Product

Signal Radar

Pre-classified market microstructure signals from Hyperliquid. Liquidations, order flow deltas, block pulse, and stress scores — delivered as typed events so you can trade, not parse.

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Signals

What We Detect

Liquidations

Large trade detection with per-coin thresholds. Severity classification at $100K / $500K / $1M levels. Cascade detection when 5-minute volume exceeds $2M.

Order Flow Delta

L2 book imbalance tracking with EMA-smoothed buy pressure. Bid/ask notional aggregation across depth levels. Real-time directional bias scoring.

Block Pulse

Network tempo monitoring. Burst detection when trade velocity exceeds normal cadence. Congestion scoring based on block fill rates and timing variance.

Market Stress

Composite score from spread (20%), depth imbalance (25%), velocity (25%), and liquidation pressure (30%). 0-100 scale with severity classification.

Advantage

Skip the Parsing Step

Without Aleatoric

Raw Data → Parse → Analyze → Trade

With Aleatoric

Signal → Trade

Delivery

How Signals Arrive

gRPC

Lowest latency. Protocol Buffer typed events with streaming RPCs. Best for HFT and latency-sensitive strategies.

<12ms p50

WebSocket

Persistent connection with JSON payloads. Subscribe to specific signal channels. Built-in reconnection and heartbeat.

<20ms p50

REST

Poll-based access for lower-frequency strategies. Query signal history, filter by type and severity. Good for research and backtesting.

On-demand

Schema

Signal Payload

Liquidation Signal Event JSON

{
  "type": "liquidation",
  "timestamp_ms": 1741694400000,
  "coin": "BTC",
  "severity": "large",
  "side": "sell",
  "size_usd": 245000,
  "price": 97001.20,
  "cascade_risk": false,
  "liq_5m_volume_usd": 890000,
  "stress_score": 42,
  "meta": {
    "threshold_usd": 25000,
    "region": "us-east-2",
    "stream": "unified"
  }
}

Applications

Use Cases

Liquidation Arbitrage

Detect large liquidation events before price impact propagates. Position for the cascade effect using severity and volume signals.

Market Maker Repricing

Adjust quotes in real-time based on order flow pressure and depth imbalance. Widen spreads when stress score rises.

Volatility Response

Trigger hedging or position sizing adjustments when market stress exceeds thresholds. React to block pulse anomalies.

Stress Monitoring

Dashboard-level awareness of market microstructure conditions. Automated alerts when composite stress exceeds configurable levels.

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