4. Supported venues and asset coverage

Dio separates strategy logic from market access. Strategies operate on an abstract order book interface. Venue adapters translate that interface into native API calls, handle lot sizing, fees, tick rules, and settlement conventions, and normalize market data back to the engine. Balance reporting is normalized to a tradeable figure: quantities committed to resting orders are excluded, so sizing always reasons over what the exchange would actually accept.

4.1 Kraken

Spot digital assets with deep USD and EUR pairs. Websocket feeds carry ticker, orderbook, balance, and execution data; authenticated REST and websocket channels handle order management. The adapter nets open-order holds out of reported balances, enforces Kraken's lot increments and minimum order sizes, and passes requested time-in-force through honestly. Typical use: BTC, ETH, and large-cap altcoin ladders where 24/7 trading maximizes cycle count.

4.2 Hyperliquid

High-performance spot infrastructure for digital assets, treated as an execution venue rather than a strategy driver. Websocket feeds carry mid-prices, L2 orderbook state, and spot balances with open-order holds netted at ingestion. Orders are managed over REST with L1 signature generation and retry/backoff logic. Although the platform supports perpetual futures, Dio operates using fully-backed spot-style execution only, prioritizing direct asset ownership over synthetic exposure. This reflects a core principle: competitive returns through systematic volatility capture and accumulation, without liquidation risk, funding costs, or counterparty complexity. Typical use: extending ladder and market-making strategies across additional liquidity venues on the same non-leveraged terms.

4.3 Alpaca

US equities and ETFs over websocket market data and trading feeds with REST order management. The adapter handles fractional-share constraints (fractional equity orders require day time-in-force, which the adapter applies as a venue rule rather than silently rewriting requested orders), penny-tick rounding above one dollar with sub-penny preserved below it, and extended-hours sessions where configured. Balances are cash-account gross, with resting-order commitments tracked in process. Typical use: mean-reverting large caps and ETFs such as QQQ, including pre and post-market sessions where liquidity allows.

4.4 Interactive Brokers (TWS API)

Stocks, ETFs, bonds, options, futures, FX, mutual funds, and warrants across 150+ market centers. The adapter manages fractional share handling where supported, bond lot conventions, and equity corporate actions. Typical use: equity and ETF ladders for mean-reverting large caps, treasury ETF accumulation, and options underlyings for delta-neutral overlays.

4.5 Lighter

A digital asset venue integrated through websocket feeds for instruments, orderbook state, executions, and balances, with order authorization delegated to an external signer library. Amend support requires tracked orders. Typical use: additional spot liquidity for ladder execution alongside Kraken and Hyperliquid.