Crypto prop risk infrastructure

Risk controls that act, not just alert.

Prop Rails watches trading accounts in real time, detects configured rule breaches, cuts exposure, cancels working orders, and records exactly how long the response took.

Evidence-first: public methodology, run-level data and reproducible benchmark results.
Risk execution console
Illustrative
Account equity$48,920
Daily floor$48,750
Open positions3
Real-time equity$48,920.42
Floor $48,750
Position push received18 ms
Rules evaluated0.07 ms
Drawdown threshold approached-0.34%
Account state verifiedOK

Interface mock-up with sample values — not a recording of a real account. Every measured figure on this site comes from the published benchmark: see the data and method.

Measured engine dispatch 0.3 ms Median breach → first cut request, OKX demo benchmark.
Built around exchange-native controls
OKX v5 enforcement
Bybit read-only pilot
WebSocket + REST fallback
Auditable run data
Measured, not marketed

Publish the number that risk teams actually care about.

A challenge rule only protects a firm when exposure is actually removed. Prop Rails measures from breach detection to the exchange’s own position push confirming the account is flat.

426.9
ms median breach → flat

Confirmed by OKX’s own position push.

50 forced breaches on a dedicated OKX demo account, measured from a Windows 11 host in Johannesburg. The benchmark records dispatch, exchange acknowledgement, fill events, flat confirmation and request paths.

452.1 msp90 breach → flat across the 50-run benchmark.
509.2 msp99 breach → flat across the same 50 runs.
542.9 msWorst single run of the 50. The tail is published, not trimmed.
50 / 50Runs reached flat on the first enforcement attempt.
0.3 msMedian local decision + dispatch before network latency.
433.1 msMedian to fully cleared: flat, resting orders cancelled, stops gone.

OKX demo result from 16 Sep 2026. Demo is not production and network location materially affects end-to-end latency. Read the methodology and caveats →

One engine, three operating modes

Evaluate first. Enforce when you are ready.

Start without trade permissions, establish the current baseline, then decide whether Prop Rails should become an active enforcement layer.

02

Watch

Continuously enforce configured challenge rules on live or demo accounts.

  • Flatten positions on breach
  • Cancel live and algo orders
  • Retry and verify until flat
  • Keep-flat breach latch
03

Bench

Force repeatable breaches on a dedicated demo account to measure the complete cut path.

  • Run-level timing evidence
  • Market and synthetic triggers
  • Latency distribution reporting
  • Reproducible public methodology
Enforcement architecture

Designed for the moment alerts are no longer enough.

Prop Rails maintains account state from exchange streams, re-marks equity, evaluates rules, dispatches parallel cut operations and verifies the final account state.

1
Detect on exchange eventsPrice, balance, position and order events continuously update risk state.
2
Dispatch in the same event-loop turnClose exposure and cancel working orders without waiting for a polling cycle.
3
Verify exchange truthFlat means the exchange confirms no position remains—not merely that an order was acknowledged.
Private streamsAccount · Positions · Orders
Public streamsMark price · Instruments
Prop Rails risk coreState → Equity → Rules → Cut plan

Monotonic timing, persistent breach state, account isolation and auditable request / fill / flat events.

WebSocket first pathReduce-only closes · cancels
+
REST fallbackRe-read · retry · verify
OutcomeFlat account
EvidenceLatency + event report
Operational controls

Risk infrastructure has to survive the ugly edge cases.

The useful work is not the dashboard. It is deterministic behaviour through dropped sockets, rate limits, partial fills, restarts and unexpected re-entry.

Fast-path dispatch

Parallel close and cancel operations are initiated immediately after a breach.

Fallback & retries

REST state re-read and retry logic handles incomplete or failed first paths.

Keep-flat latch

If exposure reappears after a breach, the account remains latched and is cut again.

Exchange confirmation

Reports distinguish acknowledgement, fills and final flat confirmation.

Persistent state

Rule state and breach state survive process restarts instead of silently resetting.

Connection resilience

WebSocket reconnection and account-level isolation reduce single-failure blast radius.

Evidence database

Every run can be reconstructed from structured events, timestamps and outcomes.

Permission discipline

Pilot mode refuses trade-capable OKX keys and state-changing client calls in code.

Start with evidence

Run a pilot before changing your risk stack.

Give Prop Rails read-only access to an observed account. It records account events and measures when your current risk system intervenes, without sending trade instructions.

No migration of trader infrastructure
No withdrawal permission
No forced production cutover
Reportable baseline before a commercial decision
Discuss a pilot →
run_01a0b0d4e1172aaa62 · bybit demoread-only
19:25:31 private websocket authenticated — 4 topics in 1.6 s
19:25:31 api key permission — read_only
19:34:20 398 equity samples — 27 private messages
19:34:20 evidence ledger — 0 held-back evaluations, 0 forced accepts
19:34:20 0 breaches — no position was open on the account
✓ real run · 17 Sep 2026 · 8.8 minutes · nothing sent to the exchange
If your traders are on Bybit

You already run the model this is built for.

Most crypto prop firms hand the trader a Bybit sub-account and take an API key. Prop Rails plugs into that arrangement from the read-only side first, and can add OKX as a second venue on exactly the same pattern.

Measure what you have

A read-only key on one of your existing Bybit accounts. Prop Rails records the breach instant and when your current system actually reacts.

Validated on Bybit

The read-only path was checked against a live Bybit Demo Trading account on 17 September 2026: private stream authenticated in 1.6 s, key reported read_only, nothing sent.

Add OKX as a venue

OKX demo trading uses the same connect-your-API model as Bybit, so offering it to traders is a venue addition rather than a platform migration.

Enforcement is OKX today

Stated plainly: active cutting is implemented and benchmarked on OKX v5. On Bybit, Prop Rails observes and reports — it does not claim production enforcement.

Who builds this

One engineer, and a published record you can check.

Prop Rails is not a funded startup with a sales team. That is the point: the claims on this site are small enough that one person can stand behind every one of them.

PR

Built by one engineer, in Johannesburg

I built the OKX v5 risk engine, forced the 50 breaches, and published the database, the schema and a standard-library script that recomputes every number on this site. If a figure here cannot be reproduced from that repository, I want to know about it.

Know your cut-off time before the next breach.

Start with a read-only pilot, or review the public OKX benchmark first.