Institutional Trading Infrastructure

Systematic Basket Strategies
for Crypto Exchanges

Wansiri.ai is a systematic trading platform that executes automated intraday basket strategies across major cryptocurrency markets, enabling exchanges and broker-dealers to convert opt-in dormant accounts into consistent commission-generating activity.
Built for Exchanges Broker-Dealers Institutional Desks

How Wansiri Works

A non-custodial, API-based execution layer connecting to existing exchange accounts. Capital remains at the exchange at all times. Wansiri provides strategy logic and order execution only.

Account Connection via API

Partner connects accounts using read and trade API keys. Withdrawal permissions are not requested. Capital does not leave the exchange environment at any point.

Basket Construction

System selects and weights pairs by liquidity, volatility, and correlation criteria. Each basket contains a minimum of 10 constituents, rebalanced daily at market open.

Signal Generation

Deterministic rule engine generates intraday entry and exit signals across all basket constituents. No discretionary intervention in the execution process.

Order Execution

Orders placed via exchange API with position sizing governed by real-time risk controls. Drawdown limits and exposure caps enforced continuously by the execution engine.

Reporting

Real-time dashboard with execution data, turnover metrics, alpha attribution, and account-level performance. Exportable for compliance and post-trade review.

Capital Structure

Client Capital
Exchange Account
Funds remain at the exchange at all times
API Keys
Trade + Read Only
No withdrawal access, ever
Wansiri
Signal + Execution
Order submission and reporting only

Strategy Suite

Three systematic approaches sharing common basket construction logic and risk controls. Strategy selection is determined by account type and partner objectives.

Long-Only

Spot & Perpetuals

Systematic long positions across an equal-weighted basket of cryptocurrency pairs. Designed for accounts with directional upside exposure and spot holdings to activate. Intraday entry and exit governed by deterministic rules with automated position limits.

Intraday execution
Daily rebalance
Automated exit

Short-Only

Perpetuals

Systematic short positions across a curated perpetuals basket. Provides structured downside participation with the same rule-based risk controls. Suitable for accounts with existing short-side permissions.

Intraday execution
Daily rebalance
Automated exit

Non-Directional

Perpetuals

Simultaneous long and short positions sized to approximate dollar neutrality. Alpha extraction designed to be independent of overall market direction. Net exposure managed within defined limits continuously throughout the session.

Intraday execution
Daily rebalance
Market-neutral

Full backtesting framework, walk-forward validation methodology, and out-of-sample performance analysis are available to registered institutional partners via the platform portal.

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Live Platform Data

Production accounts.

Live Trading Data — 2 months
Alpha vs Basket Benchmark
20%
vs. passive long-only basket · live period
Monthly Notional Turnover
30x
vs. account capital · avg active accounts
Implementation Shortfall
1.1bps
avg per trade · decision to execution
Daily Participation Rate
99.5%
trading days active · live period
Metric Description Value
Net Return Live period return after all fees and slippage. Benchmark returned −20% over the same period. +1%
Sharpe Ratio Annualised. Risk-free rate assumed zero. 1.6
Max Drawdown Largest peak-to-trough decline at daily close. Benchmark drawdown was −40% over the same period. −15%
Avg Implementation Shortfall Average cost of execution from decision price to final fill price, per trade. Includes market impact and timing cost. 1.1bps
Basket Constituents Minimum number of pairs per basket, across all strategies. 10
Live Since Date of first live production account deployment. All data reflects this period only. December 2025

Metric Definitions

Alpha
Strategy Return − Benchmark Return
Excess return over a passive long-only position in the same basket, measured net of all fees. Reported as the primary performance metric given prevailing bear market conditions during the live period — the benchmark returned −20% over the same period.
Notional Turnover
Σ(trade_value) / AUM
Total gross notional traded divided by account capital under management. A 60x ratio means $60 of notional traded per $1 of capital per month. Does not imply net P&L leverage.
Implementation Shortfall
Execution Price − Decision Price
The all-in cost of execution measured from the strategy's decision price to the final average fill price. Captures market impact, timing cost, and slippage. Reported in basis points per trade, averaged across all executions in the live period.
Participation Rate
Active Days / Total Days
Percentage of calendar days on which the strategy placed at least one executed trade. Reflects system uptime and market access continuity throughout the live period.
Max Drawdown
(Peak − Trough) / Peak NAV
Largest peak-to-trough decline in net asset value at daily close during the live period. Presented alongside the benchmark drawdown for the same period to provide market context.
Net Return
(End − Start NAV) / Start NAV
Total return after all trading fees, funding costs, and platform fees during the live period. Presented with benchmark return for the same period. Does not include partner commercial arrangements.

Risk Controls

All controls enforced at the execution engine level. Continuous operation at position, account, and platform level. No manual override required.

Control Description Parameter
Intraday Drawdown Monitor Continuous monitoring of intraday account drawdown. A 95% confidence lower bound of −4% informs risk awareness. No hard stop is imposed empirical analysis shows hard limits reduce long-term P&L performance. −4% (95% CI)
Position Size Cap Maximum exposure per symbol as a percentage of account value. Prevents concentration in individual basket constituents. 10% per symbol
Gross Exposure Limit Strategies operate on spot markets. Gross exposure is capped at 1x account equity, no leverage is applied. 1x · spot only
Volatility Adjustment Position sizing scaled automatically when market volatility exceeds configurable thresholds. Dynamic, not static. Automated
Partner Kill Switch Partner-accessible emergency halt. Terminates all open orders and closes positions within a single execution cycle. Partner-controlled

Exchange Integrations

Compatible with all major centralised cryptocurrency exchanges via standard REST API and WebSocket connectivity. Specific exchange support confirmed during commercial onboarding. FIX protocol available for institutional partners on request.

SpecificationDetail
Compatible Exchanges All major centralised cryptocurrency exchanges offering REST API and WebSocket access.
Connection Method REST API for order management and account state. WebSocket for real-time market data and execution confirmation.
Execution Frequency Tick-driven execution. Signals are processed as market data arrives in real time.
FIX Protocol Available for tier-1 institutional partners. Discussed during commercial onboarding.
Custom Integration New exchange integrations available on request.
API Key Scope Trade and read permissions only. Withdrawal permissions are never requested or accepted.

For Exchanges & Broker-Dealers

A turnkey systematic trading layer that activates opt-in dormant accounts and generates recurring commission revenue. No technical integration required from the account holder.

Account Activation

Convert Dormant Accounts

Automated strategies deployed to inactive accounts generate systematic trading activity that produces commission revenue from previously dormant relationships.

Commission Generation

Recurring Fee Revenue

High-turnover intraday strategies generate consistent exchange-level fees. At 60x+ turnover, even modest balances produce meaningful commission volumes at scale.

Discuss Partnership

Platform

Platform Live — Paper & Live Trading Available

Connect your exchange API, select a strategy, and start trading, live or in paper mode. The dashboard provides full control over strategy configuration, account monitoring, and start/stop execution. No technical integration required beyond an API key.

Access Portal Request Live Walkthrough →

Team

20+ years of institutional trading infrastructure across tier-1 investment banks and systematic trading platforms.

Jamie Dunne
Founder
20+ years building and testing institutional trading infrastructure across Merrill Lynch, HSBC, Credit Suisse, UBS, and ING. At HSBC, delivered testing for the Delta One business and led business analysis and test strategy for the Warrant Market Making business and colocation infrastructure. Founded Bit Delta One in 2018, delivering a fully automated proprietary trading platform across EUREX, CME, HKEX, and cryptocurrency markets, including high-frequency execution systems built in Go and Python. Director of QTS Asia since 2009, focused on systematic trading infrastructure for Asian markets.

Security & Compliance

Institutional governance covering API security, operational oversight, and regulatory structure.

API Key Scope Restriction
Trade and read permissions only. Withdrawal permissions are never requested or accepted. Enforced at the API key creation level by design.
IP Whitelisting
All API connections restricted to known Wansiri infrastructure IP ranges. Configurable on the exchange side for additional partner control.
Encrypted Key Storage
API credentials stored with AES-256 encryption at rest. Keys are never logged, transmitted in plaintext, or accessible by application-layer processes.
Audit Logging
All order submissions, modifications, and cancellations logged with timestamps. Exportable audit trail for compliance and post-trade review.
Non-Custodial Structure
Wansiri does not custody funds. Capital remains with the regulated exchange at all times, removing primary regulatory exposure for money transmission.
Partner Oversight
Partners retain full visibility and control: real-time dashboard access, kill switch authority, and ability to revoke API access at any time without Wansiri involvement.

Commercial Structure

Wansiri operates on a structured commercial agreement with each institutional partner. Terms are negotiated directly and reflect the partner's account base, volume profile, and deployment scope. Commercial terms are not published publicly.

Arrangements are structured to align Wansiri's incentives with partner outcomes. A term sheet is available upon request following an initial discussion.

Request Term Sheet

Frequently Asked Questions


About Wansiri

Wansiri provides systematic trading infrastructure for cryptocurrency markets, serving exchanges and broker-dealers with verified, transparent execution.

Founded in 2024. The platform delivers high-turnover intraday basket strategies with institutional-grade risk controls. Wansiri operates as a non-custodial execution service: partners retain full control of capital and accounts at all times.

Partnerships [email protected]
Platform wansiri.ai