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Fills in 7 days
(About)
A simulated prop desk on real market data. Every order meets the live book the moment it arrives and fills in 10–30 ms.

Real-time market data · crypto · FX · indices

Engine feedLive
—Added latency, p50
Policy v1.1
Filled in 10–30 ms
no added latency

We don’t sell a dream. We sell a fair fill: every order meets the live book, every fill keeps its receipt, and the rules you buy are frozen by their hash.
Simulated accounts on real market data. Built for traders who read the tape.
Aggregated from the market snapshot the engine stores with every fill over the last 7 days. Nothing is selected or edited.
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Fills in 7 days
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Added latency, p50 / p99
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Quote age at fill, p50 / p99
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Fills walked through the visible book
Execution policy —

“Why here” on any fill: the book it hit, mark, last trade, quote age, latency, fill model and policy version.

Money follows discipline. Never the other way round.
Every parameter before you pay. The rules you buy are frozen and identified by their hash.
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Launch prices. A new rules version applies only to new purchases.
Chart, order book, time and sales and an order ticket that sizes the order from your risk. On live market data.
Start the challenge
Depth and every trade as it prints.
Set the risk in dollars, the ticket does the rest.
Take profit and stop loss go in with the order.
The market at the moment of every fill.
Crypto, FX or CME futures. One price, one rule book, frozen at purchase.
Real prices and depth; a market order walks the book.
Daily and maximum loss are checked on every tick, on equity.
After verification, to a screened wallet, approved by two people.
Every funded trader was once a beginner who didn’t quit.
What governs your account is written down, versioned and public.
Trading is simulated: accounts are virtual and orders are filled by our engine against real market data. The fee you pay is real, and so are payouts on funded accounts — paid from the company's own funds under the program rules.
By a published execution policy (v1.3): no added latency — an order meets the live book on arrival and fills in 10–30 ms. A market order sweeps the whole book: only a fifth of each level's displayed size is available to it and the rest fills beyond the book at a progressively worse price, on a spread wider than the raw quote — so large orders pay real slippage and the spread cannot be farmed. Fees: 0.75 % of notional per side plus a 0.25 % leverage fee; leverage x1–x30, your choice. Open “Why here” on any fill.
Each program says it: 00:00 UTC for crypto, 17:00 New York for FX, the CME session for futures. The program card shows it in your own time.
No. Your account stays on the program version you bought, identified by its hash. A new version only applies to new purchases.
A degraded instrument never breaches an account. The decision waits until the feed is live again, and a short price spike is filtered out.
Once funded and verified, you request a payout to a wallet that passed sanctions screening. One person prepares it, another approves it.
Pick a program, read every rule and open an account in minutes.