OneTick Crypto Trade Surveillance is a tick analytics and surveillance platform designed for crypto markets. It enables users to collect, analyze, and monitor real-time and historical trade data, reconstruct order books, and generate alerts for compliance and market monitoring. The platform supports multi-exchange, multi-asset analysis and is optimized for the unique characteristics of crypto trading, such as granular pricing and non-integer order sizes.

Key Features

Order Book Reconstruction Rebuilds and outputs crypto order books at customizable intervals.

• Reconstructs order books down to a specific number of levels.
• Outputs as a running book or at set time intervals (e.g., every second, five seconds).

Multi-Exchange Trade Data Analysis Aggregates and analyzes trade data from multiple exchanges and tokens.

• Supports analysis across various coins and tokens.
• Enables both manual and automated, continuous analysis.

Real-Time and Historical Analytics Provides live and historical querying and analytics.

• Data available for both intraday and historical analysis.
• Supports event-by-event and time-windowed analytics.

Surveillance and Alerting Monitors order flow and generates compliance alerts.

• Captures all order lifecycle events (placement, fill, cancel).
• Automatically generates alerts for anomalous participant behavior.

Customizable Data Dimensions and Filters Flexible data exploration and filtering.

• Users can select data dimensions and apply comprehensive filters.
• Export trade data and detailed summaries for further analysis.

Optimized for Crypto Market Data Handles unique crypto data challenges.

• Supports non-integer order sizes and highly granular prices.
• Uses 128-bit decimal types for precise price representation.

Benefits

Enhanced Market Transparency Improves visibility into trading activity and market structure.

• Enables detailed investigation of participant behavior.
• Supports compliance with regulatory requirements.

Comprehensive Market Monitoring Facilitates effective surveillance across multiple venues and assets.

• Monitors all orders and trades in real time.
• Provides tools for both broad and granular market analysis.

Customizable and Scalable Analytics Adapts to diverse trading and compliance needs.

• Scalable to handle large data volumes and high-frequency trading.
• Customizable analytics and alerting to fit specific workflows.