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Yesterday — 24 July 2026Coinmonks

Gold Trading Bots: The Quiet Force Reshaping Automated Trading in 2026

24 July 2026 at 11:03

Automated gold trading is no longer optional it’s how businesses stay ahead in 2026. Discover how AI-powered trading bots analyze markets, manage risk, and execute trades faster than any human ever could

Gold has always been the go-to asset for people who want stability in uncertain times, but how people trade it has changed dramatically. In 2026, firms are stepping away from manual, screen-watching trading and leaning hard into automation to gain speed, precision, and consistency. A gold trading bot takes over the repetitive work tracking price action, executing trades according to rules set in advance, and reacting to market shifts without a human needing to sit at a terminal all day. As financial markets keep absorbing new technology, this kind of automation has shifted from “nice to have” to “hard to compete without.” Below is a closer look at what’s driving the shift and what’s coming next.

Force Reshaping Automated Trading

What Exactly Is a Gold Trading Bot?

At its core, a gold trading bot is a piece of software wired directly into a trading platform. It continuously reads incoming market data, runs that data against a set of rules or technical indicators, and then places buy or sell orders on its own once conditions line up. Because the logic is defined ahead of time, the bot doesn’t hesitate, get tired, or second-guess itself; it simply follows the strategy it was built around, trade after trade.

Why 2026 Is the Year Businesses Are Committing to Automation

Manual trading simply can’t keep pace with markets that move in seconds. Companies are turning to automated systems because they cut down on repetitive manual work, react to price swings far faster than a person could, and free up traders to focus on strategy instead of execution. In a financial landscape where every firm is racing to adopt smarter technology, standing still with old-school methods is starting to look like a competitive risk.

How Do These Bots Actually Read the Market?

A gold trading bot doesn’t just glance at the current price it cross-references live pricing against technical indicators, historical price behaviour, and broader market signals before it ever places an order. Because it’s watching the market around the clock rather than during business hours, it can catch fleeting opportunities that a human trader, no matter how skilled, would likely miss simply due to timing.

What Separates a Strong Bot From a Mediocre One?

Not all trading bots are built the same. The ones that actually perform well tend to share a common feature set:

  • Real-time price tracking across relevant markets
  • Automatic order execution the moment conditions are met
  • Customizable strategy logic so the bot fits the business, not the other way around
  • Built-in risk controls to protect capital
  • Secure API connections to exchanges and platforms
  • Portfolio visibility so users always know their exposure
  • Performance reporting to evaluate what’s working and what isn’t

Each of these pieces plays a role in making sure the bot isn’t just fast, but also trustworthy and easy to manage.

Where Artificial Intelligence Fits In

AI has pushed gold trading bots well past simple “if this, then that” logic. Machine learning models can chew through enormous volumes of market data, spot patterns humans would overlook, flag unusual or suspicious activity, and critically adjust their own strategies as conditions change instead of sticking rigidly to a static rulebook. This adaptability is a big part of why AI-driven bots tend to outperform simpler rules-based systems over time.

Why Risk Management Can’t Be an Afterthought

Speed and automation mean nothing if a bot bleeds capital during a bad stretch. That’s why disciplined risk management stop-loss thresholds, position sizing, portfolio diversification, and constant automated oversight has to be built into the system from day one. Bots that skip this step might perform fine in calm markets, but they tend to fall apart the moment volatility spikes.

The Case for Custom-Built Bots Over Off-the-Shelf Tools

Generic trading software works for generic needs but most serious businesses don’t have generic needs. Custom development lets a company shape the bot’s strategy, integrations, and features around its actual goals, rather than forcing the business to adapt to whatever a pre-built tool happens to offer. It also leaves room to grow: a custom bot can scale and evolve alongside the business, instead of hitting a ceiling built into someone else’s product.

What’s Next for Gold Trading Bots After 2026?

The next wave of development points toward deeper machine learning integration, sharper predictive analytics, cloud-based infrastructure that can scale on demand, and AI models capable of forecasting market movement with increasing accuracy. Together, these advances are expected to push trading automation from “fast and rule-based” toward “fast and genuinely predictive” a meaningful shift for how businesses make trading decisions.

Final Thoughts

Gold trading bots are reshaping automated trading by delivering speed, consistency, and accuracy that manual methods simply can’t match. Businesses that adopt this kind of intelligent automation now are putting themselves in a stronger position to handle whatever the market throws at them next. At this point, automation isn’t a passing trend, it’s becoming a standard business investment.

Frequently Asked Questions

1. What is a gold trading bot? It’s automated software built to monitor gold market conditions and execute trades based on a predefined strategy, without needing constant manual input.

2. Why would a business invest in one? The main draws are faster execution, less manual workload, improved consistency, and stronger risk controls than manual trading typically allows.

3. Can these bots trade around the clock? Yes automated systems can monitor markets and execute trades continuously during active trading hours without someone watching the screen at all times.

4. Is a custom-built bot worth it over ready-made software? Generally, yes for businesses with specific needs custom solutions offer more flexibility, features tailored to the business, smoother integrations, and better long-term scalability than off-the-shelf products.


Gold Trading Bots: The Quiet Force Reshaping Automated Trading in 2026 was originally published in Coinmonks on Medium, where people are continuing the conversation by highlighting and responding to this story.

Before yesterdayCoinmonks

How I Built a Hedge-Fund Grade Macro Scanner for Pacifica Exchange

By: SKYFOR
14 July 2026 at 11:22

Hey everyone. If you’ve been trading crypto long enough, you know the harsh reality: technical analysis alone just doesn’t cut it anymore. You can have the most beautiful MACD crossover or RSI divergence, but if J-Powell sneezes at a press conference or some geopolitical drama kicks off, your technical setup gets completely invalidated in seconds.

I’ve been exploring the Pacifica Exchange recently, especially their new global situation and macro tracking dashboards. It got me thinking: what if I could build a custom terminal that inherently correlates technical chart data with real-world macro events?

So, I spent the weekend building exactly that. I call it the Pacifica Super Scanner. Here’s how I built it and how you can do something similar.

The Architecture: Layer 2 vs. Layer 3

To make this work, I split the bot’s logic into two distinct brains:

Layer 2: The Technical Engine

This is your standard quant stuff. I wrote a Python script that hooks directly into Pacifica’s REST API (`https://api.pacifica.fi/api/v1`). It pulls the top 50 active perpetual markets and downloads the historical klines (candles) for the 1D, 4H, and 1H timeframes.

I wrote custom functions to calculate RSI, EMAs, ATR (for dynamic stop losses), and MACD. The trick here is Multi-Timeframe (MTF) confirmation. A 1H breakout is noise; a 1H breakout backed by a 4H and 1D bullish trend is a high-probability setup.

import sys
import time
import json
import os
import requests
from datetime import datetime
from colorama import init, Fore, Style, Back

# Import Layer 3 Macro Engine
from macro_engine import MacroEngine

# Initialize colorama for Windows terminal
init(autoreset=True)

PACIFICA_API = "https://api.pacifica.fi/api/v1"
TOP_N = 50

def clear_screen():
os.system('cls' if os.name == 'nt' else 'clear')

def get(url, params=None):
try:
r = requests.get(url, params=params, timeout=10)
r.raise_for_status()
return r.json()
except Exception as e:
return None

# ==========================================
# LAYER 2: TA FUNCTIONS
# ==========================================
def calc_rsi(closes, p=14):
if len(closes) < p + 1: return 50.0
d = [closes[i] - closes[i - 1] for i in range(1, len(closes))]
ag = sum(max(x, 0) for x in d[:p]) / p
al = sum(abs(min(x, 0)) for x in d[:p]) / p
for x in d[p:]:
ag = (ag * (p - 1) + max(x, 0)) / p
al = (al * (p - 1) + abs(min(x, 0))) / p
return round(100.0 if al == 0 else 100 - 100 / (1 + ag / al), 1)

def calc_ema(prices, p):
if len(prices) < p: return [prices[-1]] if prices else [0]
k = 2 / (p + 1)
out = [sum(prices[:p]) / p]
for v in prices[p:]:
out.append(v * k + out[-1] * (1 - k))
return out

def calc_atr(klines, p=14):
if len(klines) < p + 1: return 0.0
trs = []
for i in range(1, len(klines)):
h, l, pc = float(klines[i]['h']), float(klines[i]['l']), float(klines[i-1]['c'])
trs.append(max(h - l, abs(h - pc), abs(l - pc)))
avg = sum(trs[:p]) / p
for t in trs[p:]:
avg = (avg * (p - 1) + t) / p
return avg

def calc_macd(closes):
if len(closes) < 26: return 0.0, 0.0, False
e12 = calc_ema(closes, 12)
e26 = calc_ema(closes, 26)
diff = len(e12) - len(e26)
ml = [e12[diff + i] - e26[i] for i in range(len(e26))]
sig = calc_ema(ml, 9) if len(ml) >= 9 else [ml[-1]]
return ml[-1], sig[-1], ml[-1] > sig[-1]

def analyze_klines(klines):
if len(klines) < 30:
return {"score": 0, "rsi": 50, "trend": "MIXED", "macd_bull": False, "atr": 0, "signals": []}

closes = [float(k['c']) for k in klines]
cur = closes[-1]
rsi = calc_rsi(closes)
e20 = calc_ema(closes, 20)[-1]
e50 = calc_ema(closes, 50)[-1] if len(closes) >= 50 else e20
e200 = calc_ema(closes, 200)[-1] if len(closes) >= 200 else e20
atr_v = calc_atr(klines)
_, _, mb = calc_macd(closes)

score = 0
sigs = []

if rsi < 30: score += 2; sigs.append("RSI Oversold")
elif rsi < 45: score += 1; sigs.append("RSI Buy Zone")
elif rsi > 70: score -= 2; sigs.append("RSI Overbought")
elif rsi > 55: score -= 1; sigs.append("RSI Weak")

if e20 > e50: score += 1; sigs.append("EMA20>50")
else: score -= 1; sigs.append("EMA20<50")

if cur > e200: score += 1; sigs.append(">EMA200")
else: score -= 1; sigs.append("<EMA200")

if mb: score += 1; sigs.append("MACD Bull")
else: score -= 1; sigs.append("MACD Bear")

if e20 > e50 and cur > e200: trend = "BULLISH"
elif e20 < e50 and cur < e200: trend = "BEARISH"
else: trend = "MIXED"

return {"score": max(-5, min(5, score)), "rsi": rsi, "trend": trend, "macd_bull": mb, "atr": atr_v, "signals": sigs, "price": cur}

# ==========================================
# DATA COLLECTION
# ==========================================
def fetch_klines(symbol, interval, lookback_days):
start_time = int((time.time() - (86400 * lookback_days)) * 1000)
data = get(f"{PACIFICA_API}/kline", {"symbol": symbol, "interval": interval, "start_time": start_time})
if data and data.get('success') and 'data' in data:
return data['data']
return []

def get_mtf(symbol):
result = {}
intervals = [("1d", 150), ("4h", 30), ("1h", 10)]

for tf, days in intervals:
kl = fetch_klines(symbol, tf, days)
result[tf] = analyze_klines(kl)
time.sleep(0.1)

scores = [result[tf]["score"] for tf in ["1d", "4h", "1h"] if result[tf]]
avg = sum(scores) / len(scores) if scores else 0
all_bull = len(scores) == 3 and all(s > 0 for s in scores)
all_bear = len(scores) == 3 and all(s < 0 for s in scores)

result["mtf_score"] = round(avg, 1)
result["triple_confirm"] = "BULL" if all_bull else "BEAR" if all_bear else None

if all_bull: result["mtf_score"] += 1
if all_bear: result["mtf_score"] -= 1

return result

# ==========================================
# UI & VISUALIZATION
# ==========================================
def print_header(macro_data):
print(Fore.CYAN + Style.BRIGHT + "+============================================================+")
print(Fore.CYAN + Style.BRIGHT + "|" + Fore.WHITE + " PACIFICA SUPER SCANNER : ACTIVE " + Fore.CYAN + Style.BRIGHT + "|")
print(Fore.CYAN + Style.BRIGHT + "|" + Fore.CYAN + " [ Multi-Timeframe Algorithmic Analysis ] " + Fore.CYAN + Style.BRIGHT + "|")
print(Fore.CYAN + Style.BRIGHT + "+============================================================+")

# LAYER 3 UI BLOCK
bias_color = Fore.GREEN if macro_data['bias'] == 'BULLISH' else Fore.RED if macro_data['bias'] == 'BEARISH' else Fore.YELLOW
risk_color = Fore.RED if macro_data['risk_index'] > 60 else Fore.YELLOW if macro_data['risk_index'] > 40 else Fore.GREEN

print(Fore.MAGENTA + Style.BRIGHT + "| [LAYER 3] GLOBAL SITUATION & MACRO ENGINE |")
print(Fore.MAGENTA + "+------------------------------------------------------------+")
print(Fore.MAGENTA + "| " + Fore.WHITE + f"Global Bias : " + bias_color + Style.BRIGHT + f"{macro_data['bias']:<43}" + Fore.MAGENTA + "|")
print(Fore.MAGENTA + "| " + Fore.WHITE + f"Risk Index : " + risk_color + f"{macro_data['risk_index']}/100" + " " * (39 - len(str(macro_data['risk_index']))) + Fore.MAGENTA + "|")
print(Fore.MAGENTA + "| " + Fore.WHITE + f"Fear & Greed : " + Fore.YELLOW + f"{macro_data['fng']} ({macro_data['fng_class']})" + " " * (33 - len(str(macro_data['fng'])) - len(macro_data['fng_class'])) + Fore.MAGENTA + "|")
print(Fore.MAGENTA + "| " + Fore.WHITE + f"Live Headlines:" + " " * 43 + Fore.MAGENTA + "|")
for i, h in enumerate(macro_data['headlines'][:2]): # Show top 2
text = (h[:54] + '..') if len(h) > 54 else h
print(Fore.MAGENTA + "| " + Fore.WHITE + f" > {text:<54}" + Fore.MAGENTA + "|")
print(Fore.MAGENTA + "+============================================================+\n")

def print_signal(coin, macro_data):
score = coin['mtf_score']

# Layer 2 Technical Direction
if score > 1.5: direction = "LONG"; color = Fore.GREEN; bg = Back.GREEN
elif score < -1.5: direction = "SHORT"; color = Fore.RED; bg = Back.RED
else: return

# LAYER 3 MODIFICATION LOGIC
macro_bias = macro_data['bias']
risk_index = macro_data['risk_index']

macro_conf = "Layer 3 Neutral"
conf_color = Fore.YELLOW

if direction == "LONG":
if macro_bias == "BULLISH" and risk_index < 50:
macro_conf = "+++ L3 ULTRA CONFIRMATION +++"
conf_color = Fore.GREEN
bg = Back.GREEN + Style.BRIGHT
elif macro_bias == "BEARISH" or risk_index > 65:
macro_conf = "!!! L3 MACRO DANGER: REDUCE RISK !!!"
conf_color = Fore.RED
bg = Back.YELLOW + Fore.BLACK # Warning state

elif direction == "SHORT":
if macro_bias == "BEARISH":
macro_conf = "+++ L3 ULTRA CONFIRMATION +++"
conf_color = Fore.GREEN
elif macro_bias == "BULLISH":
macro_conf = "!!! L3 MACRO DANGER: AVOID SHORT !!!"
conf_color = Fore.RED
bg = Back.YELLOW + Fore.BLACK

ta = coin['data'].get("1d", {})
price = ta.get('price', 0)
atr = ta.get('atr', price * 0.02) if ta.get('atr') else price * 0.02

sl = price - (atr * 1.5) if direction == "LONG" else price + (atr * 1.5)
tp = price + (atr * 3.0) if direction == "LONG" else price - (atr * 3.0)

reasons = " + ".join(ta.get('signals', [])[:3])

print(Fore.CYAN + "+------------------------------------------------------------+")
print(Fore.CYAN + "| " + Fore.WHITE + f"TARGET ASSET: {coin['symbol']:<45}" + Fore.CYAN + "|")
print(Fore.CYAN + "+------------------------------------------------------------+")
print(Fore.CYAN + "| " + Fore.WHITE + f"Current Price : " + Fore.YELLOW + f"${price:<41.4f}" + Fore.CYAN + "|")
print(Fore.CYAN + "| " + Fore.WHITE + f"MTF Score : " + color + f"{score:<41}" + Fore.CYAN + "|")
print(Fore.CYAN + "+------------------------------------------------------------+")

signal_box = bg + f" {direction} " + Style.RESET_ALL
print(Fore.CYAN + "| " + Fore.WHITE + f"SIGNAL : {signal_box:<53}" + Fore.CYAN + "|")
print(Fore.CYAN + "| " + Fore.WHITE + f"TA REASON : {reasons:<53}" + Fore.CYAN + "|")
print(Fore.CYAN + "| " + Fore.WHITE + f"MACRO FILTER : {conf_color}{macro_conf:<53}" + Fore.CYAN + "|")
print(Fore.CYAN + "+------------------------------------------------------------+")
print(Fore.CYAN + "| " + Fore.WHITE + f"SUGGESTED SL : " + Fore.MAGENTA + f"${sl:<19.4f} " + Fore.WHITE + f"TP : " + Fore.GREEN + f"${tp:<16.4f}" + Fore.CYAN + "|")
print(Fore.CYAN + "+------------------------------------------------------------+\n")

def main():
clear_screen()
print(Fore.CYAN + "[*] Initializing Layer 3 Macro Engine...")

try:
macro = MacroEngine()
macro_data = macro.analyze_global_situation()
except Exception as e:
print(Fore.RED + f"[-] Macro Engine offline: {e}. Defaulting to Neutral.")
macro_data = {"bias": "NEUTRAL", "risk_index": 50, "fng": 50, "fng_class": "Neutral", "headlines": ["Offline"]}

clear_screen()
print_header(macro_data)

print(Fore.CYAN + "[*] Fetching active markets from Pacifica API...")
info_req = get(f"{PACIFICA_API}/info")

if not info_req or not info_req.get('success'):
print(Fore.RED + "[ERROR] Failed to connect to Pacifica API.")
input("\nPress Enter to exit...")
return

all_markets = info_req.get('data', [])
symbols = [m['symbol'] for m in all_markets if m.get('instrument_type') == 'perpetual'][:TOP_N]

print(Fore.CYAN + f"[*] Found {len(symbols)} perpetual markets. Analyzing Top {TOP_N}...")

results = []
total = len(symbols)

for idx, sym in enumerate(symbols):
sys.stdout.write(Fore.WHITE + f"\rScanning [{idx+1}/{total}] : {sym:<10}")
sys.stdout.flush()

mtf_data = get_mtf(sym)
results.append({
"symbol": sym,
"mtf_score": mtf_data.get("mtf_score", 0),
"data": mtf_data
})

print(Fore.GREEN + "\n[*] Scan Complete! Routing signals through Macro Engine...\n")

results.sort(key=lambda x: abs(x['mtf_score']), reverse=True)

signals_found = 0
for res in results[:10]:
if abs(res['mtf_score']) > 1.5:
print_signal(res, macro_data)
signals_found += 1

if signals_found == 0:
print(Fore.YELLOW + "[-] No strong setups detected across MTF at this time.")

print(Fore.CYAN + Style.BRIGHT + ">>>" + Fore.WHITE + " [SCAN FINISHED] " + Fore.CYAN + Style.BRIGHT + "<<<")
input(Fore.WHITE + "\nPress Enter to exit...")

if __name__ == "__main__":
main()

Layer 3: The Macro & Fundamental Engine

This is where things get interesting. I wanted the bot to mimic Pacifica’s “Global Situation” dashboard. I built a standalone `macro_engine.py` that does three things:

1. Live News NLP: It pulls RSS feeds from major crypto news outlets and runs them through `TextBlob` for real-time sentiment analysis.

2. Geopolitical Risk Index: It scans live headlines for trigger words (“war”, “SEC”, “inflation”, “CPI”, “crash”). Based on keyword density, it generates a live Risk Index from 0 to 100.

3. Liquidity Check: It pulls the global Fear & Greed Index to gauge retail liquidity.

import requests
import re
from textblob import TextBlob
from colorama import Fore

class MacroEngine:
def __init__(self):
self.news_sources = [
"https://cointelegraph.com/rss",
"https://decrypt.co/feed"
]
self.risk_keywords = [
"war", "conflict", "strike", "nuclear", "hack", "ban", "lawsuit",
"fed", "rate", "inflation", "cpi", "crash", "sec", "investigation"
]
self.bull_keywords = [
"etf", "inflow", "adoption", "approval", "surge", "breakout",
"bull", "mint", "reserves"
]

def fetch_rss_headlines(self):
headlines = []
for url in self.news_sources:
try:
r = requests.get(url, headers={"User-Agent": "Mozilla/5.0"}, timeout=5)
if r.status_code == 200:
txt = r.text
t = re.findall(r"<title><!\[CDATA\[(.*?)\]\]></title>", txt)
if not t:
t = re.findall(r"<title>(.*?)</title>", txt, re.DOTALL)
headlines.extend([x.strip() for x in t[1:10]]) # Skip main title, get 9 items
except:
pass
return headlines

def get_fng_index(self):
try:
r = requests.get("https://api.alternative.me/fng/?limit=1", timeout=5)
if r.status_code == 200:
data = r.json().get("data", [])
if data:
return int(data[0]["value"]), data[0]["value_classification"]
except:
pass
return 50, "Neutral"

def analyze_global_situation(self):
headlines = self.fetch_rss_headlines()
if not headlines:
headlines = ["Global news feeds currently unavailable."]

# Sentiment Analysis
pols = [TextBlob(h).sentiment.polarity for h in headlines]
avg_pol = sum(pols) / len(pols) if pols else 0.0

# Keyword Risk Analysis
all_text = " ".join(headlines).lower()
risk_hits = sum(1 for w in self.risk_keywords if w in all_text)
bull_hits = sum(1 for w in self.bull_keywords if w in all_text)

# Calculate Global Risk Index (0-100)
base_risk = 30 # Default baseline
risk_index = min(100, base_risk + (risk_hits * 15) - (bull_hits * 5))
risk_index = max(0, risk_index) # Floor at 0

# FNG
fng_val, fng_class = self.get_fng_index()

# Determine Overall Macro Bias
bias = "NEUTRAL"
if avg_pol > 0.15 and fng_val > 55 and risk_index < 50:
bias = "BULLISH"
elif avg_pol < -0.1 or risk_index > 75 or fng_val < 40:
bias = "BEARISH"

return {
"headlines": headlines[:3], # Top 3 for display
"sentiment": avg_pol,
"risk_index": risk_index,
"fng": fng_val,
"fng_class": fng_class,
"bias": bias
}

if __name__ == "__main__":
engine = MacroEngine()
res = engine.analyze_global_situation()
print("--- PACIFICA GLOBAL SITUATION ---")
print(f"Bias: {res['bias']}")
print(f"Risk Index: {res['risk_index']}/100")
print(f"Fear/Greed: {res['fng']} ({res['fng_class']})")
print(f"Sentiment: {res['sentiment']:.2f}")
print("Top News:")
for h in res['headlines']:
print(f" - {h}")

Bringing It All Together

The magic happens when Layer 2 and Layer 3 talk to each other.

Let’s say Pacifica’s API data shows a massive volume breakout on `$SOL`. The Layer 2 engine flags it as a `STRONG LONG`.

Normally, a basic bot would just execute the trade. But my Super Scanner passes that signal to Layer 3 first.

If Layer 3 detects a high Risk Index (e.g., bad inflation data just dropped), it slaps a warning on the trade: `!!! L3 MACRO DANGER: REDUCE RISK !!!`.

If the macro background is bullish, it upgrades the signal to `+++ L3 ULTRA CONFIRMATION +++`.

The Result

I built the UI directly in the terminal using Python’s `colorama` library because, let’s be honest, nothing feels cooler than a dark terminal spitting out colored quantitative data.

It scans 50 coins, cross-references them with global geopolitical risk, calculates dynamic Stop Losses and Take Profits based on ATR, and prints the top 10 best setups — all in about 15 seconds.

If you are building your own tools, here is a piece of advice: Combine your custom API scripts with Pacifica’s native AI tools for maximum alpha. The exchange’s infrastructure is incredibly fast, and their focus on providing macro-level data natively makes it a playground for quants.

I won’t be dropping the full source code just yet (a man has to protect his edge, right?), but the logic is there for you to build your own.

See you on the order books. ✌️

📣 Ready to trade smarter?
app Docs: 👉 Twitter: @pacifica_fi 👉 Discord
Team: @_guynemer @ConstanceWaing @pacifica_intern

P.S First and foremost I’m obligated to disclose that none of this is investment advice, everything I state in this article are my opinions only and actions that I personally take in hopes of achieving certain results. Investments in cryptocurrencies are risky and results are not guarantee


How I Built a Hedge-Fund Grade Macro Scanner for Pacifica Exchange was originally published in Coinmonks on Medium, where people are continuing the conversation by highlighting and responding to this story.

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