Execution-state reconstruction
Replay the truth behind every trade.
AckTrace reconstructs order, fill, position, and balance state from exchange event streams so trading teams can debug execution divergence.
When a trading bot, internal ledger, or exchange account state disagrees, AckTrace shows the event sequence that caused the divergence.
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Who AckTrace is for
- Derivatives desks trading Binance Futures debugging Mark-Price-triggered liquidations, ADL assignment, and funding-driven position changes with unclear event sequences.
- OTC desks investigating balances moved by fills, funding, fees, or corrections.
- Trading infrastructure teams whose internal state disagrees with Binance’s account state — especially around insurance-fund and ADL liquidation paths.
- Quant/dev teams that need replay before blaming strategy logic.
- Founders and CTOs who need auditability without building a forensic tool from scratch.
What AckTrace reconstructs
Trading systems rarely fail as one clean event. A fill arrives late. A fee posts separately. Funding moves collateral. A cancel races an execution. A balance update appears without context. Internal state drifts, and the team has to reconstruct what happened.
AckTrace turns exchange events into replayable state timelines, connecting order lifecycle replay, position history, balance integrity, and divergence detection into one explainable sequence.
AckTrace is not a trading bot, portfolio dashboard, or exchange connector marketplace. Its OETS connector schema is open and community-buildable; AckTrace operates the reconstruction, reconciliation, and replay engine behind it.
How it works
Bring your own connector. Get observability out of the box.
AckTrace does not require access to your exchange keys or production systems. Connectors push order, fill, position, and balance events into AckTrace using OETS (Open Execution Telemetry Standard), an open-source schema anyone can implement, inspect, or contribute to.
Write a connector for your venue — or use one built by the community — and every event flowing through it gets reconstruction, reconciliation, and replay. The connector layer is open. The evidence engine behind it is what AckTrace operates.
No exchange keys change hands. You control what gets pushed and when.
Synthetic replay surfaces
- Position Timeline: How did this position actually get here? Replay fills, fees, funding, reductions, closes, and exchange-side updates to reconstruct position state over time. Expose position drift, missing fills, and unmodeled account updates.
- Order Lifecycle Replay: Where did order state diverge? Compare intended order state against recorded exchange events, then expose missing transitions, race conditions, partial fills, cancels, and rejects. Find the exact transition where internal state and exchange state split.
- Balance Integrity: Why does the balance not tie out? Rebuild expected closing balance from opening balance plus fills, fees, funding, corrections, liquidations, and ADL events, then surface unexplained variance. Separate explained balance movement from unexplained variance.
Built for the ugly edge cases
- Liquidation triggered by Mark Price diverging from Last Price during fast markets.
- A liquidated position reaches the insurance fund, with residual loss exposure escalating toward ADL.
- Automatic negative-balance clearance posts outside the order lifecycle as a separate account event.
- Funding-rate cap or funding-interval changes shift collateral unexpectedly.
- Missing fill creates unexplained position drift.
- Fee or rebate posts separately from execution.
- Exchange-side correction changes account state after the fact.
Have a weird divergence? Bring me one confusing trade.
I’m looking for design partners with real execution-state problems: missing fills, unexplained balance deltas, position drift, funding surprises, liquidation or ADL events, fee/rebate mismatches, and exchange-side corrections.
No exchange keys. No production data required. Synthetic data only.