DOGE Hyperliquid-vs-Binance Funding-Gap Carry: delta-neutral short the rich-funding venue / long the cheap one while the 3-day funding gap persists (1-DAY decisions, long-short, cross-venue)

Cross-venue, market-neutral carry on one coin, DOGE, across two perpetual venues: DOGEUSD.HYPERLIQUID (HyperliquidCollector OHLCV plus hourly funding_history, data/supplementary/hyperliquid/funding_history/DOGE, from 2023-05-12) and DOGEUSDT.BINANCE (USD-M perp, Binance Vision OHLCV plus 8h fundingRate, data/supplementary/fundingRate/DOGEUSDT). The catalog holds 1-DAY bars for both legs (DOGEUSD.HYPERLIQUID-1-DAY-LAST-EXTERNAL and DOGEUSDT.BINANCE-1-DAY-LAST-EXTERNAL), giving about 1,200 overlapping days. The two venues serve different populations. Hyperliquid is on-chain, retail and leverage-hungry, with hourly funding. Binance is deeper and has more arbitrage capital. Funding on the two venues therefore diverges, and the divergence is persistent, not noise. Pre-study on local data (daily summed funding; spread = HL minus Binance): - When the trailing 3-day mean spread exceeded +0.05%/day, the next 10 days' summed spread averaged +1.20% (n=223 signal-days). - When it was below -0.05%/day, the next 10 days averaged -0.83% (n=92). - At a 0.08%/day threshold the figures were +1.41% and -1.04%. - The same persistence holds on SOL, LINK, AVAX, SUI and WIF (+0.6% to +1.5% over 10 days), so this is not a DOGE artefact. DOGE is chosen because it is strongest in both directions. - HL DOGE funding has 0 conflicting duplicate timestamps; the AAVE pair died on exactly that audit. Only two instruments on daily bars (~1,200 bars), so no risk of a sandbox timeout. Precompute both funding series as sorted numpy arrays once in __init__ and read them with supp_as_of / bisect only. Venue choice: a cross-venue, long-short, Hyperliquid-plus-Binance design fills the most under-represented buckets (cross-venue 7.3% vs a 15% target; long-short 16.8%; HL 7.6% vs a 20% target). It avoids BTC entirely. Not the dead 'Binance-vs-OKX funding differential' (that died no_trades with a 0.35% 3-day threshold): HL-vs-Binance gaps are 3-10x larger and the trigger here fires on ~25% of days. Not L111: no directional price bet is taken. The return is a contractual cash flow that the engine accrues on both legs.

Verification failed (Layer 4 — QA review) [class=code_defect]: - [critical] The two entry orders are submitted independently, but submission or an inflight primary order is treated as a completed hedge. If either venue rejects an order or fills only part of it, the other leg can remain naked or materially unbalanced until the next synchronized daily bar. There are no strategy-specific fill/rejection handlers to reconcile exposure promptly. Sizing uses only Hyperliquid account equity, so insufficient Binance margin is also a plausible trigger. (line 226) — fix: Track both entry orders and actual filled quantities. Handle denied, rejected, canceled, and partial-fill events by promptly hedging the filled exposure or unwinding it. Check available margin on both venues before entry, and establish held-position state from confirmed fills. - [warning] Funding coverage checks only the first timestamp and latest observation. Missing settlements inside the trailing window are silently treated as zero funding, potentially creating a false cross-venue gap even when both feeds appear fresh. (line 169) — fix: Validate settlement coverage within each signal window and suppress entries when either venue has material gaps. - [warning] The sandbox took 290.3 seconds for 1,667 daily bars, close to its 300-second limit. Strategy funding lookups are bounded prefix-sum/bisect operations, so the supplied evidence does not establish a strategy-side history-rescan defect. — fix: Profile engine funding accrual, data preparation, and strategy execution before repeated optimization runs.