Build rule-based automation for better fills with smart routing. Coinrule coordinates execution across connected venues while you keep risk controls in place.
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Instead of chasing the top of the book, Smart order routing on Coinrule helps your rules aim for cleaner execution across venues. Split entries, stagger limits, and react to spreads from one strategy view. Connect Binance, Kraken, Bybit, OKX, or Hyperliquid and let the engine handle the mechanics while you focus on risk.
Traders often confuse execution with strategy. Your signal can be strong, but poor fills can erase the edge through slippage and fees. Coinrule separates the two: you define when to trade, and the system manages how orders are placed with limit-first logic, timeouts, and market fallbacks. This keeps behavior consistent across venues and changing liquidity.
For example, place a 0.5 BTC buy as 5 slices of 0.1 BTC, one every 45 seconds, and cancel any unfilled slice after 30 seconds. Another rule can place a limit sell 0.4 percent above mid, then convert to market if not filled within 20 seconds. Add a spread filter: only trade when bid-ask spread is below 0.12 percent and 1-minute volume is above a threshold.
Execution Controls
Users can start with maker-style limits to reduce fees, then automatically switch to taker execution if price moves away. Add a time stop like 90 seconds, a max slippage guard like 0.25 percent, and a cancel-and-replace rule to keep orders fresh. This approach is useful during fast moves when the book shifts every few seconds.
Venue Coverage
Run the same playbook across Binance, Coinbase, KuCoin, Bitget, and Hyperliquid without rewriting logic per exchange. Coinrule normalizes order types and keeps a single audit trail so you can review what happened and why.
Time-of-Day Liquidity Sniper
Trades only in high-liquidity windows and avoids thin books. Enters on a breakout and uses staged limits with a 60-second timeout. Exits with a trailing stop after profit exceeds 1.2 percent.
TWAP Execution Accumulator
Splits a position into equal slices over a fixed window like 30 minutes. Uses limit orders first and cancels unfilled slices after 20 seconds. Switches to market only if slippage stays within a cap.
Order Book Imbalance Fade
Buys into sell-side imbalance and sells into buy-side imbalance on 1-minute data. Requires spread below 0.15 percent before entry. Takes profit near 0.6 percent with tight stops.
Market Maker Spread Capture
Places paired limit orders around mid price when volatility is low. Cancels and re-quotes every 25 seconds if not filled. Stops quoting if price moves 1 percent against the position.
Liquidity Sweep Breakout
Enters after a sweep and reclaim of a key level with volume confirmation. Uses a partial entry: 50 percent limit, then 50 percent market after 15 seconds. Exits on a 2x ATR move or trailing stop.
Time-of-Day Liquidity Sniper
Trades only in high-liquidity windows and avoids thin books. Enters on a breakout and uses staged limits with a 60-second timeout. Exits with a trailing stop after profit exceeds 1.2 percent.
TWAP Execution Accumulator
Splits a position into equal slices over a fixed window like 30 minutes. Uses limit orders first and cancels unfilled slices after 20 seconds. Switches to market only if slippage stays within a cap.
Order Book Imbalance Fade
Buys into sell-side imbalance and sells into buy-side imbalance on 1-minute data. Requires spread below 0.15 percent before entry. Takes profit near 0.6 percent with tight stops.
Market Maker Spread Capture
Places paired limit orders around mid price when volatility is low. Cancels and re-quotes every 25 seconds if not filled. Stops quoting if price moves 1 percent against the position.
Liquidity Sweep Breakout
Enters after a sweep and reclaim of a key level with volume confirmation. Uses a partial entry: 50 percent limit, then 50 percent market after 15 seconds. Exits on a 2x ATR move or trailing stop.
VWAP Reversion Scalper
Buys when price deviates below VWAP by 0.8 percent on 15-minute candles. Places a limit at VWAP minus 0.1 percent and cancels after 40 seconds. Takes profit at VWAP and stops at 0.7 percent.
Opening Range Breakout
Defines the first 15 minutes as the range, then trades the break with a volume filter. Uses a limit entry on the retest with a 30-second timeout. Scales out at 1R and trails the remainder.
Stop Loss and Trailing Take Profit
Uses hard stops plus a trailing take profit that tightens as gains grow. Example: stop at 1.2 percent, trail starts at 1 percent profit with 0.6 percent distance. Fits trend bursts and protects exits.
Volatility Breakout
Triggers when ATR expands and price closes above a breakout level. Uses a two-step entry: 70 percent limit, 30 percent market if not filled in 10 seconds. Exits on momentum fade or a time stop.
Grid Trading
Builds a grid with ATR-based spacing to match current volatility. Places limits on both sides and re-centers if price drifts 2 percent. Adds a max inventory rule to control exposure.
Unlike a single market order, smart execution can split size, prefer limits, and adapt when liquidity thins out. You can define guardrails like max spread, max slippage, and cancel-replace intervals so the system does not chase bad fills. This is especially useful when you trade larger size relative to the book or when volatility spikes around news. Coinrule keeps the workflow visual so you can test changes without deploying code.
Once you connect accounts, the platform gives you one place to manage execution behavior across venues. Smart order routing can run the same strategy on Kraken and Bybit, then help you compare fill quality and fees in the logs. If one venue shows wider spreads, tighten filters or reduce order size there. That makes optimization practical instead of guesswork.
Risk controls include max position size, daily loss limits, and per-asset exposure caps. Add a rule like: if drawdown hits 3 percent in 24 hours, pause all bots and send an alert. Another setup is to reduce order size by 50 percent when volatility exceeds a threshold, then restore it after conditions normalize. These constraints help prevent execution logic from amplifying a bad regime.
Every action is recorded with timestamps, order types, and outcomes. You can see which orders filled, which were canceled, and how long each slice waited. That feedback loop makes it easier to tune timeouts, spread filters, and sizing rules over time.
Launch BotFAQ
Lars H.
Priya K.
Michael R.
Giulia C.
Kenji M.
Amara N.
After you pick a signal, execution becomes an engineering problem. Coinrule helps you treat it that way with reusable components like sizing, slicing, timeouts, and fallbacks. Standardize how strategies enter and exit, then adjust only the signal layer.
Most users start with conservative settings: smaller slices, longer timeouts, and strict spread limits. As confidence grows, shorten intervals or allow a controlled market fallback. The goal is predictable behavior when conditions change.
Combine indicators with microstructure checks. For instance, trade only when RSI is below 30 on 1-hour candles and spread is under 0.10 percent, or when a breakout closes above a level and volume is 2x the 20-period average.
Managing multiple pairs is where automation shines. Apply the same execution policy to BTC, ETH, and SOL, then cap total exposure across the portfolio. If one asset becomes too volatile, rules can reduce size or pause that market.
Reviewing fills is part of the workflow. Use history to spot patterns like frequent partial fills, repeated cancellations, or missed moves due to strict filters. Small parameter changes, like moving a timeout from 20 to 35 seconds, can change outcomes without changing the thesis.
Begin with one market and one rule set. Use a limit-first entry, a 60-second time stop, and a clear max slippage cap, then run it for a week and review results. Once it behaves as expected, clone it to other venues and assets with the same guardrails.
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