About EdgeDepth
A market idea deserves a careful test.
EdgeDepth helps independent systematic crypto traders and small teams investigate a setup without building the data stack first.
Why we built it
A move catches your attention. Perhaps liquidations accelerated, the book became one-sided, or a candle pattern appeared. The useful next question is whether similar conditions led to something unusual across the recorded history.
Answering carefully takes work: collecting data, defining a setup consistently, counting eligible observations, aligning what followed and checking the examples that disagree. EdgeDepth brings those steps into one research workflow.
Notice. Test. Challenge. Decide. Revisit.
Begin with an observation or a question. Review the exact conditions, markets and dates before running a study. Read what followed across the matching population and compare it with the same-scope reference when available.
Inspect concentration, missing observations and opposing cases. Use tick replay where coverage and your plan allow. Keep the idea, refine it or reject it. An inconclusive result can be useful too.
Save a study to return to its definition and evidence. When you want forward observation, the web workflow can monitor supported definitions after confirmation. An alert says the condition occurred again; it does not recommend a trade.
One engine, several ways to work
The Research Workbench keeps the editable question beside its result. The REST API and MCP bring the same engine into your code or assistant. Published reports let anyone read existing evidence without spending research allowance.
The live terminal, tick replay, event archive and guided lessons help you notice and inspect market behaviour. The terminal and gateway also have open-source editions.
Know what the record can answer
Live coverage includes Binance USDT-M and Hyperliquid perpetuals. Current searchable research covers Binance USDT-M. Binance contracts linked to stocks, indices and commodities are perpetual derivatives, not direct equities or futures-exchange feeds.
Coverage varies by market, date and measurement. Longer research history does not imply equally deep order-book or tick-replay history. Exchange feeds can omit observations, and modeled liquidation levels are estimates. Check the coverage beside the study you want to run.
A reproducible historical result is not proof of a profitable strategy. Costs, execution, overlapping observations, repeated experimentation and changing conditions still matter. We make the definition and limitations inspectable so you can decide what to check next.
Independent, built in New Zealand
EdgeDepth is built and operated from New Zealand and is currently in early access. We develop and operate the capture, storage, research and terminal infrastructure.
Questions or feedback: [email protected]. A data issue or licensing question: [email protected]. Send the study or event link so we can investigate the underlying record.