Eight brokers. One desk. Nothing leaves your machine.

Both terminals

Every login signed in at once

Connecting a second broker does not touch the first. Switching between accounts is a click on the account strip — not a fresh login, and never another TOTP.

• Each account owns its books, quote cache, candles, scrip index, feed health, risk limits and timers. The account on screen polls at full cadence; the others poll at half rate.
• An order can name the account it belongs to, so you can trade one login while looking at another.
• The Desk — All Accounts window nets identical instruments across logins. A long on one account and a short on another is flat in risk and flat at neither broker — the row still names its constituents.
• Every money route is pinned to the account you are looking at; a pin to a dropped account is refused by name, never re-routed.

"A refusal the trader can read beats an order on an account they did not choose."

APEX

One gate, ten orders a second, ranked lanes

Every order, modify and cancel from every window goes through one per-broker queue. When a burst goes out, the order of the queue is the order that keeps you safe.

• Exits are lane 0 — a square-off jumps every entry, stop and target already waiting.
• Fills are pushed over the broker's order websocket and polled only as a fallback. Confirming by re-reading the book used to cost one to three seconds per fill.
• Orders over the exchange freeze quantity are sliced into whole lots automatically, and an exit is sliced whether or not auto-slice is switched on.
• A per-order value cap that no instrument master publishes is learned from the exchange's own rejection text and the order re-sent, sliced 2% under it.

APEX

Strategies decided on the tick, not on a poll

Target, stop, trailing stop, wait-and-trade and portfolio rupee rules are all evaluated inside the same function that ingests the quote. There is no separate loop and no lag between the price moving and the decision being made.

• Strike selection by ATM, ITM, OTM, Manual, Delta, IV or closest premium, resolved against the instrument master already in memory — no network call at all.
• Twelve leg actions — square off, move stop to cost, re-entry, re-execute, pyramiding, reverse position, square off a linked leg. One strategy can start or stop another.
• Broker protect rests the stop and target as real broker orders, so they fire even with APEX closed, with the terminal emulating OCO by cancelling the sibling.
• On restart, every entered leg is reconciled against the broker's own position book — nothing is ever re-entered on a guess.
• Deploy one strategy across several accounts with per-account quantity multipliers; one account refusing leaves the others exactly as they would have been.

Both terminals

Thirteen checks before anything reaches a broker

Every order — manual, basket, chain or strategy — passes the same risk manager. A strategy is never a way around a guard.

• The price band is measured against the live book, not LTP alone. A marketable price scores zero, because crossing the spread is how you get filled — while 1420 typed as 14200 is still 900% away.
• Exits are exempt from every entry-side guard. A halt must never trap you inside the position it is protecting you from.
• NO NEW ENTRIES stops opening and keeps managing, per account, and survives a reconnect and a restart. It is not PANIC — nothing is squared off.
• PANIC cancels everything and squares off — on the account it names. With an unreadable position book it refuses loudly and tells you to flatten from the broker's app, because an empty list is "unknown", never "flat".
• A daily loss limit halts the account automatically, and still lets every exit through.

"Never lie to the desk. A failed book must not look like a flat account. An 'unknown' is never printed as 0.00."

Both terminals

An option chain that holds still while you trade it

The at-the-money strike is recomputed on every tick in the browser using the same formulas the server used, so the two can never disagree. The ladder is anchored — it re-centres only when the ATM drifts into the outer margin, so a strike never slides out from under the pointer.

• The money is read out of the options themselves by put-call parity on commodity and currency chains, and from the real cash spot on index and stock chains — with the source named in words.
• A bare buy or sell sends a marketable limit: the touch padded 1.5% through and rounded outward onto a tick grid inferred from the book itself.
• Right-click any strike to add a BUY or SELL leg straight to a basket — the chain is where a multi-leg spread is actually assembled.
• The footer sums the whole ladder, not just the rows on screen, and shows relative difference to four decimals.
• Keyboard over the ladder: arrows move, + buys, − sells, Enter arms a ticket instead of firing.

Both terminals

Paper trading on real market data

The simulator borrows a live broker session: real instrument master, real prices, real depth, real lot and tick sizes, real freeze quantities. Only the execution is simulated — and it costs no extra broker quota.

• A MARKET order walks the visible depth ladder. A LIMIT fills where the market traded through it and takes the improvement. Stops latch.
• Slippage is structural, not a parameter. There is no slippage constant to tune until the backtest looks good.
• Losing the live source is not a fallback to invented prices — the account goes quiet with everything intact and re-latches onto the next broker.
• Every simulated order is logged with SIMULATOR (not sent to any exchange) beside it.

"A simulator that fills every size at the touch teaches a trader that size is free, which is an expensive lesson to unlearn on a real desk."