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 weekly digital-asset report examines a market decline through prices, volatility, trading activity, ETF and stablecoin flows, open interest, perpetual funding, orderbook depth, spreads, and long-short positioning. It describes falling prices and open…
The document describes a cryptocurrency market-making robot that places multiple buy and sell limit orders around a chosen reference price. The reference can come from the traded instrument’s order book, a marked contract price, or an index price. Users set…
This page records a live Binance futures robot associated with a strategy whose name describes chasing rising and falling prices. It shows a one-hour chart setting, a short runtime, and account and performance snapshots. The reported account table shows a…
This tutorial outlines a polling alert bot for Binance USDT-margined futures. It describes retrieving ticker prices, comparing them with configured upper and lower thresholds, and sending notifications to a DingTalk group. The example also covers signing…
The document outlines a workflow for trading coin-margined cryptocurrency contracts from TradingView signals. TradingView alerts send webhook messages to an FMZ robot, which can open long or short positions at market or close positions. The proposed opening…
Hummingbot 1.26 reorganizes its Strategy V2 framework around a unified market data provider. The provider gives multiple controllers access to historical candles, trades, and live order book data, which they can share while coordinating sub-strategies and…
Hummingbot 2.13.0 release notes describe exchange integrations and changes to strategy infrastructure. New connectors add spot and perpetual trading on Backpack, and perpetual futures access on Pacifica and Aevo. The XRPL connector replaces WebSocket user…
The document explains how fixed-term futures differ from perpetual futures. Fixed-term contracts expire on a specified date, have no funding-rate mechanism, and may settle in cash or through delivery depending on the contract. In the Kraken examples…
Hyperps are perpetual contracts that can exist before an underlying asset or index is available. Instead of referencing an external spot or index oracle, the contract uses an exponentially weighted average of recent mark prices as its oracle input. The…
This page reports account and position information for a live multi-signal strategy trading BTC/USDT futures on OKX with a one-hour K-line period. It does not disclose the component signals, rules for combining them, or position management method, so the…
This reference explains a mark price update as a data record for an instrument’s current mark price. The record includes an instrument identifier, price value, event timestamp, and initialization timestamp. It distinguishes mark prices from trade…
The article discusses practical API considerations for market making on BitMEX, focusing on its Bitcoin perpetual contract. It describes active trading, maker rebates, deep top-of-book liquidity, and relatively small price fluctuations as features that can…
This episode recap introduces dealer gamma profiles and their possible effects on crypto price dynamics. Dealers commonly adjust hedges to maintain delta neutrality; when their net options exposure is short gamma, hedging may involve selling into rising…
This guide explains how to access Hyperliquid through an email login or a connected wallet, enable trading, and fund an account. It describes depositing USDC or supported assets from several networks, notes that some deposits require a source-chain gas…
The author describes a cryptocurrency strategy built around trend-aware entry selection and dynamically adjusted distances for adding to losing positions. After an initial trade, the method uses martingale-style averaging rather than promptly admitting a…
The article explains how periodic funding payments in perpetual swaps help keep contract prices near spot prices. When funding is positive, longs pay shorts; when negative, shorts pay longs. These payments affect the net cost of holding a position and can…
This example sets up a backtest of an exponential moving average crossover on Binance’s Bitcoin perpetual market. It loads the instrument, configures a margin account with a maker and taker fee model, supplies one minute bar data from a CSV file, and…
This digital-asset snapshot combines spot prices and volume with order-book liquidity, perpetual funding, open interest, long/short positioning, liquidations, stablecoin flows, and staking yields. Its central market reading is that Bitcoin’s price strength…
This document defines a funding-rate update record for a perpetual swap instrument. It identifies the instrument and rate, and may include the funding interval and next scheduled funding timestamp when supplied by the venue. Event and initialization…
The document presents a plotting utility for examining a dYdX grid market maker run. It parses logs for mid-price requotes and order submission, acceptance, and cancellation events, then generates panels for theoretical grid levels around the mid-price,…
Hummingbot version 1.13.0 introduced an early Directional Framework for managing positions on perpetual exchanges. Its PositionExecutor accepts a position configuration and uses a triple barrier approach: a stop loss, a take profit, and a time limit. The…
This report excerpt examines how leverage built up in Bitcoin derivatives during 2025 and how crowded long positioning contributed to a liquidation cascade. It uses open interest as a measure of outstanding leverage, perpetual-futures funding rates as a…
This report examines a period of subdued crypto prices and volatility through several market indicators: implied volatility, perpetual futures funding, long-short positioning, spot volume, and open interest. It compares Bitcoin volatility with measures for…
This market commentary connects macro events and crypto derivatives positioning with a bullish view on Bitcoin and possible catalysts for Ether. It discusses implied and realized volatility, options open interest and skew, futures basis, and perpetual…