TA Quant Terminal -
Institutional Execution Infrastructure
Spot & Derivatives Trading
One Terminal. Every Market.
Overview
Institutional-Grade Trading Infrastructure
TA Quant is institutional-grade crypto trading infrastructure and intelligence platform. Built on exchange revenue sharing, not user fees alone. Processing millions in daily volume across 50+ exchanges with Rust-native performance matching Bloomberg-grade systems.
50+ Exchange Integrations
Multi-source connectivity maximizes exchange fee participation through attributed volume. Unified interface across all major exchanges with single login, aggregated balances, and consolidated P&L.
Smart Order Routing
Optimizes market execution across venues while maximizing exchange fee revenue. Automatically finds best price and liquidity across all venues.
Real-Time Sync
Institutional-grade reliability for mission-critical trading. Balance and position updates every 5 seconds.
Behavioral Intelligence
Advanced behavioral state inference from execution data enables adaptive market mechanisms and regime aware routing.
Unified Interface
Reduces operational complexity while enabling cross-exchange strategies. Single login, aggregated balances, consolidated P&L across all exchanges.
Advanced Order Types
TWAP
Time Weighted Average Price
Execute large orders over time (5 min - 24 hours) with up to 1000 slices and optional randomization
VWAP
Volume Weighted Average Price
Match volume-weighted benchmark with 5-20% participation rate
Iceberg Orders
Hide total order size
90-95% visible to prevent front-running with immediate or delayed refresh
Conditional Orders
Trigger-based execution
Trigger orders based on price, time, or other conditions
Basket Orders
Multi-asset execution
Execute multiple orders simultaneously across exchanges
Custom Algorithms
Python & Rust scripts
Python: 50+ orders/second | Rust: 300+ orders/second
V4 Native Acceleration
Performance that enables institutional strategies and creates economic value. 100x performance improvements through native Rust acceleration enable market making and arbitrage strategies previously impossible.
100x
Order Book Processing
1µs vs 100µs
100x
Trade Feed
0.5µs deduplication
30x
OHLCV + Indicators
100µs vs 3ms
100x
Backtesting
100k+ bars/second
<10ms
Data Latency
<100ms
Execution Latency
99.5%
Uptime (99.9% SLA target)
Professional APIs
REST API
60+ type-safe gRPC endpoints with end-to-end TypeScript types
Learn More →WebSocket
Real-time market data, order updates, position changes with sequence guarantees
Learn More →FIX Protocol
Institutional connectivity for hedge funds and prop firms requiring deterministic execution. Enterprise-grade order routing for professional capital deployment.
Learn More →
Institutional-Grade Execution Infrastructure
Join professional traders benefiting from $46.8M in platform economics through exchange-aligned revenue sharing