
Built on Arbitrum
Spot Algorithmic Trading for Crypto Markets
Spot algorithms buy and sell coins by preset rules. EVEDEX has no spot market: its developer API and AI Trading bots work with perpetual futures margined in USDT.
What EVEDEX Offers for Algorithmic Trading
Custom Order Logic
Run your own entry, exit and position-sizing rules through the developer API on any of the 52 perpetual pairs.
AI Trading Bots
Ready-made bots run a mean-reversion strategy on Z-scores and modified Bollinger envelopes and show 7-day and 365-day ROI with backtests.
Risk Management Layers
Attach take-profit and stop-loss orders to every position; EVEDEX supports market, limit, stop-limit and TP/SL orders.
Secure API Access
Connect via REST or WebSocket with API keys scoped to trading only — no withdrawal permissions required.

Define Your Strategy
Write custom logic and connect it through the API, or start an AI Trading bot with its preset entry and exit rules.
Common Questions
Spot algorithmic trading uses automated software to execute buy and sell orders on cryptocurrency spot markets based on pre-defined rules. Unlike manual trading, algorithms can monitor markets continuously and react to price changes in milliseconds.
Not necessarily. On EVEDEX, developers can use the API, while AI Trading bots run a preset mean-reversion strategy without code. Both work with perpetual futures, not spot.
Orders are matched off-chain in the EVEDEX order book, so placing them costs no gas, and trades then settle on-chain on Arbitrum L2. Fill speed depends on market conditions and order book depth.
EVEDEX AI Trading bots show backtests on historical trades alongside 7-day and 365-day ROI. For your own API strategy, run backtests in your own environment before deploying real capital; past results do not guarantee future returns.
Build safety limits into the bot itself: maximum order size, price deviation checks and a kill switch. Use limit orders rather than market orders and attach stop-loss orders, so a faulty signal cannot fill far from the market.