io.github.profitphil/qmax

Replays a strategy over real hourly trade data with the venues' real fees and reports what it would have done: final value, return, buy-and-hold comparison, max drawdown, fees paid, trades. Decisions are made on an hour's close and filled at the next hour's open; hours with no trades cannot be traded. Strategies: 'hold' (buy once, hold), 'dca' (spend amountQu every everyHours), 'bands' (buy fractionPct of the QU when the price is bandPct below its lookbackHours average, sell fractionPct of the holding when above, with a cooldown). The result's 'warnings' note that there is no order book depth in the history, so large amounts are optimistic, and QSwap's flat 100,100 QU fee can swallow small trades. Past results do not predict future ones.

Quotes an order and returns the exact transactions a wallet must sign to carry it out, in order. QMax signs nothing and sends nothing: you (or the user) sign each step with your own wallet and broadcast it. Steps (in order): any share-management move needed first (selling shares that the other market manages), then one call per market. Each step: kind, description, destination (a smart contract by index), inputType (procedure number), amountQu to attach (QU that may leave the wallet; unused QU is refunded by the contracts) and payloadBase64 (the call's input bytes). 'maxOutlayQu' is the most QU that can leave the wallet across all steps, so it is the figure to compare with a spending limit before signing. Signing and sending a step moves real funds. For a sell, pass how many shares the wallet holds under QX management and under QSwap management (holdings_qx, holdings_qswap) so the right moves are planned. Buys need no holdings.

Searches, live and at full depth, for a profitable buy-on-one-market, sell-on-the-other loop after every venue fee, and returns the most profitable size or null. It is two separate transactions, so the second leg can fill worse than shown; this is a snapshot, not a guarantee. Only assets on both markets can have one. Free on qmax.exchange; a QMax server run with metered billing can charge a small fee for a found result.

Open, high, low, close, QU volume, units and trade count per candle, built from every trade QX and QSwap logged (a minute wide at the finest; about six months back, which is all the Qubic archive has: its trade records begin in April 2026). A candle exists only where something traded, so a gap means no trades. The response also gives the last 24 hours of volume across both markets. Returns: { asset, range, interval, venue, candles: [{ t (ms), o, h, l, c, volumeQu, volumeQty, trades }], truncated?, available?, volume24hQu, trades24h }. Prices are QU per unit.

Buy and sell volume (QU and units), trade counts and net pressure (positive = more buying) over the last hour or 24 hours, for one asset or the whole market. Direction is the taker's side. 'partial' is true while the server is still loading the window.

A 0 to 100 score and A to E grade for an asset, from its QX order book, its QSwap pool and six months of trades, with flags and plain-English reasons (most important first). Flags include thin-book, wide-spread, quiet, few-trades, new-listing, volume-spike, one-sided, pool-dominated and wash-suspected / bot-burst (a single wallet churning tiny same-size swaps against itself, which inflates trade counts but not volume). Many assets grade D or E because QX markets are thin: that is information, not an error. It is an automated estimate from public data and NOT advice; the absence of 'wash-suspected' is not proof of a clean market (large wash trades are not detectable from this data). Omit 'asset' to get every asset's grade in one call.

A QSwap pool's reserves (QU and tokens), total liquidity units and price, read from the contract. It shows how deep a pool is. Adding or removing liquidity each cost a flat 100,000 QU on top of any deposit. Read-only.

Every QSwap pool a wallet has liquidity in (public chain data, so any 60-letter identity works): its liquidity units, share of the pool, what removing it all would pay (QU and tokens, before QSwap's flat 100,000 QU fee) and its value in QU at the pool's own price, read live from the contract. Read-only. Adding or removing liquidity is done in the QMax app with a wallet; this tool never builds or signs one. 'complete' is false when a pool could not be read and its positions are missing. 'earnedFeesQu' is already inside what removing pays, nothing pays it separately. Values are estimates at the pool's price, which can be far from what the tokens sell for on a thin market.

What is resting on the QX order book (grouped by price, with cumulative size and cost from the best price outward, best bid/ask, spread) and the QSwap pool (reserves, price, and how far trades of 0.1% to 5% of the pool would move the price). It shows the depth available at each price.

The asset's price over time as points (ms timestamp, price in QU, and for recently recorded points the best bid, ask and pool price). Points before 'recordedSince' were rebuilt from past trades as hourly volume-weighted averages (marked src 'trades'); after it QMax recorded the price about every 10 minutes. OHLC and volume are in qmax_get_candles.

Prices an order and finds the cheapest route across the QX order book and the QSwap pool, splitting the order across both when that is cheaper. Nothing is placed. Returns an openInQMax link (when the order can be filled) that opens QMax with this order filled in, for the person to review and sign in their own wallet. Also returns the total in QU, the average price, each leg (venue, quantity, price range, fees, price impact), what each single market alone would cost, a plain-English line saying what the routing saved, and warnings. All amounts are QU; quantities are whole units. The quote is a snapshot: prices move, so it can differ a moment later.

For the last 7 days: the wallets that sold the asset on QX or QSwap, how long each had held the units (each unit sold is matched, first in first out, to the purchase it came from), what they paid and whether they sold above or below that, with a plain-language reading ("what the numbers say"). Read from the public Qubic archive, so the first call for an asset starts the reading and answers status "working" with its progress and what is known so far; a reading takes a minute or two, after which the status is "ready" and the answer is kept for six hours. The chain shows who sold and what they paid, not why. Free.

The most recent trades on both markets in one feed, newest first: time, market, asset, quantity, QU, price and direction. The direction is the TAKER's side (the person who started the trade): 'buy' or 'sell'. Rows also carry the transaction hash. The answer includes 'flow24h', the last 24 hours of buy versus sell volume, and 'latestId', the id to give as 'since' to get only newer trades. Served from memory, so cheap to poll.

Every QX and QSwap buy and sell a wallet made (read from public on-chain transfers, so any 60-letter identity works): price, QU net of fees, estimated fees, running position, and average-cost realized profit, plus current positions with unrealized profit and loss. ESTIMATED. The 'warnings' and 'truncated' fields say that the archive has no events for about 10 to 14 June 2026, units that arrived before the window or by transfer have no known cost (selling them is not counted as profit), and QSwap liquidity changes appear as transfers. Unrealized P&L uses the mid or pool price, which can mislead on thin markets. Takes a few seconds and many archive reads, so it is rate limited per address. Not tax advice.

Lists assets that trade on QX and/or QSwap, most liquid first, or searches by symbol. Gives each asset's symbol and which markets it trades on ('QX', 'QSwap' or both: only assets on both can be split for a better price). Returns: { count, assets: [{ id, symbol, category ('contract' shares or 'token'), venues, priceQu, liquidityQu, activity }] }. Prices are QU per unit.

Every QSwap liquidity pool with its TVL, trailing swap volume, estimated fee APR (from real swap volume; only 0.192% of each swap's volume reaches liquidity providers), price change and impermanent loss over the window. A trailing estimate: past fees do not predict future fees, and volume that looks inflated (wash trading) is flagged in each pool's notes.

One pool's numbers explained, and for a deposit size (position_qu, the QU value of both sides together) an estimate of fees per day, per 30 days and the impermanent loss for price moves of 10%, 25% and 50%. Adding and removing liquidity each cost a flat 100,000 QU.

Plans swapping one token for another as two linked trades: sell 'from' for QU (leg 1), then buy 'to' with the QU (leg 2), each routed across QX and QSwap by the best route. Read-only: nothing is signed. Returns both quotes, 'upfrontQu' (QU the wallet must hold before leg 1 for its flat fees), 'expectedOutQty' (what the swap should return) and 'minOutQty' (guaranteed by the limits only if neither price moves past the slippage limit), plus warnings. Leg 2 can only be sized exactly after leg 1 settles, from the wallet's real balance, so a swap is never one atomic transaction: if leg 1 completes and leg 2 cannot proceed you are left holding QU. Both tokens must trade on QX or QSwap; QU itself is not a swap leg (qmax_get_quote prices a plain purchase or sale for QU).

Hour by hour, the gap between the asset's QX and QSwap prices (positive = QSwap dearer) and how often it was wider than the trading costs for a trade of 'reference_qu'. This is an UPPER BOUND on arbitrage, not a profit: it uses hourly average prices, so it leaves out the QX bid-ask spread (often wider than the costs) and the delay between the two transactions. Returns { bothVenues, breakEvenPct, points, summary, note }.