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.
3,101 documents
This live-trading dashboard describes a Gate.io spot triangular arbitrage operation using BTC, ETH, and USDC pairs. Trade logs show the bot routing through USDT, executing three-leg hedged trades when quoted prices imply a small spread, and recording…
This Freqtrade strategy is designed for spot cryptocurrency trading on five-minute candles. It defines parameterized entry and exit rules using comparisons between recent closing prices and closes from earlier bars, with separate adjustable parameters for…
This market snapshot reviews crypto developments around May 2024, combining regulatory news with observations on spot trading, decentralized exchanges, lending protocols, and blockchain fees. It describes US legislative and regulatory actions affecting…
The document explains the role of Hyperliquid’s clearinghouses in managing account state. The perpetuals clearinghouse tracks each address’s margin balance and positions, while the spot clearinghouse tracks token balances and holds. These components form…
The document reports a record 30-day net outflow from US spot Bitcoin ETFs, alongside a substantial decline in Bitcoin’s price. It places the flows in the context of several consecutive weeks of redemptions, a retreat from the previous cumulative flow peak,…
The document explains how strategy developers can attach metadata to rental registration codes and read it inside a strategy to set different usage limits for different customers. A strategy can map metadata values to operating tiers, then check account…
This market snapshot surveys crypto-related regulatory and security developments alongside spot exchange activity, decentralized trading, lending, and network data. It describes changes in exchange market share and volumes, reports that…
This reference explains how a spot commodity instrument is represented in a trading system, using examples such as gold and silver. It distinguishes cash commodity markets from dated futures contracts and lists the instrument fields needed to describe price…
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…