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.
1,747 documents
This technical reference summarizes Kraken futures contract conventions and limitations relevant to automated trading. It distinguishes inverse contracts, which use cryptocurrency collateral, from linear contracts such as an XRP-to-BTC contract, and…
These release notes describe Hummingbot 2.5 changes relevant to automated trading. A Strategy V2 feature called PositionsHeld tracks spot balances and perpetual positions retained by stopped executors. Strategies can keep positions when execution stops,…
This market snapshot combines macro data with crypto spot, derivatives, liquidity, positioning, ETF, stablecoin, and DeFi lending indicators. It interprets recent long liquidations as a clearing of positions built during an earlier short squeeze, while…
This tutorial extends a multi-symbol cryptocurrency contract-spread monitor into a grid-based hedging strategy. It pairs longer-term contracts with perpetual contracts, tracks spread levels, and opens or closes offsetting positions when grid thresholds are…
The snapshot combines price and volatility data with spot and derivatives volume, open interest, funding, order-book depth, ETF flows, stablecoin supply, and DeFi lending measures. It interprets those indicators against tariff and geopolitical headlines,…
The report teaser examines institutional participation in Bitcoin futures, options, and perpetual swaps during 2023. It compares CME and Deribit through rolling futures basis and open interest, interpreting CME’s higher basis and growth in open interest as…
The document explains two Hyperliquid aligned quote asset specifications. AQAv1 links a stablecoin’s onchain supply to protocol revenue sharing and offers trading incentives when the asset is used for eligible spot pairs or HIP-3 perpetual markets. Its…
This note explains two cash-and-carry approaches to perpetual futures funding. When funding is positive, it buys spot and shorts the perpetual contract to collect payments from longs. When funding is negative, it describes borrowing and selling spot while…
This digital asset market report assesses a fragile recovery using price action, trading volume, realized volatility, open interest, funding, order book depth, institutional ETF flows, stablecoin supply, and DeFi lending conditions. It describes a mixed…
This market snapshot reviews how tariff news, Treasury yields, inflation, and employment data shaped crypto trading conditions. It describes an initial decline in Bitcoin, Ethereum, and Solana followed by a rebound as bond markets stabilized, while warning…
This connector guide explains how Hummingbot connects to Hyperliquid's central limit order book for spot and perpetual markets. Both connectors use WebSocket connections and support limit, maker-limit, and market orders; the perpetual connector supports…
This example configures a built-in execution-testing strategy for an ETH perpetual contract on Hyperliquid mainnet. At startup, it can open a position with an immediate-or-cancel order, then maintain post-only limit orders on both sides of the book. It…
These release notes describe Hummingbot version 1.12.0, including the first phase of a module for controlling multiple bot instances remotely. The design uses MQTT messaging between bots and a broker, enabling remote commands such as starting or stopping…
The article analyzes a reported Bithumb accounting error that credited users with Bitcoin balances that existed only on the exchange’s internal ledger. Recipients sold into live bids, producing a steep local price decline while prices on other venues…
This overview describes how institutional crypto trading differs from retail activity, emphasizing larger trade sizes, specialized infrastructure, compliance demands, and execution across multiple venues. It surveys approaches including over-the-counter…
The document presents a JavaScript implementation outline for a long-and-short grid strategy on perpetual futures. It covers exchange position reconciliation, price and order-amount precision, persistence of open-order and profit-history state, and…
This market snapshot combines derivatives positioning, funding, order books, ETF flows, stablecoin activity, and macroeconomic data to assess crypto market conditions. It interprets BTC and ETH's unusually low 30-day correlation as a reason to question…
This tutorial describes a directional strategy for the USD-margined Bitcoin perpetual PF_XBTUSD. It combines a slow regime estimate from dollar bars with a faster trade-flow signal. A rescaled-range regression estimates the Hurst exponent from rolling log…
The document describes a cash-and-carry strategy for crypto perpetual futures. When a perpetual contract trades above spot and its funding rate is positive, the trader sells the perpetual and buys an equivalent amount of spot, aiming to collect funding…
This example configures an execution test strategy for a centralized exchange sandbox. At startup, the strategy can open a position with an immediate-or-cancel order, then maintain post-only limit orders on both sides of the book. On shutdown, it is…
This market commentary examines crypto options and volatility around the US presidential inauguration, alongside regulatory developments and upcoming economic releases. It argues that Bitcoin’s implied volatility around the event was close to the realized…
Badger DAO is presented as a decentralized finance project intended to make tokenized bitcoin usable across blockchain applications. Its Sett vaults let users deposit supported assets into smart-contract-managed pools, receive interest-bearing representative…
This reference describes signed exchange actions for trading and account management on Hyperliquid. It explains how asset identifiers are derived from perpetual and spot metadata, and how subaccounts or vaults are accessed through a master account with a…
This market snapshot reviews Coinbase’s crypto futures approval and Base’s launch alongside activity across centralized exchanges, decentralized exchanges, lending markets, and several blockchain networks. It reports declining exchange volumes and market…