Market data engineering
Low-latency ingestion for exchanges, order books, derivatives, on-chain activity and event streams, with timestamp discipline and feed-health monitoring.
Engineering between signal and execution.
OKAI designs the data, models, risk controls and operating paths used to research and run digital-asset trading systems.
What OKAI builds
Four connected layers, from live market inputs to a decision that can be reviewed before capital moves.
Signal research & backtesting
Versioned features, reproducible experiments and evaluation across fees, slippage, liquidity and changing market regimes.
Risk & execution systems
Pre-trade policy, portfolio exposure, execution gateways, circuit breakers and a traceable decision path from signal to order.
Trader intelligence
Evidence-linked research and market explanations adapted to the team, strategy and stated risk boundaries.
Three ways
to work together.
Scope, access and acceptance criteria are agreed before delivery starts.
- 01
Trading System Discovery
Define the market, venues, latency envelope, data rights, risk owner and evaluation window before choosing a model or execution path.
Indicative scope · 2 weeksA reviewable architecture and research plan for one trading problem. - 02
Signal or Risk Pilot
Build one bounded Nova, Atlas or Aegis workflow against historical and controlled live data, including review and failure handling.
Indicative scope · 6–8 weeksA reproducible pilot with evidence for a production decision. - 03
Production Trading Infrastructure
Integrate validated models with feeds, portfolio state, execution gateways, observability and operational controls.
Indicative scope · Scoped deliveryAn owned system with release gates, runbooks and traceable decisions.
A concrete example
Technical case →