QuantumExecute QE
01 AGENT SKILL · CRYPTO ALGO EXECUTION

You place orders in the terminal, check fills in the backend, and judge execution quality by feel. This Skill puts all three on one path.

QuantumExecute Crypto Algorithmic Execution Skill

A crypto execution Skill that puts order slicing, execution, and transaction cost analysis (TCA) on a single path. Give one natural-language instruction and receive a master order receipt, per-fill details, and cost attribution, without moving data between the exchange terminal, a script repo, and a spreadsheet.

INPUT
Account, side, symbol, quantity, duration
PROCESS
Sliced execution via TWAP / VWAP / POV
OUTPUT
Order receipt, fill details, TCA attribution

Requires an API key from quantumexecute.com and a linked exchange account. Keys stay in your own environment variables.

SESSION · PLACE ORDER
Master order receipt returned after sending an execution instruction
Master order receipt: order ID, account, side, quantity, algorithm, duration, status, plus the account risk snapshot.
02

The same large order, two ways to work it

The difference is not whether you bought or sold. It is how far your average fill lands from the arrival price.

BEFORE Single fill Arrival Avg fill Gap you created yourself

One market order moves the price against you and pulls the average fill away from the arrival price.

AFTER Arrival TWAP benchmark Avg fill Hugging the benchmark

TWAP slices the order into small fills that track the benchmark, narrowing the gap.

Order slicing
BEFORE

Send it as one market order, or split it by hand and watch the book.

AFTER

One instruction creates a master order that is sliced and sent automatically.

Fills and review
BEFORE

Fills sit in the backend. You pull the data and compute slippage yourself.

AFTER

TCA arrives with the finished order, on a fixed basis, exportable to Excel.

Multi-account
BEFORE

Log into five exchanges separately, and split Binance into PM and spot.

AFTER

One query returns balances, positions, and margin across accounts.

About this chart: it is a structural diagram showing where the difference comes from. It is not a replay of real market data and not a measured result from our own run. The real figures on this page come from a single official sample order, shown in section 03 and again in the cases in section 05.
03

Four capabilities, one path

Algorithmic execution is the core. The other three make sure the order finishes, stays visible, and can be explained.

Algorithmic execution

Slice evenly over time with TWAP, follow historical volume with VWAP, or track live volume with POV. You set the pace and duration.

TWAP / VWAP / POV

Multi-account view

One query aggregates balances, positions, and margin across exchanges. Binance PM and spot accounts are reported separately, without mixing fields.

BALANCE / POSITION / MARGIN

Order management

Modify or cancel a master order, and inspect child fills one by one. Every order carries a traceable ID and reports status until it reaches a final state.

MODIFY / CANCEL / TRACK

TCA attribution

On completion you get arrival slippage, dual-benchmark comparison, fee savings, and maker rate, exportable to Excel for internal review and external reporting.

SLIPPAGE / MAKER RATE / EXPORT
5exchanges
Covered venues
3algos
Execution algorithms
37scripts
Runnable scripts
4metrics
TCA indicators
What a TCA report contains (figures from the official Skill sample order)
Arrival slippage
0.013%
TWAP benchmark
-0.046%
VWAP benchmark
-0.027%
Maker rate
97.6%
That sample order was 1,000 DOGE, about 84 USDT, a test-size trade. Figures at institutional order size will differ and are not yet published. This is the same order shown in the cases in section 05.
04

Four steps, no tool switching

From one instruction to a reportable execution record, all inside the same session.

01

Give the instruction

State the account, side, symbol, quantity, and duration in plain language.

IN · NATURAL LANGUAGE
02

Confirm parameters

The Skill echoes the full parameter set and an account risk snapshot. Nothing is sent until you confirm.

CHECK · PARAMS AND RISK
03

Slice and run

The master order is broken into child orders and sent in batches, honoring your maker ratio and price tolerance.

RUN · BATCHED FILLS
04

Attribute the result

Fill details and TCA appear on completion, exportable to Excel, with the order ID traceable end to end.

OUT · FILLS PLUS TCA
05

Three cases from the official sample run

One real DOGE master order, from child-order review through cost attribution. All three prompts, outputs, and screenshots can be checked line by line against the official QuantumExecute repository. The receipt on the first screen is the opening receipt for this same order.

About the source. The outputs and screenshots in this section come from the official repository sample run on 2026-06-10: 1,000 DOGE sold on a Binance PM account over a 2-minute TWAP. They are not our own execution. What this session verified is the install and credential path: the scripts load qe-connector normally and fail as expected when the API key is absent.
CASE 01

Review the child orders

OFFICIAL SAMPLE
PROMPT · ENGLISH
pull up the child orders for this order
OUTPUT · VERBATIM
Child orders for DOGEUSDT-20260610-2064613919546245120:

· 196272059 / x-XX3K6GAK4qhsg6ekhtoh
  · Type: Take, side: SELL, status: FILLED
  · Qty: 24, filled: 24, avg: 0.0842, value: 2.0208 USDT
  · Created: 2026-06-10T07:42:46Z
· 196271978 / x-XX3K6GAK4qhsf2yi7wxt
  · Type: Make, side: SELL, status: FILLED
  · Qty: 976, filled: 976, avg: 0.08425, value: 82.228 USDT
  · Created: 2026-06-10T07:42:00Z
· 196271973 / x-XX3K6GAK4qhsewexsn0h
  · Type: Make, side: SELL, status: CANCELACK
  · Qty: 976, filled: 0, price: 0.08426
  · Created: 2026-06-10T07:41:54Z
· 196271964 / x-XX3K6GAK4qhse15uautd
  · Type: Make, side: SELL, status: CANCELACK
  · Qty: 976, filled: 0, price: 0.08427
  · Created: 2026-06-10T07:41:46Z
SESSION · CHILD ORDERS
Four child orders with status, quantity, average price, and creation time
Four child orders: two filled (Make 976 @ 0.08425, Take 24 @ 0.0842) and two cancelled at the exchange with nothing filled (CANCELACK). Those four lines are where the 97.6% maker rate comes from. Re-pricing a slice is normal behaviour under a maker-ratio constraint.
CASE 02

Master order detail and fill split

OFFICIAL SAMPLE
PROMPT · ENGLISH
Can you pull up the details for this trade?
OUTPUT · VERBATIM
Trade details for DOGEUSDT-20260610-2064613919546245120:

· Account: Binance 190pm
· Side: Sell spot DOGE
· Status: COMPLETED
· Filled: 1000 DOGE
· Avg price: 0.0842488 USDT
· Total value: 84.2488 USDT
· Maker Rate: 97.6%
· Commission: 0.00046478 USDT
· Started: 2026-06-10T07:41:31Z
· Updated: 2026-06-10T07:42:46Z

Fills:
· Make: 976 DOGE at 0.08425, value 82.228 USDT
· Take: 24 DOGE at avg 0.0842, value 2.0208 USDT
· Two earlier maker slices were cancelled with CANCELACK, filled 0.
SESSION · MASTER ORDER DETAIL
Master order status, average price, total value, maker rate, and fill split
A finished master order in full: status COMPLETED, 1000 DOGE filled at an average of 0.0842488, total value 84.2488 USDT, maker rate 97.6%, commission 0.00046478 USDT, with start and update timestamps to the second.
CASE 03

TCA cost attribution

OFFICIAL SAMPLE
PROMPT · ENGLISH
pull the TCA report for this order
OUTPUT · VERBATIM
【DOGEUSDT-20260610-2064613919546245120】

· Avg Fill: 0.084249 USDT
· Total Value: 84.2490 USDT
· Arrival Slippage: 0.013% (cost 0.01 USDT)
· TWAP Slippage: -0.046% (saved 0.04 USDT)
· VWAP Slippage: -0.027% (saved 0.02 USDT)
· Fee Savings: 0.02 USDT
· Maker Rate: 97.6%
SESSION · TCA REPORT
Arrival slippage, TWAP and VWAP benchmark slippage, fee savings, and maker rate
Arrival slippage 0.013% (cost 0.01 USDT), TWAP slippage -0.046% (saved 0.04 USDT), VWAP slippage -0.027% (saved 0.02 USDT), fee savings 0.02 USDT, maker rate 97.6%.
06

Security boundaries, compatibility, reliability

This section also states the limits. What it does not do matters as much as what it does.

SECURITY · BOUNDARIES
  • You hold the keys.QE_API_KEY and QE_API_SECRET are read from environment variables only, never written to disk or logs.
  • No custody.The Skill forwards instructions only. Funds stay in your exchange account.
  • Disable withdrawal on exchange API keys and set an IP allowlist.
  • Explicit confirmation.Every order action, including placing, modifying, and cancelling, echoes its parameters and waits for your approval.
  • No forecasting.No signals, no strategy, no backtesting, and no return promises.
COMPATIBILITY · COVERAGE
  • Five exchanges covered, with Binance PM and spot accounts handled separately.
  • Python 3 environment with qe-connector and a small dependency set, installed inside your own environment.
  • Conversational interface, no terminal to build and no changes required to your existing script repo.
  • Exportable output, TCA results go to Excel so they fit existing reporting workflows.
BINANCEOKXDERIBITHYPERLIQUIDLTP
RELIABILITY · LIMITS
  • Traceable order ID throughout, with continuous status reporting and a completion notification.
  • Verifiable fills, with maker and taker breakdown, fees, and timestamps per fill.
  • Depends on the QE cloud service, which requires an account and forwards instructions through its API.
  • The market pre-check script calls api.binance.com directly and needs a proxy on restricted networks. Order placement and queries go through the cloud and are unaffected.
  • No risk controls.It checks balance and margin sufficiency only, with no stop-loss or exposure limits.
07

Who it is for

QUANT TEAMS

Crypto quant teams

The strategy produces the signal. What follows is execution: working a large order in pieces and keeping comparable cost records.

TRADING DESK

Market makers and institutional desks

Multiple accounts across multiple venues. You need exposure in one view, and you need to account for execution quality.

ACTIVE TRADER

Multi-account individual traders

Accounts spread across several exchanges make reconciliation slow. The read-only balance and position query alone saves real switching time.

QUANTUMEXECUTE

Crypto algorithmic execution Skill · large order slicing and TCA attribution

YOU PROVIDE
An API key and secret from quantumexecute.com, plus a linked exchange API with withdrawals disabled.
YOU GET
Algorithmic execution across five exchanges, plus fill details and a TCA report for every master order.

Before you start

  • Register at quantumexecute.com and create a platform API key. Keep it in environment variables only.
  • Disable withdrawal permission on exchange API keys and configure an IP allowlist.
  • Prepare a Python 3 environment and install qe-connector and its dependencies.
  • On restricted networks, the market pre-check script needs a proxy to reach api.binance.com.