Replay the truth behind every trade.

Who AckTrace is for

• Market makers debugging 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 exchange state.
• 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 for order lifecycle replay, position timelines, balance integrity, divergence detection, and missing or unmodeled exchange-side events.

AckTrace is not a trading bot, portfolio dashboard, or exchange connector marketplace. It is execution-state reconstruction for teams that need to explain what happened.

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

• Missing fill creates unexplained position drift.
• Funding payment moves collateral outside the order lifecycle.
• Partial fill and cancel arrive in a surprising sequence.
• Liquidation, ADL, or margin event creates a balance delta.
• 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.

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