Automated pool discovery and configuration generator for Solana DEXs using GeckoTerminal API

RBI-grade market regime detection & liquidity stress modelling using volatility, yield curves, and ensemble HMMs.

📉 Model market regimes and liquidity stress using advanced analytics to enhance financial stability and assess systemic risks effectively.

Real-time quantitative engine for L2 Limit Order Book reconstruction and liquidity analysis. Implements non-blocking async pipelines to synchronize REST snapshots with high-frequency WebSocket deltas. Engineered to detect hidden iceberg liquidity and spoofing patterns, utilizing 1D-CNNs for real-time stress forecasting in fragmented crypto markets.

A DAO CFO risk console with self-funding HTTP 402 micropayments for market data escalation

Real-time Polymarket prediction market liquidity data via x402 micropayments. Order book depth, spread analysis, and market efficiency scoring. Pay $0.005 USDC per request on Base. No API key required.

On-chain analysis comparing IXS/ETH execution quality and LP performance before/after migration from UniswapV2 to an Arrakis-managed UniswapV4 vault.

🦎 Automate pool discovery and configuration for Solana DEXs, enhancing arbitrage trading and DeFi research with ease and precision.