// IMMO.QUICK · GATEHFT · GATE 15 · MIFID II · MAR ART. 12 · RTS 6

Market-abuse free, proven at microsecond scale.

gateHFT deterministically seals every algorithmic order at microsecond scale and attests that the algorithm was not bias-distorted, produced no market-abuse pattern, and exploited no prohibited latency arbitrage. Support for venues and regulators, never a replacement for a regulator's own recognition as evidence.

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In one sentence: gateHFT seals an algorithmic order against four cascading sub-gates, bias, market abuse, latency arbitrage, venue authorisation, and binds the algorithm hash to that specific order.

✓ RELEVANT IF...

You need to make algorithmic orders forensically re-computable at microsecond scale
You need to deterministically rule out spoofing and layering patterns

✕ NOT RELEVANT IF...

You expect a regulator to automatically recognise the result as evidence
No algorithmic trading and no order execution at a venue is involved

// The problem

At microsecond scale, human review is no longer possible.

High-frequency trading happens at a scale where a subsequent human review is effectively impossible. The gate therefore seals every order deterministically, including the algorithm hash, so it stays re-computable afterward which software version placed which order.

// Architecture

Four sub-gates, cascading.

Market abuse is dispositively mandatory, meaning a hit on spoofing or layering is never compatible with a documentation_only mode.

SUB-GATE 1

Algorithm Bias

Determines a deterministic bias score and compares it against the documented threshold (default: 0.1). The algorithm hash is sealed, binding the software version to this specific order.

bias_score · bias_threshold · algorithm_hash

SUB-GATE 2

MiFID II MAR Market Abuse

Checks for spoofing (fake orders to condition price) and layering (multiple orders at different price levels to fake market depth). Both are dispositively mandatory.

spoofing_detected · layering_detected

SUB-GATE 3

Latency Arbitrage

Checks whether the order was placed within a critical latency window (default: under 5 ms), which would indicate exploitation of delayed price feeds.

latency_window_ms · latency_arbitrage_flag

SUB-GATE 4

Venue Authorization

Confirms that the trading venue was validly authorised at execution time T=0. A subsequent change of authorisation would be a severe violation.

venue_authorized_at_t0

// Test results

Seven tested scenarios.

All values on this page are fictional test data and serve only to illustrate the gate logic.

Scenario	SG1	SG2	SG3	SG4	Verdict
Fully clean	PASS	PASS	PASS	PASS	HFT_SEALED
Bias score above threshold	FAIL	not evaluated	not evaluated	not evaluated	BLOCK_HFT_BIAS_THRESHOLD_EXCEEDED
Spoofing detected	PASS	FAIL	not evaluated	not evaluated	BLOCK_HFT_MARKET_ABUSE_SPOOFING
Layering detected	PASS	FAIL	not evaluated	not evaluated	BLOCK_HFT_MARKET_ABUSE_LAYERING
Latency arbitrage exploited	PASS	PASS	FAIL	not evaluated	BLOCK_HFT_LATENCY_ARBITRAGE_ABUSED
Venue not authorised	PASS	PASS	PASS	FAIL	BLOCK_HFT_VENUE_UNAUTHORIZED
Algorithm hash missing	FAIL	not evaluated	not evaluated	not evaluated	NO_DECISION

Test result: HFT_SEALED in 333 ms. Four sub-gates passed. Algorithm hash 2222…2222 sealed, bias score 0.03 documented, no arbitrage detected, venue XETRA authorised at T=0.

// Clarification

What gateHFT is not.

Not automatic recognition by a market regulator. The gate delivers a cryptographic proof, not regulatory admission as evidence.
Not an independent market surveillance system. The gate seals order attestation, it does not replace the venue's ongoing market surveillance.

Market-abuse free, proven at microsecond scale.

At microsecond scale, human review is no longer possible.

Four sub-gates, cascading.

Seven tested scenarios.

What gateHFT is not.

For venues and regulators that want to make algorithmic orders forensically re-computable.