QUOTIDE mark QUOTIDE {{ netBadge }}
Replay mode · no market access{{ dsLabel }}source {{ dsSource }}policy {{ stripVersion }}time range {{ dsRange }}source age {{ stripAge }} ms
Layered dark teal ocean waves with turquoise crests Layered dark teal ocean waves with turquoise crests
{{ pageLabel }} · replay mode

99.80 / 100.20 — and the snapshot that made it.

Configure a quoting strategy, replay timestamped market snapshots and read every replayed fill like a tide table. Nothing here touches a market.

Browse strategies
half-spread {{ hs.val }}
The operator's position: a two-chamber inventory column, BASE over QUOTE
BASE {{ hf.base }} QUOTE {{ hf.quote }} target {{ hf.t }} w {{ hf.w }} ask {{ hf.ask }} bid {{ hf.bid }}
inventory skew {{ sk.val }}
{{ r.label }}{{ r.val }}
Preview {{ previewText }} balanced inventory, mid 100, before tick effects

{{ formula }}

Drag half-spread. Watch the band.

01 · Replay console · {{ pageLabel }}

Replay moves the tide, one snapshot at a time.

{{ dsIntro }} The band is the quote, the ticks are fills on the next snapshot, and the column on the right is your inventory.

Dataset {{ captureStatus }} dataset hash {{ dsHashShort }} · {{ dsRef }}
{{ pageLabel }} {{ hashShort }}
{{ hpCursorText }}
Slack water · #{{ hpShown }} · {{ hpReason }}
Fills ledger · table alternative to the band · {{ dsLabel }}
snapshot observedAt bid ask center fill realized unrealized fee assumption
{{ r.snap }} {{ r.at }} {{ r.bid }} {{ r.ask }} {{ r.center }} {{ r.fill }} {{ r.realized }} {{ r.unrealized }} {{ r.fee }}

{{ receipt }}

02 · Policy versions

Pages freeze. Drafts go on the next one.

A policy version is never edited in place. Moving a slider writes on a draft page; saving stamps it with its keccak256 hash and the earlier pages stay as they were.

v{{ c.v }} frozen · {{ c.saved }}
{{ pr.k }}
{{ pr.v }}

{{ c.hash }}

v{{ nextV }} draft · unsaved
{{ pr.k }}
{{ pr.v }}

{{ hash }}

Move any slider above to start Draft v{{ nextV }}.

03 · Anchor

Anchor the page, not the promise.

A finished policy can be anchored by its hash on Elysium from your own wallet once the PolicyRegistry is deployed. Until then the dry run shows the exact calldata it would carry. The hash proves publication of content, not strategy performance.

{{ pageLabel }} · keccak256 of canonical JSON

{{ a.k }}{{ a.v }}
{{ anchorFail }} Get a wallet
Ledger index · tide table of positions

Strategies

Each row carries its own position, drawn at the weight its last run left it.

Create strategy
Position column for {{ s.name }}
{{ s.name }} BASE/QUOTE · {{ s.lastRun }}
{{ s.status }} {{ s.ver }} w {{ s.w }} {{ s.hash }}
An empty position column

The column is standing empty.

Write a first policy page and the column fills with 100 BASE over 10000 QUOTE.

Create your first strategy
← Strategies {{ d.id }} · {{ d.status }} · current v{{ d.cur }} · BASE/QUOTE

{{ d.name }}

Position column for {{ d.name }} BASE {{ df.base }} QUOTE {{ df.quote }} w {{ df.w }} {{ df.askT }} {{ df.bidT }}
position at snapshot #{{ dpShown }}
{{ b.k }} {{ b.v }} source age {{ b.age }} ms
Version ledger · page {{ pg.n }} of {{ pg.total }}
Ledger page v{{ pg.v }} frozen · saved {{ pg.saved }} · not editable

{{ pg.hash }}

{{ pr.k }}
{{ pr.v }}
Tide band · v{{ pg.v }} · {{ dsLabel }} ·{{ dpCursorText }}
Run r-0142
snapshotbidaskcenterfill
{{ r.snap }}{{ r.bid }}{{ r.ask }}{{ r.center }}{{ r.fill }}
Anchor · {{ netShort }} · PolicyRegistry not deployed
  1. {{ a.n }} {{ a.label }} {{ a.v }}
{{ anchorFail }} Get a wallet

The hash proves publication of content, not strategy performance.

New strategy · policy v1 · replay mode

Write the first page.

Run r-0142 · Tide · policy v3 · {{ runHashShort }}

Which snapshot made the fill.

Input timeline · click a fill tick
Valuation · realized vs unrealized · QUOTE
snapshot mid BASE QUOTE weight realized unrealized
{{ r.snap }} {{ r.mid }} {{ r.base }} {{ r.quote }} {{ r.w }} {{ r.realized }} {{ r.unrealized }}
QUOTIDE · published run · read only

Tide table {{ pubTitle }}

{{ pubSub }} {{ pubVerify }}
{{ runHash }}
no. time bid ask centre fill weight
{{ r.snap }} {{ r.at }} {{ r.bid }} {{ r.ask }} {{ r.center }} {{ r.fill }} {{ r.w }}

Methodology. Top-of-book model: a quote fills only when the next snapshot's opposite best price reaches it, bids before asks. No queue priority. Stale or crossed snapshots pause quoting. Fee assumption {{ pubFee }} bps. Recorded books are rescaled onto BASE/QUOTE at mid 100.

These are replayed results with no market access. They do not describe returns that could have been executed. The hash proves publication of content, not strategy performance.