MARKET & RESEARCH INTELLIGENCE

Crypto Market Intelligence Platform for Trading Desks

A research workspace combining price, on-chain, news and filing data into source-cited answers and real-time market-event alerts. It monitors markets 24/7 and hands every finding to your desk with the sources attached.

24/7event monitoring
50+Networks supported
1000+Assets supported
HOW THE WORKSPACE WORKS

From Raw Feeds to a Cited Answer Your Desk Can Act On

Six stages run continuously inside one workspace. Nothing is a separate subscription, and nothing leaves the platform your markets already run on.

1

1. Connect every source class

Price and order-book data, indicators, fundamentals, news, filings, venue activity and on-chain flows land in one place. Operators decide which classes each desk sees, and internal desk notes sit alongside public data.

2

2. Normalise onto one timeline

Every feed is mapped onto one asset model and one clock. A funding-rate move, a filing published minutes earlier and a shift in on-chain flow line up against the same price series.

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3. Ask in plain language

Analysts type the question they would ask a colleague. The engine retrieves across connected sources and binds each claim to the passage, filing or series behind it. Unsupported commentary is listed separately.

4

4. Monitor markets continuously

Detection rules run 24/7 over the same feeds: volatility bands, funding thresholds, large flows, holder-concentration shifts, filings, listings and halts. Each firing becomes a structured event with its evidence.

5

5. Route the alert to the people who act

Alerts reach the workspace feed, desk channels, email digests and mobile push. Thresholds, severities and quiet hours are set per desk and watchlist, so risk and market-making are not woken by the same events.

6

6. Hand off to execution

Because the workspace sits on the Coiny platform, a finding is not retyped into another system. Research moves to the desk with its sources intact and continues into pre-trade analytics and the order ticket.

DATA FLOW

Where Every Answer Comes From

The workspace is one pipeline, not a stack of dashboards: sources in on the left, cited answers and structured alerts out on the right, analyst review in the middle of the loop.

Diagram: market, news, filings and on-chain data flowing into the research engine and out as cited answers and alerts

Four source classes are normalised onto one timeline, the research engine retrieves and scores against operator-configured rules, and the outputs — a cited answer, a structured alert and an event timeline — arrive with their evidence attached.

INSIDE THE WORKSPACE

Five Screens
One Research Workflow

Source coverageChart contextOn-chain activityCited answerEvent timeline

Price and order-book coverage

Spot and derivatives pricing with depth snapshots, spreads and session ranges, from the venues the platform already connects to.

Technical indicator library

Moving averages, RSI, MACD, ADX, ATR and volatility bands, configured per desk and referenceable by name inside a question.

Volatility and liquidity context

Band breaches, spread widening and depth changes surfaced as readable context, so the state of the market is legible at a glance.

Derivatives signals

Funding rates, open-interest shifts and basis moves monitored against your thresholds and tied back to the spot picture.

Asset fundamentals

Supply, unlock calendars, protocol activity and fee-revenue trends tracked per asset, beside the price series they explain.

Regulatory filing monitoring

Disclosures and public register entries ingested as they publish, classified by asset and citable as primary documents.

News ingestion and clustering

Headlines and commentary grouped into clusters, so a story reported by twelve outlets arrives as one item with its sources.

Evidence separation

Claims backed by a filing or a data series are kept apart from claims that only exist in commentary, visibly so.

Network coverage

On-chain activity across 50+ networks and 1000+ assets, read per block and normalised onto the same asset model as market data.

Flow analysis

Net movement into and out of exchange-labelled wallets, per asset and per network, with thresholds that can raise an alert.

Holder concentration

Distribution across holder sets and the changes in it, so a concentration shift is visible before it shows up in price.

On-chain plus market context

Every on-chain reading sits on the shared timeline, so it compares directly with order-book behaviour, filings and news.

Structured market-event alerts

Each firing becomes an event record with a rule, a severity, merged duplicates and its evidence — not a bare notification line.

Operator-set thresholds

Severities, thresholds, watchlist scope and quiet hours are configured per desk, so alerting matches how each team actually works.

Multi-channel delivery

Workspace feed, desk channels, scheduled email digests and mobile push, each opening back into the workspace with sources.

Exports and API access

Research, events and coverage data can be exported or read programmatically, so findings feed reporting and downstream systems.

AUTOMATION BOUNDARY

What the Workspace Does and What Your Analysts Decide

The workspace gathers, normalises, retrieves and monitors; people judge and act. Every automated step ends in something a person can check, which is why each answer ships with its sources and each alert with its evidence.

#Research stepThe workspace doesYour team decides
1Data collectionSources, freshness, coverageIngests and normalises every source classOne timeline, one asset modelWhich classes each desk may seePer-role source permissions
2AnalysisIndicators, fundamentals, flowsComputes indicators and on-chain readingsContinuously, per assetWhich indicator set the desk trustsConfigured per team
3Research answersPlain-language questionsRetrieves, composes and cites every claimUnsupported claims flaggedWhether the evidence is good enoughAnalyst reads the sources
4Event detectionRules over live feedsFires, scores and deduplicates eventsEvidence attachedThresholds, severities and quiet hoursSet by the operator
5Alert deliveryFeed, desk, email, mobileRoutes each alert to the configured channelsOpens back into the workspaceWho is on which alert routePer desk and watchlist
6ActionWhat happens nextHands the finding on with its sourcesNo retyping between systemsEvery trading and risk decisionAlways a person
OPERATOR CONTROLS

Permissions, Alert Rules and an Audit Trail You Can Export

Research is only trustworthy if you can see where it came from and who was allowed to ask. Every control below is configured by the operator, not by us.

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Alert rule configurationThresholds, severities, watchlist scope and quiet hours per desk. Rules can be scoped so one team's noise is never another team's alert.
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Role-based source accessSource classes, saved research and internal desk documents are granted per role, so an answer only draws on material the asker may read.
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Citation recordEvery answer stores the exact sources it used. Exports keep the citation set, so a decision can be reconstructed months later.
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Delivery routingWorkspace feed, desk channels, email digests and mobile push, each configurable per team, with acknowledgements timestamped.
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Versioned changesRule edits, permission changes and watchlist updates are versioned with the user and the time, and available for export.
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Quiet hours per deskSeverity thresholds and quiet hours are configured per desk and watchlist, so risk and market-making are not paged by the same event.
See the workspace live
BUILT FOR

Teams That Have to Justify the Trade, Not Just Place It

Research desks, funds, exchange operators and risk teams working from the same evidence, on the same platform.

Trading-desk analysts

Answer the question in front of you without stitching four terminals together. Price, flows, filings and news share one timeline.

Fund research teams

Build a defensible view from primary documents rather than commentary, with unsupported claims separated and citations exportable.

Exchange operators

Offer research and market alerts as a product feature under your own brand, with source classes and permissions per user tier.

Risk and monitoring teams

Watch concentration shifts, funding moves, filings and venue events continuously, with severity rules and quiet hours per team.

WHERE IT CONNECTS

Wired Into the Rest of the Platform

Research that ends in an order ticket only works if the rest of the stack is already there. These are the products the workspace feeds and is fed by.

Spot markets

The workspace reads the same market data your spot venue produces, so research and the traded book never disagree about the price series.

Mobile trading apps

Market-event alerts arrive as push notifications and open back into the workspace with their sources attached.

Intelligence & automation platform

The platform layer this workspace belongs to, spanning research, strategy, execution, portfolio and treasury under operator control.

Strategy design & testing

Turn a research view into an explicit, tested strategy rather than a note that never leaves the desk.

Execution intelligence

Once the view is formed, pre-trade analytics estimate what acting on it will actually cost.

Portfolio analytics & risk

Carry the same evidence into exposure, scenario and attribution analysis for the book as a whole.

COMMON QUESTIONS

FAQ

A crypto market intelligence platform is a research system that brings price, on-chain, news, fundamental and regulatory-filing data into one workspace and turns it into answers and alerts a trading team can act on. Coiny Exchange's Market & Research Intelligence adds source citations to every answer, monitors markets continuously for events, and runs alongside the exchange and execution stack it reports on.

A source-cited research answer is an answer in which every claim is bound to the passage, filing or data series it came from. In Coiny Exchange's Market & Research Intelligence, an analyst asks a question in plain language, the engine retrieves from the connected sources, and the answer returns with its citations attached and anything unsupported flagged separately, so a claim can be checked before anyone trades on it.

Coiny Exchange's research workspace reads price and order-book data, technical indicators, asset fundamentals, news, regulatory filings, venue activity such as listings and funding changes, and on-chain activity across 50+ networks and 1000+ assets. Operators choose which source classes each desk can see, and internal desk documents can be added so private notes sit on the same timeline as public market data.

Real-time market-event monitoring runs detection rules continuously over every connected feed. When a rule fires — a volatility band breached, a large on-chain flow, a new regulatory filing, a venue listing — Coiny Exchange's Market & Research Intelligence records a structured event with a severity, merges duplicates reported by more than one source, and attaches the evidence, so the alert arrives as context rather than a headline.

Alerts from Coiny Exchange's Market & Research Intelligence are delivered to the workspace feed, to desk channels, to email digests and as push notifications in the operator's mobile trading apps. Every delivery opens back into the workspace with the event's sources already attached, so a trader acting on a phone sees exactly the evidence an analyst sees at a desk.

Operators control the research workspace: source classes, saved research and alert rules are granted per role, so an answer only ever draws on material the person asking is permitted to read. In Coiny Exchange's Market & Research Intelligence, every question, answer, citation set and rule change is recorded with the user and timestamp, and exports carry the same record for review.

SEE IT ON YOUR MARKETS

Put Cited Research and Market-Event Alerts in Front of Your Desk

Walk through the workspace on your own asset list — source coverage, a cited answer end to end, the event timeline, and the operator controls behind them.

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