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.
19,452 documents
This reference explains how to connect to Binance market data streams, manage subscriptions, and interpret events such as trades, candles, and order book updates. It describes raw and combined stream formats, connection and message limits, timestamp units,…
This podcast description introduces a conversation with a European proprietary trader about his career and trading experience. Topics include early lessons in trading, experiences at now-defunct foreign exchange bucket shops, and the guest’s views on crypto…
The discussion surveys crypto options as the market approaches a spot ETF decision, then turns to the developing altcoin options market. Participants consider how spot and realized volatility relate, compare current conditions with historical crypto…
The document explains Hyperliquid portfolio margin, which combines eligible spot collateral and cross-margin perpetual positions in one account. HYPE and BTC collateral support borrowing in USDC according to asset-specific loan-to-value ratios. Borrowing…
This document explains how OctoBot’s Python codebase is organized as a monorepo. It describes the repository root as housing the main program initialization and community data management, while separate packages handle trading and exchange connections,…
The document explains Hyperliquid’s permissionless framework for deploying perpetual futures markets. A deployer defines each market and its oracle, operates it by setting prices and leverage limits, and can halt trading to cancel orders and settle positions…
The document explains how LumiBot uses historical data from an Alpaca account to backtest stocks, ETFs, crypto, and US equity options. It describes credential setup and two configuration paths, then clarifies bar timing: history contains completed bars,…
This promotional fireside-chat recap describes OctoBot’s use of AI to turn natural-language requests into crypto trading setups. Examples include selecting a crypto basket, creating a dollar-cost averaging plan, configuring a grid strategy, and generating a…
This market recap describes a shift back toward downside protection in Bitcoin and Ether options after a prior call bid faded alongside weaker spot prices. It reports that Bitcoin’s short-dated options returned to a pronounced put premium, while Ether showed…
This market recap describes a rally-era snapshot of Bitcoin and Ether options. It reports realized volatility settling in the mid-30s after a rise, while both assets’ volatility term structures steepened: nearer maturities softened and parts of the longer…
These release notes describe Hummingbot 2.10.0 updates to infrastructure for centralized and decentralized exchange operations. The highlights include integration of Gateway with the Hummingbot API, allowing API and MCP workflows to manage Gateway instances,…
This podcast recap describes Wintermute’s development from a crypto liquidity provider into a firm trading across centralized venues, DeFi, spot markets, derivatives, and institutional OTC channels. It highlights how co-founder Yoann Turpin’s experience with…
This review excerpt describes major regulatory changes affecting crypto markets during 2025. It traces the EU’s MiCA framework, changes to US bank custody rules, a federal stablecoin law, an SEC shift away from enforcement, in-kind Bitcoin ETF redemptions,…
This article surveys proposed and adopted measures intended to rebuild confidence in crypto markets after major exchange failures. It discusses regulatory frameworks, proof-of-reserves reviews, segregation of customer assets, custody insurance, identity…
This document reports a two-year daily Bitcoin–USDT backtest on Binance, covering January 2019 through January 2021. The strategy is identified only as “AwesomeStrategy”; no entry or exit rules, position sizing, or execution assumptions are supplied, so the…
The document explains an inventory-skew feature for market making that aims to keep the portfolio near a chosen value split between base and quote assets. The trader sets a target base-asset percentage and a range multiplier. The bot then adjusts bid and ask…
The document compares three API key types used to authenticate Binance trading and account requests. Ed25519 and RSA use asymmetric cryptography: the client keeps a private key to sign requests, while the exchange verifies signatures using a public key. HMAC…
This Chinese-language tutorial section explains two ways to request exchange API data. For endpoints that do not require authentication, such as market data unrelated to account details, it describes using an HTTP query function and gives examples for…
This overview surveys ways of seeking income from cryptocurrency holdings, including mining, staking, decentralized finance lending, yield farming, savings accounts, masternodes, Lightning nodes, airdrops, dividend-like tokens, and automated trading. It…
This reference summarizes Kraken futures contract conventions and integration details for automated trading. It distinguishes inverse crypto-margined contracts from a forward contract margined in BTC, describes perpetual and fixed-maturity listings, and…
This explainer describes how Bitcoin wallets create key pairs and addresses, and how transactions transfer value by referring to earlier transaction outputs. It walks through transaction fields such as identifiers, inputs, outputs, lock time, signatures, and…
The article examines mid-2023 stablecoin price dislocations across centralized and decentralized exchanges, focusing on USDC, USDT, DAI, and BUSD. It compares exchange-aggregated prices and fiat trading pairs, then links the sharpest USDC and USDT/USD…
This document explains how Hyperliquid assesses trading fees across perpetual futures and spot markets. Fee tiers use rolling 14-day weighted volume, with spot volume counted twice; a user's tier applies across assets, while sub-account volume aggregates to…
This report compares hourly returns, trading volume, and volatility for BTC, ETH, DOGE, XRP, USDC, and USDT across several centralized exchanges. It uses standard deviation of hourly returns as its main volatility proxy and also examines Garman-Klass…