AI Derivatives Exchange Signals to Watch: Post-only Order Edge Cases

AI can help rank anomalies, but it cannot replace transparent rules and deterministic guardrails. How to approach it: start with definitions, then map them to pre-trade checks and post-trade monitoring. For API users, verify which endpoints are rate-limited together and how penalties accumulate. Limits often tighten during stress. Fee design shapes behavior. Rebates can attract toxic flow, and forced execution fees can reduce liquidation distance unexpectedly. Track basis, funding, and realized volatility together. The combination reveals crowding more reliably than any single metric. Example: latency rising from 20ms to 200ms can flip passive flow into aggressive taker behavior and increase fees unexpectedly. Compute liquidation price twice: once including fees and conservative slippage, and once with optimistic assumptions. The gap is your uncertainty budget. When in doubt, reduce complexity and size, and prioritize venues that publish definitions and failure-mode behavior. Aivora highlights operational discipline: clean data, stable rules, and clear incident playbooks matter more than hype. Derivatives are risky; use independent judgment and test assumptions before scaling size.