The structural
alpha layer.
Brock Glass produces signal, not dashboards. This page is the map of how that signal is built, from the four raw inputs we own, through ten engines we run, into one attributable conviction your models can consume.
Four properties.
Most providers ship dashboards. We ship signal. The four properties below are how we keep that promise testable, every block, every tick.
Primary source.
Every measurement enters through a connection we own. 24 venue WebSockets, our own Bitcoin full node, the complete Deribit options chain. No aggregator layer between the tape and the metric.
In-house compute.
Cascade probability, GEX surface, whale clustering, UTXO cohorts. All of it runs on our infrastructure, from inputs we already own. No outsourced math, no wrappers around wrappers.
Attributable signal.
Every synthesis ships its drivers and their weights alongside the answer. Your risk system can argue with us in the same language we use internally.
Latency budget.
The three properties above are worthless if the answer arrives after the move. End-to-end we hold the budget below one second. P95 sits at 38 milliseconds.
Four inputs. One ingest fabric.
Everything downstream is derived from the four streams below. They feed every engine and every endpoint in the platform.
OI, funding, liquidations.
Open interest, funding rates, mark prices, liquidation tape, long/short, and per-venue depth across 24 exchanges. Raw venue clock, no smoothing.
From our own node.
MVRV, SOPR (LTH / STH / entity-adjusted), HODL waves across 10 age bands, NUPL, Thermocap, exchange flows. Every metric computed on our own Bitcoin full node.
The full chain, fitted.
Gatheral SVI surface across the full Deribit chain, constrained by Fukasawa no-arbitrage bounds. Per-strike GEX, max pain, term-structure skew. Recalibrated every 300 seconds.
Behaviour, not balances.
Entity-resolved wallets scored on 6-month Sharpe-style alpha persistence. Syndicate detection surfaces 3+ wallets moving in coordination across venues.
Ten engines. One pipeline.
Each engine reads a slice of the input fabric and emits a typed signal. They run in parallel; pick one to inspect its contract.
CascadeGuard
A two-kernel Hawkes model that reads whether a liquidation break self-feeds or stays contained, and whether price snaps back.
Directional Pressure
A ten-component pressure score across order flow, funding, whale positioning, and Coinbase premium velocity, weighted by regime.
Fuel Map
A notional-weighted liquidation magnet ladder aggregated across 24 venues, refreshed every minute from our own capture.
Squeeze Map
Open-interest-anchored squeeze pressure, cohort-structured and confirmed on two independent conditions before it fires.
Coinbase X-ray
US execution truth. Real fills measured against displayed depth to read genuine demand, spoof-filtered from the tape.
Whale Alpha
Net whale flow across Hyperliquid, GMX, and dYdX filtered at 250K dollars, with identity tracking over 16K wallets.
GEX Engine
Dealer gamma exposure per strike with flip price and regime, computed from our own Deribit-fed options engine.
UTXO On-chain
114 on-chain metrics from our own Bitcoin node, refreshed every block: SOPR, MVRV, HODL waves, dormancy, CDD.
Regime Panel
Market character and a fragility composite from energy-ratio and volatility, with a strategy-fit read.
On-chain Valuation
A regime-conditioned valuation verdict from realized-price bands and percentile position.
From ten reads to one conviction.
The synthesizer is a regime-weighted scoring function that returns a number, its drivers, and the regime it was scored under.
Each engine carries a different weight under each market regime. Cascade reads dominate during deleveraging; GEX dominates near gamma flips.
Every payload returns the contribution of every engine alongside the synthesized score. Weight inputs yourself if you prefer.
Same inputs, same answer. Replay a moment in market history and get the same conviction. Versioned semver; no silent drift.
REST and WebSocket.
Every engine is reachable over REST and streamable over WebSocket. One auth, one key namespace, one versioned spec.
P95 across every REST endpoint, measured against production traffic.
Three priority lanes on the WebSocket, throttled independently. Cascade alerts never queue behind a heartbeat.
Every endpoint shape is versioned. Deprecations announce months ahead; the spec never breaks underneath you.
Every payload is reproducible from inputs we still hold on disk. Same answer for the same moment, every time.
See it before the market does.
Brock Glass produces the signals. Your models. Your edge.