01 · The Two Pillars

How NEXUS connects to the markets

Every venue inside 3D NEXUS META operates along two distinct data paths — one for reading market data (orderbook + trades), and one for sending orders. Some venues use both paths through the same connection, others split them across direct WebSockets and local bridges. Understanding which path is which is the key to using the platform safely and profitably.

DATA READ

The visualization engine. Streams live order book depth (L2 / DOM), tick-by-tick trades, and microstructure events into the 3D scene — driving every panel, signal, and AI agent.

  • Direct WebSocket feeds to 25+ public market data endpoints
  • Authentication-free for market data on most CEX / DEX venues
  • Local bridge required for MT5, Sierra Chart, Rithmic, Dukascopy, Polymarket
  • Always-on, read-only — the same path used in evaluation mode

TRADE EXECUTION

The order routing engine. Sends BUY / SELL / TP / SL / CLOSE commands to the execution venue using your authenticated credentials. Strictly opt-in — never triggers without your action.

  • 11 venues with native execution (Binance, Bybit, OKX, Bitget, MT5…)
  • API keys stored in sessionStorage only — wiped when tab closes
  • Hyperliquid execution routes through dedicated bridge (private key signing)
  • Some venues are intentionally data-only in this build

⊹ Architecture at a glance

3D NEXUS META Browser-based · single HTML file ⬢ DATA READ ENGINE ▲ EXECUTION ROUTER DIRECT WEBSOCKET Public market data feeds Binance · Bybit · OKX · MEXC Coinbase · KuCoin · Bitfinex Hyperliquid · dYdX · Aster Gate.io · Bitget · Kraken Deribit · Crypto.com · Tradovate no install · no auth for read LOCAL BRIDGES Python relay · ws://localhost MT5 Dual Bridge · :5555 Rithmic Futures · :5556 Hyperliquid EXEC · :5557 Polymarket · :5558 Sierra Chart DTC · :5559 Dukascopy JForex4 · :5560 wss:// ws://localhost ⬢ DATA · TRADE ⬢ DATA · ▲ TRADE YOU
📡 Reading the diagram

The browser opens connections two ways: directly to public exchange WebSockets (left), or via local Python bridges running on ws://localhost:55XX (right). Both paths feed the same 3D engine — the user only chooses an exchange in the dropdown, and NEXUS routes everything underneath.

02 · Browser-Native Venues

Direct WebSocket exchanges

These exchanges connect directly from your browser with no installation, no Python, no bridge. Public market data flows over open WebSockets; for the venues that support it, order execution adds a single layer of HMAC-signed REST calls using your API keys (stored locally only).

Filter ↳
Binance PERPS
USD-M Futures · default
B
DIRECT WS DATA TRADE
WSwss://fstream.binance.com/ws
RESTfapi.binance.com
AuthAPI key + secret · HMAC-SHA256
SymbolsBTCUSDT, ETHUSDT, SOLUSDT… (~400)
Default exchange. Loads on first launch. Provides L2 depth (1000 levels), aggTrade stream, and full execution path — Market / Limit / Stop / Reduce-only with leverage 1×–125×. Testnet supported via the API keys panel checkbox.
Binance SPOT
Spot trading
B
DIRECT WS DATA TRADE
WSwss://stream.binance.com:9443/ws
RESTapi.binance.com
AuthAPI key + secret · HMAC-SHA256
SymbolsAll Binance Spot pairs (USDT, BTC, ETH quotes)
Identical UX to Perps but for spot markets. Use the same Binance keys: tick the Spot trading permission when generating them.
Bybit PERPS
USDT Linear v5
DIRECT WS DATA TRADE
WSwss://stream.bybit.com/v5/public/linear
RESTapi.bybit.com
Depthorderbook.200 (200 levels)
Heartbeat{ op:"ping" } every 20s
Bybit V5 unified API. Configure keys in the same panel — the trading UI auto-switches routing once you select Bybit in the dropdown. Full snapshot + delta protocol with seq-validated book reconstruction.
OKX SWAP
USDT-M Perpetual
DIRECT WS DATA TRADE
WSwss://ws.okx.com:8443/ws/v5/public
RESTwww.okx.com/api/v5
Channelbooks · 400 levels
Symbol fmtBTC-USDT-SWAP
OKX V5 public WebSocket. Trade execution requires passphrase in addition to key + secret — make sure you saved it during key creation. Heartbeat ping every 25s.
Coinbase Advanced
USD spot · regulated
©
DIRECT WS DATA TRADE
WSwss://advanced-trade-ws.coinbase.com
Channelslevel2 · market_trades
Symbol fmtBTC-USD
AuthCoinbase Cloud key (JWT signing)
Public market data is unauthenticated. Execution uses Coinbase Advanced Trade (formerly Coinbase Pro) and requires JWT-signed requests — the platform handles signing internally.
KuCoin SPOT
Token-authenticated WS
K
DIRECT WS DATA TRADE
RESTapi.kucoin.com
WSDynamic — bullet-public token
Topic/market/level2:BTC-USDT
Symbol fmtBTC-USDT
KuCoin requires a temporary bullet-public token before connecting. NEXUS handles this automatically — you only need to pick the symbol and go.
Bitfinex SPOT
Legacy V2 protocol
ƒ
DIRECT WS DATA TRADE
WSwss://api-pub.bitfinex.com/ws/2
Channelbook · trades
Symbol fmttBTCUSD (t-prefix)
Bitfinex returns amounts rather than separate bid/ask sides — positive amount = bid, negative = ask. NEXUS unpacks this transparently. Precision P0, 100 levels.
MEXC SPOT
Protobuf binary feed
M
DIRECT WS DATA TRADE
WSwss://wbs-api.mexc.com/ws
Channelslimit.depth · aggre.deals
FormatProtobuf (auto-decoded)
Post-Aug 2025 MEXC migrated to a protobuf binary feed. NEXUS decodes the wire format natively — no manual setup. REST snapshot used for initial book hydration.
Hyperliquid
Decentralized PERPS
DIRECT WS · DATA BRIDGE · TRADE WALLET
WSwss://api.hyperliquid.xyz/ws
RESTapi.hyperliquid.xyz
Channell2Book · trades
TradFi (HIP-3)xyz:SP500, xyz:AAPL…
Split architecture. Market data flows direct from api.hyperliquid.xyz. Execution requires the bridge on port 5557 (private-key signing must happen server-side — never in browser). See the Hyperliquid bridge section.
dYdX V4
Cosmos-based DEX PERPS
δ
DIRECT WS DATA DATA ONLY
WSwss://indexer.dydx.trade/v4/ws
RESTindexer.dydx.trade
Channelv4_orderbook · v4_trades
dYdX V4 streams via the public indexer — no auth needed for read. Execution is not enabled in this build (would require Cosmos-SDK signing).
Aster DEX PERPS
DEX perpetuals
DIRECT WS DATA DATA ONLY
WSwss://fstream.asterdex.com/ws
RESTfapi.asterdex.com
Aster uses a Binance-style API surface, making integration trivial. Read-only here — execution can be ported in future builds via wallet signing.
Aster TradFi
Stocks · FX · Metals
DIRECT WS DATA DATA ONLY
WSwss://fstream.asterdex.com/ws
CoverageTokenized equities, FX, metals
Same engine as Aster crypto perps but indexed to TradFi instruments. Useful for cross-checking traditional markets against crypto microstructure.
Gate.io TradFi
Stocks · FX · Indices · Metals
G
DIRECT WS DATA TRADE
WSwss://fx-ws.gateio.ws/v4/ws/usdt
SymbolsAAPL_USDT, TSLA_USDT, NDX_USDT…
Channelfutures.order_book · futures.trades
Tokenized equities and indices traded as USDT-denominated perpetuals. Same WS engine as Gate's crypto perps. Execution uses Gate API keys with futures permission. Schedule: 24/5, paused weekends & market holidays.
Bitget PERPS
USDT-M Futures
DIRECT WS DATA TRADE
WSwss://ws.bitget.com/v2/ws/public
RESTapi.bitget.com
AuthAPI key + secret + passphrase
Heartbeat"ping" → "pong"
Bitget V2 unified API. Like OKX, requires a passphrase alongside key + secret. The Trading panel auto-switches to Bitget routing once selected, and the API Keys panel exposes a Bitget tab for entering credentials.
Bitget TradFi
RWA Index Perpetuals
DIRECT WS DATA TRADE
SymbolsTSLAUSDT, NVDAUSDT, AAPLUSDT, GOOGLUSDT, AMZNUSDT…
FilterisRwa = "YES"
Schedule24/5 · Mon 00:00 → Sat 00:00 UTC-4
Real-world-asset index perpetuals tracking US equities. Same execution path as Bitget crypto perps using the same keys. Pauses on stock holidays and weekends.
Binance RWA
Tokenized real-world assets
B
DIRECT WS DATA TRADE
WSwss://stream.binance.com:9443/ws
TokensONDO, USUAL, SYRUP, MPL, PENDLE, PAXG, XAUT…
CoverageTokenized treasuries, gold, RE, credit
Curated whitelist of RWA tokens trading on Binance Spot. Reuses Binance Spot infra — same keys, same execution path. Categories: tokenized treasuries (ONDO), gold (PAXG), real estate, credit (MPL, GFI).
Kraken SPOT
USD pairs · regulated EU
K
DIRECT WS DATA DATA ONLY
WSwss://ws.kraken.com/v2
RESTapi.kraken.com
Kraken V2 API for market data only in this build — execution disabled by design (their signing scheme is heavyweight). Useful for regulated US/EU price reference.
Deribit
PERPS + Options (BTC/ETH)
D
REST POLL DATA DATA ONLY
RESTwww.deribit.com/api/v2
ModePolling (no public WS depth)
Symbol fmtBTC-PERPETUAL · ETH-25MAR26-100000-C
Deribit is the largest crypto options venue. NEXUS polls the public REST endpoint because the public WS auth flow doesn't expose deep books. Use this for monitoring option chains and perp basis; for execution, use the official Deribit interface.
Crypto.com
USD Perpetuals
DIRECT WS DATA DATA ONLY
WSwss://stream.crypto.com/exchange/v1/market
RESTapi.crypto.com/exchange/v1
Read-only in this build. Useful for cross-CEX validation; many institutional desks quote against Crypto.com for USD pairs.
Tradovate
CME · NYMEX · CBOT futures
T
DIRECT WS DATA DATA ONLY
WS Demowss://md-demo.tradovateapi.com/v1/websocket
AuthUsername/Password → JWT bearer token
SymbolsES, NQ, YM, RTY, MES, MNQ, CL, GC…
Live demo and live environments available. Routed via CORS proxy because the Tradovate API doesn't send CORS headers. Read-only in this build — for execution use the Rithmic bridge.
FXCM
Forex · CFD · Indices
F
DIRECT WS DATA TRADE
WSwss://api.fxcm.com/socket.io
PairsEUR/USD, GBP/USD, USD/JPY, XAU/USD…
IndicesUS30, SPX500, NAS100, GER40…
Retail forex broker integration. Tick precision down to 0.00001 on majors. For pure FX flow analysis without going through MT5 or Dukascopy.
03 · Professional Trading Stacks

Local Python bridges

Some venues — like MetaTrader 5, Sierra Chart, Rithmic, Polymarket and Dukascopy — use proprietary protocols (binary, COM, DTC, JForex) that browsers cannot speak natively. For these, NEXUS ships a small Python relay that runs on your machine, translates the protocol, and exposes a clean WebSocket on ws://localhost:55XX.

🔌 Common pattern

Each bridge is a single .py file with a Tkinter GUI launcher (or CLI flags). Start it once → it sits in a tray, polls or subscribes to the upstream feed, and broadcasts over a local WebSocket. NEXUS then connects as if the venue were a normal exchange. No data leaves your machine — the bridge runs fully local.

MT5 Dual Bridge
MetaTrader 5 · port 5555
BRIDGE DATA TRADE
Filemt5_nexus_bridge_dual.py
Port5555 (default, configurable)
Pip installMetaTrader5 websockets
CoverageDOM L2 · ticks · orders · positions
Dual-broker support: read DOM from one MT5 (e.g. AvaFutures with deep depth) and route execution to a different MT5 (e.g. ICMarkets). Auto-symbol mapping (EPM26 ↔ SPX500). GUI launcher with config persistence and watchdog auto-reconnect. Kill switch + rate limiter built in.
Rithmic Bridge
CME · NYMEX · COMEX · CBOT
R
BRIDGE DATA TRADE
Filerithmic_bridge_gui.py
Port5556
AuthRithmic username + password
SymbolsES, NQ, YM, RTY, MES, MNQ, CL, GC, ZB, 6E…
Connects to the same institutional Rithmic data feed used by professional CME traders. GUI form: paste credentials, click Connect. Streams full DOM, T&S, and routes orders. CME-grade tick sizes preconfigured for all major contracts.
Hyperliquid EXEC
Execution-only bridge
BRIDGE TRADE WALLET
Filehyperliquid_nexus_bridge.py
Port5557
Pip installhyperliquid-python-sdk websockets
AuthPrivate key (0x…) — never in browser
Execution-only. Market data continues to use the direct WebSocket. The bridge signs orders with your EVM private key using the official Hyperliquid SDK. Supports main dex, HIP-3 TradFi dexes (xyz:SP500), TP/SL via trigger orders, reduce-only, and testnet.
Polymarket Bridge
CLOB prediction markets
P
BRIDGE DATA TRADE WALLET
Filepolymarket_nexus_bridge.py
Port5558
Pip installwebsockets aiohttp py-clob-client
AuthPolygon private key + EIP-712 signing
Prices are probabilities (0.00 → 1.00). Green bubbles = YES buyers, red = YES sellers, mid-price = market-implied probability. Includes optional copy-trader and safety guards (RiskManager) modules. Smart Wallet (proxy) supported.
Sierra Chart DTC
Pro charting & order flow
BRIDGE DATA TRADE
Filesc_nexus_bridge_dtc.py
Port5559 (NEXUS) ← 11099 (SC DTC)
ProtocolDTC binary handshake → JSON
ModesRelay (all SC data) · Standard (subscribe)
Connects via Sierra Chart's DTC Protocol Server. Enable in Global Settings → SC Server Settings → DTC Protocol Server with port 11099. For depth, append |MDD to the symbol in the Intraday File Update List. Full L2, ms-precision trade prints, order routing.
Dukascopy JForex4
Swiss bank · forex / metals
BRIDGE DATA DATA ONLY
Filedukascopy_nexus_bridge.py
Port5560 (NEXUS) ← 7002 (JForex)
ProtocolJForex4 Strategy → TCP → WS
Two-stage relay: install the NexusBridgeStrategy (.jfx) inside JForex4, run the Python bridge, and select Dukascopy (JForex) in NEXUS. Bank-grade Swiss FX flow with full depth on majors and metals.

⊹ Bridge Setup · Universal Steps

  1. Install Python 3.10+ if you don't have it. Windows users: tick Add Python to PATH during install. Mac/Linux: usually preinstalled. Verify with python --version.
  2. Install required packages for the bridge you want. Most need just pip install websockets; MT5 also needs pip install MetaTrader5; Hyperliquid needs pip install hyperliquid-python-sdk.
  3. Launch the bridge by double-clicking the .py file (or running it from terminal). A GUI window opens. Enter credentials if needed and click Connect.
  4. Open NEXUS in your browser. In the Controls panel, select the matching exchange from the dropdown (e.g. MT5 Local, Sierra Chart, Polymarket).
  5. Confirm the bridge URL in the small config box that appears (default ws://localhost:5555 for MT5, increment for others). Hit Enter — NEXUS attempts to connect immediately.
  6. Pick a symbol in the dropdown; the 3D scene starts streaming. The bridge status indicator turns green when data is flowing. If trading is supported, the BUY/SELL buttons unlock.
⚠ Firewall & antivirus

Some Windows antivirus solutions (especially Bitdefender, Kaspersky) block outbound TCP from Python scripts. If the bridge starts but NEXUS can't connect to ws://localhost:5555, allow python.exe through your firewall, or temporarily disable real-time protection while testing.

04 · Order Routing

Sending orders safely

The EXECUTE panel (▲) is the gateway between your decisions and the market. It supports MARKET, LIMIT and STOP orders with leverage controls, reduce-only flags, optional auto-trading with Smart martingale and Reverse modes, and per-day risk caps. Every venue routes through its appropriate path automatically.

⊹ Setting up API keys

  1. On the exchange website, navigate to API Management and create a new key. Name it descriptively (e.g. NEXUS-DESKTOP-2026).
  2. Enable only the permissions you need: Spot for spot trading, Futures for perps. Never enable Withdrawals — NEXUS does not need it and disabling it limits damage if a key leaks.
  3. IP whitelist if your home IP is static. If not (or you trade from multiple locations), leave unrestricted but keep withdrawal permissions OFF.
  4. Copy the API key, secret, and (for OKX / Bitget / KuCoin) the passphrase. Open the NEXUS API Keys panel (⬛ icon), select the exchange tab, and paste each value.
  5. Click SAVE & CONNECT. The status dot turns green and the BUY/SELL buttons in the EXECUTE panel light up. Keys are kept in sessionStorage only — they are wiped when you close the browser tab.
🛡 Security non-negotiables

1. Use a dedicated trading sub-account if your exchange supports it.
2. NEVER paste keys into a different copy of the file you didn't download yourself.
3. Disable withdrawals on every API key, every time, no exceptions.
4. If you suspect a key leak, revoke it on the exchange immediately — keys can be rotated without losing your positions.
5. The Testnet checkbox (Binance) routes to testnet.binance.vision — use it to practice the order panel before going live.

⊹ Order types

Order Type Description When to use Reduce-only
MARKET Fills immediately at best available bid/ask Speed matters; you accept some slippage Supported
LIMIT Sits passively at your price; fills only if reached Precise entries; collecting maker rebates Supported
STOP Triggers a market order when price crosses Risk management; breakout entries Supported

⊹ Auto-trader modules

When enabled, after every losing trade the next trade size is increased to recover the loss faster. The base size is captured when you turn AUTO ON. This is high risk — a streak of losses compounds fast. Always pair with a daily loss limit.

Display shows current loss streak. Resets to base size after a winning trade. Configurable in the AUTO TRADE section of the EXECUTE panel.

Inverts every signal: SCALP/Oracle says BUY → bridge sends SELL, and vice versa. Useful when you suspect the signals are systematically wrong on a particular symbol or session, or for fading retail flow.

Toggle independently from SMART. Both can be on at once. The badge shows in the EXECUTE panel.

Auto-trader only fires when the signal's confidence score (computed by the SCALP or Oracle engines) exceeds your minimum. Default 65%. Range 50–95%.

Higher = fewer but stronger signals. Lower = more trades, more noise. Tune per instrument: BTC perps tolerate 60%, illiquid micros need 75%+.

Cooldown: minimum milliseconds between two auto-trades (default 15,000). Max positions: hard cap on simultaneous open trades. TP/SL ticks: take-profit and stop-loss distances in tick units — automatically scaled per symbol's native tick size.

Each open auto-position is tagged with the signal that triggered it, so you can audit which signals are profitable in your stats.

When the day's running PnL crosses your configured loss or profit cap, AUTO TRADE is force-disabled and a red LIMIT HIT badge appears next to the panel. You must manually re-enable next session.

This is the most important risk feature. Always set both — it protects you from blow-up days and locks in green days.

Tick which signal types the auto-trader is allowed to act on:

  • Absorption — hidden buying / selling into walls
  • Iceberg — replenishing limit orders
  • Exhaustion — failed continuation
  • Delta spike — sudden directional aggression
  • Spoof — fake walls (often inverted)
  • Smart money — large player accumulation/distribution
  • Oracle prediction — AI agent consensus (off by default)

⊹ Execution support matrix

VenueDataExecutionAuthNotes
Binance Spot / Perps✓ Direct WS✓ NativeAPI key + secretTestnet supported
Bybit Perps✓ Direct WS✓ NativeAPI key + secret
OKX Swap✓ Direct WS✓ NativeKey + secret + passphrase
Coinbase Advanced✓ Direct WS✓ NativeJWT-signed key
KuCoin Spot✓ Token WS✓ NativeAPI key + secretAuto-token bullet
Bitfinex Spot✓ Direct WS✓ NativeAPI key + secret
MEXC Spot✓ Protobuf✓ NativeAPI key + secret
Hyperliquid✓ Direct WS⚡ via Bridge :5557EVM private keyHIP-3 supported
Gate.io TradFi✓ Direct WS✓ NativeAPI key + secret24/5
Bitget Perps / TradFi✓ Direct WS✓ NativeKey + secret + passphrase
Binance RWA✓ Direct WS✓ NativeBinance Spot keysWhitelist filter
FXCM✓ Direct WS✓ NativeFXCM token
Kraken Spot✓ Direct WS— DisabledData only this build
dYdX V4✓ Direct WS— DisabledCosmos signing N/A
Aster DEX / TradFi✓ Direct WS— Disabled
Crypto.com✓ Direct WS— Disabled
Deribit✓ REST poll— DisabledOptions chain visible
Tradovate✓ Direct WS— DisabledUse Rithmic for exec
MT5 (any broker)✓ Bridge :5555✓ BridgeBroker loginDual-broker mode
Rithmic✓ Bridge :5556✓ BridgeRithmic creds
Polymarket✓ Bridge :5558✓ BridgePolygon priv keySmart Wallet OK
Sierra Chart✓ Bridge :5559✓ BridgeSC DTC creds
Dukascopy✓ Bridge :5560⚡ via JForex GUIJForex login
05 · Multi-Exchange View

The Aggregator mode

One symbol. Multiple exchanges. One unified order book and trade tape. The Aggregator v2 fuses live feeds from up to five venues simultaneously, with staleness detection, divergence alerts, and per-exchange metrics.

✓ What it does

Pulls L2 books and trade streams from Binance Perps, Binance Spot, Bybit, OKX, and Hyperliquid at the same time, normalizes each into common units (BTC contracts vs coin units, etc.), merges into a consensus book, and visualizes the combined liquidity in 3D. Each exchange is colour-tagged so you can see where the bids and asks live.

⊹ How to enable

  1. Pick a symbol on any of the supported exchanges (BTCUSDT works everywhere).
  2. Find the AGG ON / OFF button — typically in the Controls or top bar.
  3. Select which exchanges to include in the merge using the checkboxes.
  4. The connection status flips to AGG LIVE and the 3D scene shows fused depth.
  5. To return to single-exchange mode, click AGG OFF. NEXUS restores the original WS connections.
📊 Built-in safeguards

Staleness threshold: any exchange silent for >5 seconds is marked stale and visually faded.
Divergence alert: when one venue's mid-price diverges >0.3% from consensus, a warning fires (often signals a bad feed or a flash dislocation).
Trade dedup: trades arriving on multiple exchanges with the same timestamp + price are merged to avoid double counting.

⚠ Aggregator is data only

You cannot place an order from AGG mode — execution still requires picking a single exchange because each venue has its own order routing path. Use AGG to find the edge, then switch to the single-exchange view to execute on the venue you prefer.

06 · When things don't work

Troubleshooting connectivity

Most issues fall into one of four buckets: CORS / browser policy, API key permissions, bridge not running, or upstream venue maintenance. The list below covers the symptoms we see most often.

Cause: the file is opened directly with file:// (double-click on the HTML), so browsers block cross-origin fetches. NEXUS auto-falls-back to a CORS proxy chain (corsproxy.io, allorigins.win, cors-anywhere) — but proxies sometimes go down.

Fix: serve the file from a tiny local HTTP server. From the folder containing the HTML, run: python -m http.server 8000, then open http://localhost:8000/3D_NEXUS_META.html. WebSockets work fine in both modes; only REST needs the proxy.

Cause: server-time drift. Binance and similar exchanges reject requests whose timestamp is more than ±1 second off the server clock. NEXUS performs an automatic server-time sync on connect, but if your OS clock is badly wrong it can still fail.

Fix: sync your computer clock. Windows: Settings → Time & Language → Sync now. Mac: System Settings → Date & Time → set automatically. Re-save your keys after syncing.

Cause: API key was created without the right trading scope. Most common: you enabled Spot but try to trade Perps, or vice versa.

Fix: regenerate the key with the correct scopes ticked. For Bitget & OKX make sure passphrase is also pasted — these exchanges silently fail if it's missing.

Cause: NEXUS can't reach ws://localhost:55XX. Either the bridge isn't actually listening, or a firewall is blocking the local socket.

Fix: open the bridge GUI's log panel — you should see WebSocket server listening on 0.0.0.0:5555 (or the relevant port). If yes, allow python.exe through your firewall. If no, the bridge failed to bind — check whether another process owns that port (run netstat -ano | findstr 5555 on Windows).

Cause: you launched the Hyperliquid bridge without supplying a key. Market data works without it, but you cannot send orders.

Fix: launch with python hyperliquid_nexus_bridge.py --key 0xABC… or --key-file key.txt, OR paste the key in the GUI prompt. Use a dedicated trading wallet with limited funds — never your main wallet.

Cause: WebSocket disconnect, often due to laptop sleep, ISP hiccup, or upstream rate-limit. NEXUS has built-in auto-reconnect with exponential backoff, but the feed shows STALE while it reconnects.

Fix: usually self-heals within 5–10 seconds. If it persists, click the refresh icon next to the symbol or briefly switch to another symbol and back. For laptops, consider keeping the lid open and disabling sleep during long sessions.

Cause: SC requires explicit depth subscription per symbol. By default it streams last-trade only.

Fix: in Sierra Chart, go to Trade → Trade Service Settings and confirm DTC is enabled. Then in File → Symbols → Intraday File Update List, append |MDD after each symbol you want to stream depth for (e.g. ESM26-CME|MDD). Restart the bridge after changes.

Cause: when you signed up to Polymarket via Magic Link / email, your trading wallet is a proxy wallet contract distinct from your EOA. The bridge needs both: your private key (signs) AND the proxy address (where funds live).

Fix: in the bridge GUI, paste both. The Smart Wallet path is 0xYourProxy… — find it in your Polymarket profile under Settings → Funder address.

Cause: hot-reloads or page refreshes reset the running PnL counter. The hard limit only persists within a session.

Fix: after a limit hit, leave the page closed for the rest of the session. Or paste the limits into the AUTO TRADE config before opening positions so they survive a refresh.

07 · Reference

Glossary & acronyms

Quick reference for terms used throughout the platform and this guide.

TermDefinition
L2 / DOMLevel-2 / Depth Of Market — the order book showing bids & asks at multiple price levels (not just best bid / best ask).
aggTradeAggregated trade — Binance's stream of trades collapsed when multiple fills happen at the same price/timestamp.
WSWebSocket — bidirectional protocol used by exchanges for low-latency streaming.
RESTStateless HTTP API — used for snapshots, history, and order placement.
HMAC-SHA256Cryptographic signature scheme used by most exchanges to authenticate REST orders.
JWTJSON Web Token — modern signing scheme used by Coinbase Advanced.
EIP-712Ethereum standard for signing structured data — used by Polymarket and other DeFi protocols.
DTCData and Trading Communications — Sierra Chart's binary protocol for L2/exec.
JForexDukascopy's Java-based trading platform; ships a Strategy SDK for custom data export.
MT5MetaTrader 5 — popular retail platform supporting forex, CFDs, and increasingly crypto.
HIP-3Hyperliquid Improvement Proposal 3 — TradFi dexes embedded in Hyperliquid (xyz:SP500…).
RWAReal-World Asset — tokenized stocks, treasuries, gold, real estate.
VPINVolume-synchronized Probability of Informed trading — toxicity metric.
OFIOrder Flow Imbalance — micro-predictor of next-tick direction.
OBIOrder Book Imbalance — ratio of bid vs ask depth at top N levels.
Reduce-onlyOrder flag that can only decrease an existing position, never flip it.
TestnetExchange sandbox using fake money — perfect for learning without risk.
Smart WalletPolymarket proxy contract that holds funds and is controlled by your EOA private key.
EOAExternally Owned Account — a regular Ethereum wallet controlled by a private key.
CLOBCentral Limit Order Book — the trading model used by Polymarket and most CEXs.