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 documentation explains how cross, isolated, strict isolated, and HIP-3 margin modes affect collateral sharing and liquidation exposure. Cross margin pools eligible collateral across positions, with the scope of sharing depending on account abstraction…
This live-trading log describes a one-minute ETH/USDT futures robot on OKX. It uses Bollinger band readings to report a neutral signal and manages long positions through staged dollar-cost-averaging orders. The log shows four successive long entry levels,…
FalconX product manager Jill Gao describes moving from traditional finance into crypto product development and discusses changes in institutional trading. The document outlines Marketspot, a Telegram-based analytics tool that lets users query historical…
The document explains trailing stops that follow mark price after immediate placement or after an activation price is reached. A short-side trailing stop tracks the highest mark price and triggers when price falls by a chosen fixed distance or percentage; it…
This reference explains the Trade object used by Freqtrade to represent a persisted position and the Order objects attached to it. It catalogs fields for pair, direction, entry and exit rates, stake and asset amounts, timestamps, profit, leverage, order…
This short forum post reports that OKX simulated API v5 perpetual futures orders were rejected when submitted with fractional quantities such as 0.126. The exchange response indicated that order quantity must be an integer multiple of the instrument’s lot…
This document explains a Hummingbot strategy that makes markets on a single perpetual swap order book. It places limit bids and asks at configured distances from a reference price; fills open derivative positions rather than exchanging spot assets. Settings…
This market snapshot reviews digital asset conditions across spot and derivatives markets, exchange-traded fund flows, stablecoins, and DeFi lending. It reports a shift in Bitcoin perpetual funding from negative to positive, tighter BTC and ETH spreads,…
This example configures a live execution tester for a DOGE perpetual contract on Lighter. At startup, it can open a position with an immediate-or-cancel market order, then maintain post-only limit buy and sell quotes offset from the top of book. It enables…
The report argues that a sharp Bitcoin price decline and ETF redemptions reflected a concentrated unwind of cash and carry positions rather than broad institutional capitulation. It explains the trade: hold spot Bitcoin or ETF shares while shorting futures…
A trailing stop market order adjusts its trigger to maintain a fixed offset from market prices as they move favorably. Once the trigger is reached, it submits a market order, making this approach useful for protecting gains while allowing a position to…
The document introduces Rho Protocol as an on-chain venue for trading crypto-native interest rates, especially perpetual funding rates and staking rates. It describes fixed-for-floating contracts as a way to hedge exposure to changing rates, similar to…
This weekly digital-asset snapshot examines a market in which Bitcoin and Ether were weak or nearly flat while selected altcoins, especially DeFi-related tokens, rose sharply. It combines price and volatility measures with trading volume, open interest,…
The tutorial explains how to backtest a mean-reversion strategy on EUR/USD perpetual futures using TrueFX spot ticks as proxy data. It builds one-minute mid-price bars, then combines a 20-period Bollinger Band with a 14-period RSI: a lower-band touch with…
This developer guide explains how an exchange connector tracks orders and reports their state changes to trading strategies. A buy or sell request returns a client-side identifier promptly while submission proceeds asynchronously. Tracking should begin…
This weekly report reviews a sharp crypto selloff alongside higher US yields, China-related risk concerns, and the upcoming Federal Reserve outlook at Jackson Hole. It describes heavy BTC futures and perpetual liquidations, falling open interest, a temporary…
The document presents perpetual futures funding rates as indicators of leveraged positioning as well as periodic payments. Sustained positive rates suggest crowded long exposure and may precede a pullback, while negative rates during a rising market can…
This example configures a composite market-making strategy that uses NVDA equity quotes as its signal and quotes an NVDA perpetual contract on Lighter. The settings specify a maximum position and trade size, a half-spread, inventory and signal skew factors,…
This document explains auto-deleveraging (ADL) as a last-resort mechanism for keeping a trading platform solvent when an account or isolated position falls below zero. It describes how the platform ranks profitable traders on the opposite side of the…
This example configures a live market-making strategy for an NVDA perpetual contract on Lighter, using NVDA equity quotes from Databento as an external signal. The strategy combines a configured half-spread with inventory and signal skew, limits position…
This guide explains how to create and fund a Vega wallet, connect it to Hummingbot, and launch a sample directional strategy on Vega perpetual markets. The sample uses RSI to open long positions in oversold conditions and shorts in overbought conditions,…
The document explains a grid trading executor that places buy and sell orders at evenly spaced prices between configured bounds. Each level has an order amount and take-profit target; the executor can handle spot or perpetual futures. It tracks level states…
This market commentary links a risk-off episode to declines in stocks and crypto, stronger gold, increased volatility, and heavy leveraged liquidations. It compares perpetual futures with spot markets, arguing that forced selling and uneven order-book depth…
This connector guide explains how to prepare a Derive account for automated trading through Hummingbot. It covers connecting a wallet, depositing assets, registering a session key, creating a subaccount, and entering the wallet address, session key,…