易所帳戶中。
Backpulse never holds deposits, withdrawals, or custody of user assets. Execution operates strictly via restricted, trade-only API permissions.
API credentials are encrypted via AES-256-GCM in hardware security modules (HSM) and decrypted only in isolated, ephemeral memory during trade execution.
Outbound signals originate exclusively from whitelisted static IP addresses, ensuring unauthorized requests are rejected at the exchange perimeter.
Continuous automated static analysis, vulnerability scanning, and third-party penetration assessments validate system resilience.
We model conservative slippage curves, real funding rates, and worst-case fee structures by default. Strategies that survive Backpulse survive live markets.
Every metric, backtest fill, and execution latency timestamp is fully inspectable. We never publish inflated, theoretical, or curve-fitted marketing numbers.
Client sovereignty is absolute. We operate zero proprietary trading desks, maintain no conflicts of interest, and never trade against our users.
Isolated asynchronous execution micro-services guarantee that an unexpected API outage on one venue never impacts active strategies on others.