Skip to main content

Quanta Infini X

Quanta infiniX Configuration

Navigation

This page explains how to configure infiniX using an outcome-led framework. Parameters are grouped by what they influence in live operation: capital efficiency, execution quality, risk control and observability.

Configuration Philosophy

Parameter tuning should improve operating consistency, not chase short-term variance. Make controlled changes, observe across multiple regimes and validate outcomes with metrics.

A) Capital and Turnover Controls

These settings shape capital reuse and position sizing behaviour:

  • STARTING_VALUE
    Baseline valuation for cycle and performance context.

  • TRADE_LIMIT
    Quote order sizing control (i.e BTC). Larger values increase capital at work and turnover intensity.

  • MIN_ORDER_SIZE
    Minimum executable order floor aligned to exchange constraints.

B) Execution Behaviour Controls

These settings determine how and when orders are posted:

  • BUY_ENABLED
    Enables or disables new buy-side posting.

  • SELL_ENABLED
    Enables or disables new sell-side posting.

  • ORDER_FILL_REFRESH
    Controls how depth refresh is handled around fill events.

  • MAX_ORDER_DEPTH
    Limits open-order depth to reduce stale or excessive orderbook structures.

C) Risk and Regime Controls

These settings control whether market conditions are acceptable for posting:

  • TRADE_FEE
    Fee-aware input for spread and quote safety.

D) Cycle and Profit Behaviour

  • AUTO_TAKE_PROFIT
    Enables optional cycle-level profit handling.

  • TAKE_PROFIT_PERC
    Threshold input for take-profit behaviour.

E) Observability and State Hygiene

  • VERBOSE
    Diagnostics-level logging for tuning and incident analysis.

  • BALANCE_OUTPUT
    Writes balance snapshots for analysis and audit workflows.

  • ORDERS_HOUSEKEEPING and ORDERS_HOUSEKEEPING_MAX
    Controls local order-history retention and state growth.

Baseline Configuration Path

  1. Start with conservative TRADE_LIMIT.
  2. Keep buy/sell toggles enabled unless intentionally one-sided.
  3. Set realistic fee inputs.
  4. Keep sigma bounds stable for initial observation.
  5. Use verbose logging only while tuning.
  6. Validate every pair against venue minimums.

No configuration removes market risk; disciplined configuration improves consistency and control.

Next steps

Follow this path to compare strategy behaviour, validate results and activate licensing.

Related documentation

Continue through the Quanta Infini X knowledge base.

Previous

Quanta infiniX Algorithm Metrics

Next

Quanta infiniX General FAQ

Last updated 11 February 2026
← Documentation index