Aurex

Arbitrage Intelligence
AI: gpt-4o-mini
BTC SPOT:—
DETECTION:—
P99 COMPUTE:—
FEEDS:0/5 live
EQUITY:$100,000.00
○ CONNECTING
TESTNET

Platform Documentation

Technical reference, execution mechanics, and monorepo topology.

01
Market Data
02
Opportunity Engine
03
Testnet Execution Engine
04
PnL Tracking

Aurex is an institutional-grade, real-time cross-exchange arbitrage engine. It aggregates live L2 order book depth across five centralized venues to calculate, rank, and execute of spreads net of trading fees, slippage, and transport delay.

The engine depth-walks L2 books to determine executable prices, mapping real liquidity constraints to avoid paper-profit calculations.

Valuation sequence
1.Initialize with baseline conservative volume.
2.Walk cheap-venue asks and expensive-venue bids.
3.Calculate Volume-Weighted Average Prices (VWAP) from depth.
4.Deduct exchange fees, latency basis buffers, and slippage.
5.Maximize net yield via iterative volume expansion.

Spreads are evaluated net of exchange fees, slippage, latency buffers, and stablecoin USD/USDT conversion costs.

Deducted Costs
Exchange taker fees.
Simulated network withdrawal rebalancing fees.
Latency price drift safety buffer.
Real slippage from L2 depth book walking.

Structured as a clean, modular pnpm monorepo separating logic, configuration, and interfaces.

Workspace Topology
packages/corepackages/core — domain calculations and depth-walking.
packages/configpackages/config — fee models, exchange parameters, and schemas.
packages/testingpackages/testing — synthetic data generation and test suites.
apps/botapps/bot — backend engine, WS feeds, and simulation loop.
apps/webapps/web — responsive Next.js terminal dashboard.

Supports fast, zero-config local JSON persistence (`db.json`) with auto-upgrade to PostgreSQL via Supabase when credentials are detected.

Storage Modes
Local ModeLocal Mode: Fast in-memory state with JSON backup.
Supabase ModeSupabase Mode: Persistent cloud storage with PostgreSQL.