Roadmap

What is being built next and the long-term vision for the EmidLabs infrastructure stack.

Vision

The Backtesting API is the first module of a broader infrastructure stack. The long-term goal is to build complete, programmable infrastructure for quantitative intelligence and market execution — covering research, validation, deployment, and monitoring.

Every module follows the same API-first philosophy: accessible via HTTP, composable, and designed for programmatic integration rather than manual operation.

Current — Backtesting API

Live
  • Server-side backtest execution via HTTP API.
  • JSON-based strategy DSL with composable inputs, conditions, scoring, and decision rules.
  • All timeframes from 15M to 1D.
  • BTC, ETH, SOL on Coinbase.
  • Full metrics: trades, win rate, expectancy R, PnL, profit factor, condition diagnostics.
  • Pay-as-you-go pricing based on candles processed.
  • Console for API key management, usage, and billing.

Next — Live Execution API

In Progress

Infrastructure for deploying validated strategies to live markets. The Live Execution API extends the research workflow into real-time execution.

Planned capabilities

  • Strategy deployment to live markets via API.
  • Signal generation in real-time (same DSL as the Backtesting API).
  • Execution management: order placement, position tracking, exit management.
  • Real-time monitoring endpoints: position status, PnL, execution log.
  • Execution lifecycle management: deploy, pause, resume, stop.
  • Webhook support for signal and execution events.
The Live Execution API will use the same strategy DSL as the Backtesting API. A strategy that backtests well can be deployed live without rewriting.

Future — Signal Infrastructure

Planned

Programmable signal infrastructure: generate, distribute, and process signals as composable pipeline components.

  • Signal generation API: evaluate strategies against live data and emit signals.
  • Signal distribution: webhooks, streams, or polling endpoints.
  • Signal pipelines: compose signals with filters, combiners, and routing rules.

Future — Quantitative Infrastructure Expansion

Planned
  • New markets: equities, futures, and additional crypto exchanges.
  • New data types: tick data, order book snapshots, funding rates.
  • Portfolio management: multi-strategy backtesting with capital allocation simulation.
  • Multi-strategy orchestration: coordinate signals and execution across strategies.
  • Automated quantitative pipelines: scheduled research, parameter optimization, and reporting.