Off-Chain Layer — The Darkpool Engine
The Engine is Darkpool’s middleware — a high-performance, monitored infrastructure stack responsible for the translation of algorithmic logic into executed orders.
a. Signal Fabric
Collects trade signals from internal models, curated algorithms, and AI-based predictors.
Converts incoming strategies (from our backend AI logic) into normalized JSON payloads.
Each Agent consumes its assigned feed, applying internal filters (SL/TP, leverage, volatility thresholds).
b. Risk Framework
The Engine’s policy layer evaluates every proposed trade against the vault’s parameters:
Daily Loss Stop
Hard cap on daily realized loss before suspension
5–7%
Lifetime Drawdown Cap
Maximum cumulative loss tolerance before vault halt
15–35%
Max Leverage
Maximum leverage allowed per Agent
3–10x
Exposure Control
Max % of vault capital allocated per trade
1–5%
Cooldown Enforcement
Delay between trade cycles
1–3 minutes
If a proposed trade violates any threshold, it’s rejected and logged. This framework ensures that every Agent operates within quantifiable, enforceable risk boundaries.
c. Execution Relayer
The relayer signs transactions with vault-owned keys and pushes them to the exchange’s API endpoints. Supports multiple order types:
Market / Limit / IOC / Post-Only
cancelByClid()andscheduleCancel()Dynamic leverage updates
Batch order handling for multi-instrument Agents
Supported venues:
Binance (institutional API key relay)
Hyperliquid (future native integration)
Additional CEX/DEX integrations under roadmap Phase II
d. Dead-Man’s Switch
To prevent stale exposure, the Engine auto-cancels all open orders if no signal heartbeat is received within five minutes. If inactivity persists, vaults enter a suspended state until manually restarted by Guardian multisig.
e. Monitoring & Telemetry
A Grafana-based dashboard tracks:
PnL trends
Execution fills and latency
Risk ratio breaches
Fee accruals
API health Alerts automatically trigger vault pausing or Guardian intervention when anomalies occur.
Last updated