Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
157 documentos
This client code illustrates order handling for coin-margined futures. It configures position mode, margin mode, and leverage, submits buy and sell orders, checks order status, and exposes account, position, contract, depth, and funding-rate queries. Limit…
The document describes a software framework for executing spread trades across multiple instruments. It tracks each leg’s orders, fills, costs, and positions, then estimates the spread’s completed volume and average fill price. For inverse contracts, it…
This brief guide introduces several common Python errors and ways to begin diagnosing them. It illustrates how visually similar full-width punctuation can trigger a syntax error, how inconsistent indentation can raise an indentation error, and how a function…
This implementation models a spread as a collection of instrument legs, with separate multipliers for calculating its quoted price and translating spread quantities into leg quantities. It combines leg bid and ask prices, reversing which side is used for…
The document is a historical series of hourly candlestick observations for a BCH/USDT market. Each row records a timestamp, open, high, low, close, and traded volume, giving the basic inputs commonly used to inspect price movement, calculate technical…
The document introduces a position calculator for a grid strategy that tracks net quantity, average price, and accumulated profit as fully filled orders arrive. Its example illustrates that after buying at several nearby levels and selling part of the…
This strategy combines Bollinger bands with an average true range stop on fifteen-minute bars. When flat, it places stop-entry orders at the upper and lower bands, aiming to enter on a move beyond the recent range. The band window, band deviation, ATR…
The document describes a data model for parsing a futures account response into account-level totals, per-asset records, and per-position records. Account-level fields include trading permissions, wallet and margin balances, initial and maintenance margin,…
This document compares crypto spot, leveraged spot, and futures trading. It explains that spot positions are not subject to liquidation in the described framework, while borrowed margin positions and futures can be forcibly closed. It outlines long and short…
This document describes a software interface for spot trading. It provides methods for placing limit and market buy or sell orders, checking balances and order status, canceling orders, and retrieving ticker, candle, and order book data. The order wrapper…
This introduction explains Python modules as reusable files, distinguishes modules from packages and libraries, and shows how to import whole modules, selected names, or aliases. It also covers installing third-party packages and using the main-module guard…
This document outlines a per-contract result tracker and a portfolio-level PnL container. The contract tracker stores an opening position, observed trades, position changes, and cumulative long and short traded volumes and costs. It filters duplicate trade…
This document describes an order-routing adapter that connects algorithmic parent orders and exchange-facing child orders through FIX messages. It maps exchanges, order types, directions, and statuses between two systems. A parent order carries the…
This strategy starts by placing buy and sell limit orders around the best bid, then follows whichever side fills. After a fill, it cancels opposing and profit-taking orders and adds another same-direction order at a wider, position-dependent grid interval.…
The material explains how an order-management component adapts close orders to futures position rules. It maintains separate long and short holdings, splitting each into positions opened today and positions carried from earlier sessions. Incoming position…
This example demonstrates a workflow for analyzing Bitcoin market data across multiple time intervals. It loads minute bars for a specified historical period, configures a transaction-rate assumption, and selects several technical indicators, including ATR,…
The document contains historical ADA/USDT candlestick observations at half-hour intervals. Each row records a timestamp, open, high, low, close, and traded volume, allowing a researcher to inspect price movement and activity or use the series as an input to…
The strategy compares the current marked value of its position with a stored balance amount on each new bar. When the relative difference reaches a configurable threshold, it trades toward balance: it buys when the stored amount exceeds position value and…
This strategy uses a fast and a slow moving average to trade a cryptocurrency futures contract. A bullish crossover opens a long position or reverses a short position; a bearish crossover opens short or reverses long. Signals use earlier completed bars…
This strategy enters long or short positions when price reaches the rolling high or low over an entry window. It adds up to four fixed-size units at progressively spaced price levels, with spacing tied to the average true range (ATR). When a position is…
This tutorial introduces Python strings as immutable sequences of characters and explains common operations for working with them. It covers concatenation, length, indexing and slicing, splitting text into lists, and searching with methods such as count,…
This code provides a client wrapper for trading and querying USDT margined perpetual futures. It configures position mode, margin mode, and leverage, then supports buy and sell orders with limit, market, or other order types. After submission, it checks…
The document defines common records used to represent ticks, bars, orders, fills, positions, accounts, contracts, and trading requests. Fields capture instrument identity, exchange, time, prices, volumes, order state, and selected contract properties.…
This document describes a live monitoring system in which users define named formulas over instrument prices. The system subscribes to the instruments referenced by each rule, reads their latest available prices when market updates arrive, evaluates the…