Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
25 documents
The document is a historical series of hourly candlestick observations for a BCH/USDT market. Each row records a timestamp, open, high, low, close, and traded volume, giving the basic inputs commonly used to inspect price movement, calculate technical…
The document introduces a position calculator for a grid strategy that tracks net quantity, average price, and accumulated profit as fully filled orders arrive. Its example illustrates that after buying at several nearby levels and selling part of the…
This document describes a software interface for spot trading. It provides methods for placing limit and market buy or sell orders, checking balances and order status, canceling orders, and retrieving ticker, candle, and order book data. The order wrapper…
The document contains historical ADA/USDT candlestick observations at half-hour intervals. Each row records a timestamp, open, high, low, close, and traded volume, allowing a researcher to inspect price movement and activity or use the series as an input to…
This guide explains how to use a Python wrapper around multiple cryptocurrency exchanges through a mostly consistent interface. It shows initialization with an exchange name and credentials, then describes calls for market status, candlesticks, order books,…
This lesson explains how Python functions return values and how that differs from printing output. It covers explicit returns, the implicit None result when no value is returned, how a return ends the current function, and how multiple returned elements are…
This document is a daily candlestick dataset for the BTC/USDT market during 2019. Each row records a timestamp and the open, high, low, and close prices, together with traded volume. The visible entries span portions of the year, including early-year…
The document contains hourly open, high, low, close, and volume observations for the ADA-USDT market. The visible records begin in early May 2018 and continue through the end of December 2018, with gaps in the displayed sequence. The fields support basic…
The document walks through preparing a Python environment, installing a trading framework, and launching its graphical interface. The example registers exchange gateways and applications for strategy execution, historical data recording, risk controls,…
This spot strategy generates signals from a fast and a slow moving average. It identifies a bullish crossover using completed bar values rather than the current bar, which is intended to avoid signals that flicker while a bar is forming. A bullish cross…
The document sketches a scheduled accumulation strategy for a crypto trading pair. A broker object stores an exchange connection, symbol, investment amount, latest bid and ask, and most recent order identifier. A scheduler periodically refreshes quotes,…
This HTTP client code illustrates basic operations for an exchange trading API: request signing, server-time retrieval, order creation and cancellation, open-order and position retrieval, and historical candle loading. Private requests add a timestamp and…
This implementation describes a two-sided spot grid. It tracks buy and sell limit orders, checks their exchange status, and, when one fills, places a replacement order on the other side at a configured percentage gap. It rounds prices and quantities to…
This guide describes configuring and running an automated cryptocurrency grid trader for spot or futures markets. Its settings include the trading pair, percentage spacing between grid levels, per-order quantity, price and quantity precision constraints, and…
The document surveys several ways to seek returns in cryptocurrency markets: lending assets through deposit products, supplying liquidity to earn fees, collecting perpetual-futures funding, trading price differences between contracts with different…
The document describes a funding-rate trade that pairs a short perpetual futures position with a long spot position of equal size. It proposes opening the hedge when both the funding rate and quoted spread meet configured thresholds, collecting funding…
This document contains daily open, high, low, close, and volume observations for Bitcoin priced in USDT during 2020. The rows are timestamped at 08:00 and show the market's changing price and trading volume through the year. The visible records include sharp…
This introductory explanation presents functions as reusable blocks of code. It covers defining a function with def, choosing a descriptive name, calling the function, documenting it with a docstring, and returning a value. A market-data example retrieves…
This document explains how to configure a trading application to store historical data and connect to an exchange. It compares SQLite, MongoDB, and MySQL settings, describes database fields such as driver, database name, host, port, and authentication…
This example implements a spot grid that keeps one buy and one sell order working around the latest top of book. At timed intervals, when neither side has an outstanding order, it places orders offset from the best bid and ask by half the configured grid…
This document describes a spot trading interface that retrieves balances and market data, submits buy and sell orders, and reports order status. Its execution workflow checks an order after submission and can cancel and replace an unfilled or partially…
The document introduces Python dictionaries through a sample exchange response containing a trading symbol and its latest price. It explains key-value storage, unique keys, mutable contents, and how dictionaries differ from indexed sequences. The example…
The document explains a market-neutral approach to perpetual futures funding. When funding is positive, it proposes buying spot and shorting an equal amount of the perpetual contract; when funding is negative, it proposes borrowing and selling spot while…
The document shows how a graphical trading application is assembled from an event engine, a main engine, exchange gateways, and several trading applications. The configured components include strategy execution, backtesting, data management and recording,…