This reference explains how to connect to Binance’s SBE market-data WebSocket service and what the streams provide. It covers real-time trade events, best bid and ask updates, incremental order-book depth updates, and periodic snapshots of the top levels.…
Knowledge library
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.
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19,452 documents
This introductory article explains how rapid price rises fueled by investor enthusiasm can develop into cryptocurrency bubbles and sharp declines. It identifies new investor inflows, fear of missing out, media attention, and imitation of other buyers as…
The document describes two strategies using an adaptive baseline and volatility bands. For momentum breakouts, it calls for a candle close beyond an outer band and a baseline color indicating the same direction; the trade is held until the baseline changes…
This mid-week recap summarizes derivatives conditions in Bitcoin and Ether as of April 21, 2023. It reports stable Bitcoin 10-day realized volatility in the low 30s while attention shifted toward Ether, and describes term structures for both assets as moving…
This overview describes ways traders and liquidity providers can use decentralized exchange data to understand automated market maker pools. Pool depth and composition can be visualized to estimate capital distribution, likely slippage, and price impact.…
This guide explains how to run a Python trading strategy backtest with LumiBot, choose a historical data provider, configure dates and sources, and review generated output. It describes ThetaData, Yahoo Finance, Polygon, custom Pandas data, and Polymarket…
This article presents the 1-2-3 rule as a practical interpretation of Dow Theory’s trend-reversal logic, associated with Victor Sperandeo rather than a term used by Charles Dow himself. For an uptrend, it describes three signs: a trendline break, a rally…
This webinar recap reviews digital-asset market indicators around Q2 2024, covering Bitcoin exchange-traded fund flows, spot trading, DeFi lending, blockchain transfers, and tokenized real-world assets. It reports that Bitcoin ETF flows cooled in Q2, with…
HyperCore provides native multisig account control, allowing several existing users to authorize actions for one account. A user converts an account by specifying its authorized signers and the minimum number of signatures required. After conversion, actions…
This overview describes several ways to trade short-term moves in continuously open crypto markets. It groups trend following and momentum among simpler approaches, then discusses range trading, breakouts and news-driven volatility. More demanding methods…
This five-minute crypto strategy combines oversold readings with moving-average conditions to enter long positions. Entry requires low RSI, Fisher-transformed RSI and money flow index values, price below a simple moving average, and either a favorable…
The document explains how fiat-backed stablecoins aim to maintain a one-to-one value with currencies such as the U.S. dollar or euro, using fiat funds or cash-equivalent assets as reserves. It describes their roles as trading media, DeFi collateral,…
The document reviews crypto market conditions ahead of the Bitcoin halving and discusses how macroeconomic pressure may affect sentiment and options pricing. It points to higher Treasury yields and a stronger dollar as headwinds while noting that implied…
The webinar summary addresses how to estimate option values in newer crypto markets where liquid options data may be sparse or absent. It describes Amberdata’s approach as using liquid equity options as a reference for generating implied volatility surfaces,…
This conference recap describes themes reported at Consensus Hong Kong 2025, including greater institutional participation in digital assets, regulatory developments, and interest in combining blockchain with artificial intelligence. It says Hong Kong's…
A trader asks why MACD golden-cross detection sometimes disagrees with a charting exchange during five-minute backtests. The comparison covers both simulated and live tickers over a two-day period. The trader reports that some cross signals were incorrectly…
The post asks how to identify the perpetual futures pairs with the largest 24-hour percentage price changes from exchange ticker data. The example response is a list of market records containing symbols and percentage changes, along with other fields such as…
This podcast recap discusses Bitcoin’s volatility and derivatives market conditions around a sharp price decline and subsequent stabilization. It introduces implied volatility and volatility compression, and describes a reported contrast between elevated…
The document outlines two ways to exit a profitable crypto trade: choose a fixed take-profit level or trail a stop-loss as the market moves. A fixed target might be based on resistance, a previous swing high, a round-number price, or a set distance from…
The document explains an algorithmic strategy as a repeated cycle of collecting market and account data, processing it, and placing or cancelling orders. In Hummingbot, strategies read exchange data and user state on each clock tick, then apply logic…
This Freqtrade strategy combines a 14-period Relative Strength Index with 20-period Bollinger Bands calculated from typical price using two standard deviations. It enters a long position when RSI is below 30 and the close is below the lower band, treating…
This article presents a modified high-frequency “profit harvester” concept for a one-way crypto perpetual-futures market. It tracks recent trades and order-book prices, then compares a short-term weighted price estimate with recent highs or lows. A move…
The article surveys passive-income approaches for crypto holders, focusing on staking proof-of-stake assets and lending stablecoins. Staking can generate rewards while leaving the holder exposed to changes in the token’s market price; lending stablecoins can…
This forum post reports a rejected Bitcoin sell order on an OKCoin futures account. The submitted quantity was 5.99 BTC, and the exchange response said that the order quantity must be a multiple of the lot size. The accompanying logs show the displayed…