Execute at Hardware Wire Speed. Deploy 100% of Your Working Capital.
Bath Analytics provides a drop-in compiler that plugs into your existing C++, Rust, Python, or C# workflow—compiling your pre-trade risk, drawdown, and margin rules directly into branchless machine code with 0.000μs latency overhead.
Plug Into Your Existing Build Workflow: Keep your strategy code and broker or exchange connections. Import our native C++, Rust, Python, or C# package and attach your risk rules in two lines above your outbound order call.
Compile Risk Rules Into Machine Code (< 1.8s Offline): When you build locally, our embedded solvers prove mathematically that your code cannot breach exposure or drawdown limits, compiling those rules into branchless x86_64, ARM64, or WASM machine code.
Replay Past Trades Locally to See Money Saved: Before risking live capital, run your own historical tick and trade logs through the compiled binary on your machine to see the exact dollars recovered from avoided toxic fills, reverts, and idle cash buffers.
Trade Live With In-Memory Order Sizing & Instant Limit Updates: Orders approaching a cap are automatically resized in-memory to your exact maximum allowable limit in a single CPU cycle instead of rejected—while signed .law risk limits update live in memory without recompiling.
Compare Computing Execution Classes.
Every automated trading operation runs on one of three computing classes. Bath Analytics eliminates the forced choice between slow in-path risk gateways and uninsured raw code.
1. Runtime Risk Gateways
- How It Runs: Interpreted software proxy or external sidecar checks every order in the network path
- Speed Impact: 50μs to 500μs latency tax per order; frequent gateway timeouts
- Capital Impact: 15% to 30% of trades dropped or adversely selected during volatility
2. Unchecked Native Code
- How It Runs: Zero safety boundaries in live production
- Speed Impact: 0.00μs wire speed, but exposed to tail-risk bugs
- Capital Impact: 20% to 35% of capital locked in idle cash buffers
3. Provable Compile-Time Execution
- How It Runs: Risk rules proved offline & compiled into machine code; live limits reload in memory
- Speed Impact: 0.000μs latency overhead & single-cycle in-memory order sizing
- Capital Impact: 100% Working Capital Deployed (0% Idle Buffer)
================================================================================ BATH ANALYTICS DROP-IN COMPILER — OFFLINE PRE-TRADE PROOF (SEC 15c3-5 / SR 11-7) ================================================================================ Build Target: x86_64 / ARM64 Native Binary & Deterministic WASM Module Pre-Trade Risk Boundary Checked Solver Verdict Compile Time -------------------------------------------------------------------------------- 1. Continuous Drawdown Floor PROVEN SAFE 0.28s (unsat) 2. Max Notional & Position Size Caps PROVEN SAFE 0.21s (unsat) 3. Portfolio Margin & Leverage Ceiling PROVEN SAFE 0.31s (unsat) 4. Cross-Venue Atomic Delta Neutrality PROVEN SAFE 0.34s (unsat) 5. Exact Fractional (Q) Feed Conversion PROVEN SAFE 0.19s (unsat) 6. Non-Halting Loop & Execution Completion PROVEN SAFE 0.24s (unsat) ================================================================================ RESULT: 6/6 Risk Boundaries Proven Offline (1.57s) | 0.000μs Live Wire Overhead
Stop Trading Off Speed for Safety.
Compiling pre-trade risk boundaries directly into branchless machine code unlocks four immediate capabilities for your desk on Day 1:
Outrun Alpha Decay at Sub-Microsecond Wire Speed.
- Abandon interpretive risk wrappers that force you to simplify multi-variable quantitative models.
- Execute complex, multi-leg strategy logic natively at 0.000μs latency overhead.
- Capture fleeting pricing anomalies before external risk gateways finish calculating.
Deploy 100% of Your Working Capital.
- Eliminate the 20% to 35% idle cash buffers held back to insure unverified strategy code.
- Compress passive defensive margin cushions down to a mathematical 0% floor.
- Expose your entire capital pool to live markets with proven downside boundaries.
Eradicate Adverse Selection, Dropped Trades & Revert Costs.
- Resize orders approaching a limit in-memory to the exact maximum allowable size instead of suffering
400 Bad Requestgateway rejections. - Guarantee deterministic sub-microsecond order cancels and pre-checked on-chain bundle signing.
- Quote tight spreads safely without toxic fills or failed transaction gas reverts.
Unify Liquidity Across Disconnected Venues.
- Reject duplicate margin lockups forced by siloed exchange and protocol accounts.
- Enforce atomic, cross-venue delta neutrality natively in memory before orders hit the wire.
- Net global liquidity across centralized order books and decentralized pools without stranding capital.
Test on Your Own Machine & Replay Your Past Trades for $0.
Runs 100% offline. Verify 0.000μs execution speed and see the exact dollar P&L recovered on your historical logs.