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Production market data
Market data captured around the clock — live since January 2026, production-grade since Q2 2026 — on co-located infrastructure with sub-millisecond proximity to major venues.
Proprietary Trading · Digital Assets
BitByBit runs systematic, market-neutral strategies across 6+ crypto exchanges, on co-located infrastructure. No code reaches production until it replays bit-identically against captured market data.
BitByBit is a proprietary trading firm. We run systematic, market-neutral trading — no long-term directional bets, no external capital. Every position is risk-bounded.
Everything on the critical path is built in-house: market-data capture, simulation, execution, risk. That keeps the incentives simple: protect the balance sheet, keep exposure tight, and grow at the pace our controls and our counterparties support.
Hedged or short-horizon predictive — every position is bounded, and the book carries no directional long-term exposure.
We trade our own balance sheet. No external funds, no outside investors.
Hard risk caps and release gates were built before the first live trade, not retrofitted after it.
A single codebase covers market-data capture, simulation, strategy and execution. The market-data layer has been capturing live venues since January 2026 — production-grade since Q2 2026 — and everything above it is validated against what it captures.
Market data captured around the clock — live since January 2026, production-grade since Q2 2026 — on co-located infrastructure with sub-millisecond proximity to major venues.
6+ exchanges across spot and perpetuals, expanding to new markets — market data captured for 8,000+ instruments, 700+ integrated for trading, with engineered capacity for 10,000.
40M+ order decisions simulated per day against production-captured order books.
Bit-identical replay gates every release. A code change that alters trading behavior is visible before it deploys, not after.
Every order, fill and decision is recorded and replayable — any production moment can be reconstructed from the same captured data that drives simulation.
Fast, lightweight models drive high-frequency decisions; deeper models track slower-changing conditions.
Our risk framework is not a policy document — it is a set of multi-layer, independent constraints enforced at the strategy-decision, order-manager, position-manager and risk-manager layers, with final risk checks in the dispatch path before any order reaches the wire.
Layered caps bound every order and every position; an action that would breach a limit is rejected before it reaches a venue.
Positions are hedged, or short-lived prediction-driven exposures held within strict risk limits — never long-term directional bets.
No strategy or risk change reaches production without replay validation against captured market data.
Independent risk checks run on every order immediately before it is sent to a venue — under 24/7 monitoring.
The platform is built end-to-end; market-data infrastructure has been capturing live venues since January 2026 and running production-grade since Q2 2026. Trading begins in H2 2026 on proprietary capital, at controlled scale first; we scale with counterparty capacity — not ahead of it.
Our model consolidates execution, settlement and financing through a small number of prime partners, so one relationship carries the full breadth of our activity across every venue we trade.
Most conversations with us start from an introduction. For diligence materials or a technical walkthrough, write to us.
info@bitbybittech.ge