ENGINEERING CASE · Bybit · 684 symbols · running in production

Futures Signal Engine

A continuously running scanner over the whole Bybit perpetual universe, with per-symbol state, paper mode and an equity ledger.

Discuss your project All work

The task: Evaluate a multi-factor setup across the entire perpetual universe rather than a hand-picked watchlist, keep every evaluation for later analysis, and separate paper from live cleanly.

DELIVERY

What was built

Scanner across the full Bybit perpetual universe, per symbol and per timeframe
Every evaluation persisted with its factor values, not just the ones that fired
Per-symbol state, loss-streak tracking and an automatic blacklist
Paper and live paths sharing one code path with an explicit mode flag
Equity snapshots on a fixed cadence, so drawdown is measured and not recalled
Skip reasons recorded for every rejected signal — 'why no entries' is answerable

EVIDENCE

Engineering measurements

684Bybit symbols covered

5 757 779signal evaluations stored

~384 kevaluations per day

15 daysof continuous evaluation history

22 daysof equity telemetry

3.1 GBof retained analysis data

Figures describe software behaviour and come from the running system. Client identity, strategy parameters and financial results stay under NDA; the cover is a schematic, not a client screenshot.

THE HARD PART

What could not be hand-waved

Storing every evaluation is what makes the system honest, and it is also what makes it heavy. Five and a half million rows of factor data does not fit a naive schema, and a scanner that blocks on writes stops being a scanner.

THE RESPONSE

How the risk was addressed

Write-ahead journaling, indexes chosen for the queries that are actually run (symbol plus timeframe, newest first), and batched inserts off the evaluation path. The record of why a signal did not fire is as queryable as the ones that did.

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