BTC · 5m strikes overlaid
Net Greeksexposure
Session P&Lunrealized
Payoff at expiryshort strangle
Operational alertsGET /ops/alerts
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◆ Desk read computed from the live chain · GET /intel
The desk read is computed live from the Delta options chain on the Intelligence tab — nothing here is pre-written.
Open positions
All figures stream from the auth-gated backend; nothing is simulated in the browser. Not financial advice.
Intelligence · best risk/reward short trades, right now
Scanning the live Delta chain…
Auto-Trader · paper—
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Server-side: every interval it re-ranks the ideas above and enters the top one that passes POP ≥ floor, EV > 0 and cushion ≥ 1× expected move (skipping the 17–19 IST vol ramp, capped at 4 entries/day, 1 open at a time, day loss stop). Exits: per-leg target 50% capture · SL at the idea's own stop multiple (2.2× credit / 3× on expiry day) · no TSL — condors skipped. Paper only.
Automated performance · paperrealized, from the durable ledger
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Research signals from live Delta data + the desk's backtested playbook. Analysis, not financial advice — the auto-trader above is paper-only.
Vendor Decode · RAJ KUMAR night algo · live capture from your Delta account
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Tonight's entry boardevery scheduled strategy · entered / pending / no-entry
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Current vendor positionslive on Delta
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Decoded exit rulesfrom captured rounds
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Strategy-wise open legsexact name · timestamp · symbol · entry · mark · SL · target (from Delta) · live P&L
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P&L calendar — historical review
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Captured roundsentry → exit → outcome (most recent)
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Read-only capture of the vendor algo's actual fills on your Delta account, reconstructed into rounds. 5-day understanding phase → then a shadow trader mirrors the decoded logic to verify P&L before we replicate it here. Back-fills anything missed while the host slept (Delta retains fill history).
Funding · BTCUSD perpetual · delta-neutral carry
loading live funding…
30-day funding-rate history
Carry calculatorgross of slippage
30-day carry backteststatic side · realized
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▶ How to trade this nowat your notional
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⚡ Funding scalp — snipe a single settlementhold only across the hourly timestamp
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Funding is charged only to whoever holds at the settlement instant — so you can enter seconds before, collect one payment, exit (no hedge needed for a few-second hold). But you pay a perp round-trip fee each time, so it only wins when a single settlement's |funding| exceeds that fee. Break-even is 2× the fee: 0.10%/hr taker, 0.04%/hr maker. At the ~0.037%/hr norm here, scalping loses — it only pays on spike hours or with maker (limit) fills.
Auto-carry · paper—
paper delta-neutral carry — accrues funding hourly, price risk cancels by construction
Server-side & paper only: enters the collecting side at the notional above when |funding| ≥ your floor, accrues each hourly settlement on the live rate, and exits after N consecutive settlements that flip against it. Runs inline here — no Paper-Trades entry. Price P&L is zero by construction; this simulates the funding stream minus round-trip fees only (real basis drift & slippage not modelled).
⚠ Read this before trading it
Funding on Delta India settles hourly, so a persistent −0.037%/hr reads as a huge annualised number — but it persists precisely because it can't be cheaply arbitraged here: Delta India is derivatives-only, so the delta-neutral hedge (spot BTC) must come from another venue (transfer + counterparty risk) or an options synthetic. Funding also flips sign (it did, at the last tick), round-trip taker fees + GST eat several days of it, and the leveraged perp leg can be liquidated before the hedge's offsetting gain is realized. The numbers above are gross of slippage; verify against your own funding ledger. Educational — not financial advice.
Desk AI · every action on this desk, recorded and explained
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Every line is generated deterministically from the durable audit ledger — the same records the platform executes from. Unknown event types show the raw record; nothing is ever invented. Auto-refreshes every 30s.
Paper book · simulated — never touches your Delta account
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no open paper positions
Performance
realized round-trips
Open paper positionslive cost-to-close P&L
Strategy activity — todaydeployed strategies · triggered trades · state
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P&L calendar — realized
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Trade loground-trips: entry → exit (most recent)
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Positions opened by ▨ Paper deploys and scheduled paper bots. Same valuation as the live dashboard — but it's simulated money.
Deep Intelligence · BTC regime brain → managed option selling
Sign in — the brain reads live multi-timeframe candles + the option chain. Nothing is pre-written.
Auto-Pilot · paper—
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Runs SERVER-SIDE every check interval — thinks (regime+window+chain), applies the gates (avoided vol hours 17–19 IST · daily entry cap 6 · daily loss stop · max concurrent · per-kind dedupe), enters PAPER with target/SL managed by the per-minute monitor, and squares off a directional position if the regime flips against it with confidence (the TSL replacement). Works with this page closed. Paper only — it cannot touch the real account.
Regime—
awaiting read…
Selling window (non-directional)—
awaiting read…
Directional setup—
awaiting read…
Non-directional setup—
awaiting read…
Automated performance · paperrealized, from the durable ledger
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Every number is computed live from GET /deep-intel (candles + chain). ▨ Paper recomputes SERVER-SIDE before entering, and the per-minute server monitor enforces the target / SL on every leg (TSL replaced by the regime-flip exit). The window model blends the live clock with a static desk study (labeled). Paper only — live stays behind the operator ladder.
Instrument settingscrypto
Entry settings24×7 market
Legwise settings
Quick templatesone click → fills legs
Leg builder
Payoff preview
Overall strategy settingsUSD · 1 USD ≈ ₹85
Backtest duration & actionspaper until server live-switch
Full leg-based builder for Delta Exchange & CoinSwitch crypto. Payoff, max P/L & POP recompute live from spot (model estimate). Backtest + deploy run ONLY on the backend engine.
Backtest configuration—
Equity curvenet of friction
Result detailfrom POST /backtest
Run a backtest — results come only from the backend engine on real Delta option history; nothing is simulated in the browser.
Backend engine · real Delta historical option prices, fee + slippage model. The live engine runs the same config forward in paper, then live.
IV skew — today's expirymark IV by strike
Implied vs realizededge = IV − RV
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ATM implied
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Realized 24h
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Short-vol edge
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IV / RV ratio
connect to load — values come from GET /intel (live chain + 24h realized), never hardcoded
Term structuredaily → weekly
Volatility seasonality clockSTATIC REFERENCE STUDY (BTC hourly realized vol, 2024–26) — not live data
Calmest windows 12:00–16:00 IST and weekends realize ~½ the weekday move — best premium-decay conditions.
Busiest / riskiest 17:00–20:00 IST (US session). The vendor's 20:25–20:31 entries sit right at the top of the vol ramp.
Safest entry ~23:00 IST — post-ramp, into the calm overnight.
calm
elevated
high vol
now
Skew + IV/RV tiles are LIVE (GET /chain + /intel). The seasonality clock is a static reference study of BTC hourly realized vol, not a live feed.
Live bots · backendscheduled & running from the server
Custom Python scriptsyour on_tick(ctx) · paper or live
runs every ~60s · orders pass the risk gate; live needs the server switch
Deployed by youbuild one in ⊞ Strategy Builder
All strategies above stream from the backend (GET /strategy/list · /script/list). Vendor-algo positions on the real account appear in Terminal/Positions via /book — this screen shows only what YOU deployed here.
Margin utilisation—
Margin healthequity ÷ margin
Liquidation distancenearest
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no liq price from venue
Expiry payoffopen book
Net greekslive
Controlspaper
Positionsone-click reduce-only close
Browser alertsTHIS DEVICE ONLY · stop when the tab closes · server alerts live in System Health
Every order passes the risk gate before the OMS. Close/hedge preview unless live trading is enabled — you hold the trigger.
Cumulative P&Laccount ledger
Daily P&L + curvebars = day · line = cumulative
P&L calendargreen = up day · red = down day
Strategy P&Lyour deployed strategies · today & all-time
Trade journalrecent fills from Delta
Built from your Delta wallet ledger + fills (last ~90 days). Realized P&L, fees and funding are the account's own bookings.
Audit logappend-only · GET /audit · newest 100
Connect to load the audit trail. No sample events are shown.
Controlled live trading · Phase IX promotion ladder
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Live readiness
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Readiness gatesevery condition must PASS
Controlled promotionoperator · risk-admin
Arming needs your X-Risk-Admin token, typed each time and never stored. This authorises real orders; the first order still passes every server-side gate. Nothing here bypasses the backend.
Live from GET /live/status · actions call /live/promote · /live/arm · /live/disarm. Environment & every gate come straight from the server — the UI never decides readiness.
Trade replay✓ NO LOOK-AHEAD
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Trades up to Tas-of the slider bar
Replays a completed backtest bar-by-bar from /backtests/{id}/equity · /trades. The slider reveals only data up to T — equity, position and trades are exactly as-of that moment; future bars are shaded out. No future information is shown (proves no look-ahead).
TrendShift · configureported from Pine v6
Trend-aligned seller: bullish → sell PUT, bearish → sell CALL at your chosen strikes. On a flip it buys back the opposite side (reduce-only) and enters the new side. Runs every minute server-side on closed candles only (no repaint); every order passes the same risk gate. It manages the short legs of the paper book on its sides.
Script sourceeditable before deploy
Deployed python strategiesruns each minute via the server loop
BTC · liveDelta Exchange India
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Open positions
Order ticket · pre-tradesizing & exposure preview
Pre-trade preview only. Execution routes through the server risk/execution path via the Strategy Builder (paper unless the backend is live + armed). No order is placed from this ticket — margin/fees/greek impact are computed server-side on deploy, never faked here.
Live price from Delta's public websocket; greeks & positions from GET /greeks · /book.
Open positionsreal-time · Delta = source of truth
Live from GET /book. Empty = a confirmed FLAT book; a fetch failure shows UNKNOWN, never a fabricated flat.
Connection—
Appearance & session
Trading & safetybackend is authoritative
Secrets are never shown here. Trading mode, risk limits and live-arming are enforced server-side — this screen is read-only status + local preferences.
Order lifecycle
AllOpenFilledCancelledRejectedUnknown
Live from GET /orders. UNKNOWN orders are highlighted — never rendered as a successful order.
Live from GET /reconcile. MATCHED only when there are zero outstanding blockers; an absent verdict stays UNKNOWN — never assumed safe.
Calls · Strike · Puts—
Live from GET /chain (Delta chain, per-strike marks/IV/greeks/OI). Nothing here is synthesised — an empty chain shows a reason, never fake strikes.
account: resolving from backend…
Scenario—
Stress—
Live from GET /options/observability/scenario · /stress. Partial coverage is shown as PARTIAL — never as fully VALID.
Portfolio greeksvalidity —
Limit utilisation · D-1 hard greek limits|greek| ≤ limit → PASS · UNKNOWN never = 0
Live from GET /greeks + /options/observability/portfolio-greeks. Values shown only when the server returns them; STALE/UNKNOWN never rendered as zero.
Service healthcomposite —
Operational metrics/observability/metrics
Alerts/ops/alerts · severity-tagged
Live from GET /ops/health · /observability/metrics · /ops/alerts. Missing sources show UNKNOWN, never HEALTHY.