Orca

Shamu II - Liquidity Hunter: An Orca CLMM strategy for RWA pools Shamu stopped chasing price. Now it hunts where price is going. Shamu v1 was born in a Hummingbot botcamp years ago - an algorithm that rapidly shifted LP positions across Orca's concentrated liquidity buckets to keep tight fee-earning brackets around price. It worked, and it earned attention, but it also bled: chasing price means constantly arriving late, and impermanent loss is the toll for that. Shamu has matured. A young orca hunts by outrunning prey in open water. A mature orca studies the migration route and waits at the strait the prey has to pass through. The kill isn't a sprint, it's geometry. Liquidity Hunter applies that logic to Orca's RWA pools. Price isn't noise to chase, it's prey drawn toward specific liquidity levels. When price reaches one, it triggers a raid. It causes dense trading activity and consolidation in a tight range, before price expands toward the next target. v1 stayed wrapped tight around wherever price was. v2 anticipates where price is headed and pre-positions brackets there before the raid begins, holding tight, tick-optimized ranges through consolidation, and stepping out of the water during expansions that offer nothing but IL. Same apex predator, same name. Different hunt. Shamu no longer chases the current, it knows where it's going, and it's already there waiting.

Racing for

Orca

Nazir Adams

I plan to build an agent that identifies patterns within the market, double tops, head n shoulders etc. By putting together a playbook to identify these types of patterns one can easily identify the patterns as they happen. The agent will be able to run backtests on any pair on any exchange and build up data to more accurately identify the patterns for a particular pair and determine what the best average TP/SL/TL is. The agent can then trade the patterns when they appear,

James LO

Autonomous concentrated liquidity market-maker on Meteora Dynamic Liquidity Market Maker (DLMM) on Solana. Each tick, it scans Meteora DLMM pools via GeckoTerminal, selects the pool with the highest volume-to-total-value-locked (V/T) ratio that passes structural and routability checks, rebalances the wallet via Jupiter if needed, and deploys a managed liquidity-providing (LP) position — closing it automatically when defined exit conditions are met.

Racing for

Botcamp

David Pere

solutions engineering schizo

Derive CESF Crash-Mass: Hummingbot V2 controller + Condor agent that buys cheap vol when HAR-RV/EWMA forecast > SVI ATM IV and CESF crash-mass says downside is operationally distinguishable. Perps proxy + Black76 options, Kelly + Guard, 1h, 4-pair universe.

Racing for

Derive

Casmir Patterson

Quantative Developer

I want to build a market making bot for SAGA->Solana to provide liquidity for my BEZY Token, Using a token buy back and volume bot strategy to accumulate supply and stabilize and support our market cap.

Racing for

Botcamp

Anonymous Builder

I want to build an autonomous, AI-driven spot trading agent designed for consistent capital preservation and smart liquidity provisioning. The agent leverages LLMs via the Condor Agent Harness to dynamically adapt to shifting market conditions while maintaining strict, automated risk boundaries to protect the trading capital under all circumstances.

Racing for

Bitget

Southen_ .

iCode

### 📝 Clean Strategy Description (Copy & Paste Ready) **Strategy Type & Protocol:** An autonomous, volatility-adaptive Concentrated Liquidity (DLMM) market-maker on Solana via Meteora DLMM pools, connected through Hummingbot Gateway with cross-venue delta-hedging on perpetual markets (Bitget / Gate.io / Hyperliquid). **Core Mechanics:** Rather than deploying static bin ranges, the agent dynamically prices bin spreads in Realized Volatility units (Garman-Klass / Parkinson RV). It switches between symmetric Gaussian Curve distributions during mean-reverting consolidation (maximizing fee capture per dollar) and momentum-skewed BidAsk distributions during directional trending flow. **Cross-Venue Hedging (Delta-Neutral Yield):** As price moves across bins and spot inventory shifts, the controller continuously tracks net portfolio delta in real-time and executes low-latency micro-hedges on perpetuals to maintain 100% delta neutrality. This transforms concentrated LPing into a pure fee-harvesting engine insulated from underlying token drawdowns. **What Makes This Unique:** 1. **Volatility-Engineered Bins:** Dynamic bin range expansion and compression calibrated to expected bin dwell time rather than arbitrary fixed percentages. 2. **Economic Churn Gate:** Prevents the "rebalance whip" by enforcing that Expected Incremental Fees must exceed (Slippage + Solana Priority Fees + Hedge Rebalance Costs), backed by multi-slot dwell time verification. 3. **Fail-Closed Safety Engine:** Built with the Hummingbot V2 Controller architecture, featuring automated markout telemetry, stale RPC circuit breakers, and hard inventory floor stops.

Racing for

Meteora

John Schugart

subject to change: A cross-venue market maker on Derive -PERP, built as a Hummingbot V2 controller with a Condor routine supervising it. Fair value comes from the deepest same-currency leader, basis-adjusted, with volatility from a slow window. Quotes rest in a ladder around that fair value: tight levels for volume, wide levels for edge. Every level is re-quoted when the leader moves, and every fill is hedged or marked back to the leader.

Blas Palmisciano

An agent run fleet of Hummingbot market making bots, continuously improved by agents that backtest candidate configs at 1 second fidelity on a live identical local engine and deploy the winners. It's unique because it creates an autonomous optimize → deploy → monitor loop

Racing for

Botcamp

Strategy type: A DEX-anchored market-making agent. Instead of pricing off the order book it's quoting into (which for a thin or newly listed token is empty, one-sided, or ours), the agent takes its fair value from the on-chain spot price of the asset's deepest Uniswap V3 pool, read directly from slot0 over RPC, and quotes a symmetric ladder of post-only limit orders around it on a centralized-style order book. In effect it exports on-chain liquidity to venues that don't have any yet. Markets / exchanges: Hyperliquid spot, AsterDEX spot, with Uniswap V3 on Arbitrum as the price oracle. Built for long-tail tokens that are liquid on-chain but have empty CEX/perp-DEX books — we bootstrapped the first two-sided market for a newly listed token from a literally empty book and have run it live since August 19 at up to $300k per side. What makes it unique: 1. The anchor is the DEX, not the venue. Reference quality is graded every tick (ok / degraded / stale / none) by comparing the pool price to whatever third-party liquidity exists on the venue after stripping our own orders and dust; degraded → every quote widens, stale or too far from the venue → all quotes pulled. The agent also measures how much capital it would cost to move the anchor pool 0.1% / 1% and logs it as its own risk, because a manipulable oracle is the real threat to this strategy. 2. Inventory-aware, not just symmetric. Quotes skew in price and size toward a target base/quote value fraction, bounded by drift brackets around actual holdings, with per-side burst-fill pauses to defuse pick-offs and a daily-loss latch that survives restarts. 3. Built for the venue's real constraints. Batched place/modify/cancel, integer-tick price math, deterministic client order IDs, a single serialized nonce queue, exponential backoff on venue refusals, and a triple dead-man (scheduled cancel + SIGTERM cancel-all + an independent watchdog process that cancels everything if the engine's heartbeat goes stale). 4. It's an Agent, not a script. The market maker is one strategy an LLM-powered trading Agent can propose from chat, priced against the user's policy engine and started only through a human "slide to approve." The same engine runs sibling strategies — a DEX↔CEX arbitrage taker and a paced round-trip volume loop — and an orchestrator Agent runs a fleet of them across dozens of exchange accounts as a strategy arena. No LLM is ever in the trading loop; the model decides what to run, deterministic code decides every order.

Racing for

Botcamp

Roman Kurnovskii

Software Engineer

I want to build a market-making agent that provides liquidity on Hyperliquid perpetuals contracts. This agent will extend Etemaro's core ReAct (Reasoning + Acting) LLM agent framework to operate on Hyperliquid's perpetual swap markets. The agent will continuously monitor market conditions, adjust bid/ask spreads dynamically, and manage inventory risk to provide liquidity while capturing spreads.

Racing for

Meteora

BitBrainy

Meteora DLMM auto-rebalancer on Solana. I will provide liquidity on one liquid Meteora pool (e.g. SOL/USDC or another major pair), not long-tail memes. The agent keeps the LP range around the current price. When price leaves the range, it closes and reopens only if expected fees beat rebalance cost (gas + slippage). Hard stop on drawdown and failed transactions. Built with Condor + Hummingbot LP executor + Gateway Meteora connector. Optional later: hedge leftover inventory on a perp venue.

Racing for

Meteora

An options-aware adaptive grid for Derive perpetuals,

Racing for

Derive

I am building a Condor Agent that orchestrates Hummingbot V2 execution for volatility-scaled market making on Bitget USDT-M perpetuals — not a discretionary LLM trader. The agent quotes both sides with spreads and sizes driven by realised volatility and inventory skew, then measures short-horizon markout, fees, and adverse selection after each fill. It only tightens quotes when observed net edge supports it, and switches between pre-tested tight / normal / defensive / paused modes when conditions deteriorate. Hard capital limits (inventory caps, drawdown halt, no runaway leverage, stop on stale data) are enforced in code independently of the LLM so the bot can run unattended for the 48-hour finals. Condor is already deployed on my VPS; I will submit the Condor agent, strategy.md, and a live demo before the freeze.

Racing for

Bitget

Aven

I want to build a market making agent in XRPL.

Racing for

XRPL

Shamu II - Liquidity Hunter: An Orca CLMM strategy for RWA pools Shamu stopped chasing price. Now it hunts where price is going. Shamu v1 was born in a Hummingbot botcamp years ago - an algorithm that rapidly shifted LP positions across Orca's concentrated liquidity buckets to keep tight fee-earning brackets around price. It worked, and it earned attention, but it also bled: chasing price means constantly arriving late, and impermanent loss is the toll for that. Shamu has matured. A young orca hunts by outrunning prey in open water. A mature orca studies the migration route and waits at the strait the prey has to pass through. The kill isn't a sprint, it's geometry. Liquidity Hunter applies that logic to Orca's RWA pools. Price isn't noise to chase, it's prey drawn toward specific liquidity levels. When price reaches one, it triggers a raid. It causes dense trading activity and consolidation in a tight range, before price expands toward the next target. v1 stayed wrapped tight around wherever price was. v2 anticipates where price is headed and pre-positions brackets there before the raid begins, holding tight, tick-optimized ranges through consolidation, and stepping out of the water during expansions that offer nothing but IL. Same apex predator, same name. Different hunt. Shamu no longer chases the current, it knows where it's going, and it's already there waiting.

Racing for

Orca

Nazir Adams

I plan to build an agent that identifies patterns within the market, double tops, head n shoulders etc. By putting together a playbook to identify these types of patterns one can easily identify the patterns as they happen. The agent will be able to run backtests on any pair on any exchange and build up data to more accurately identify the patterns for a particular pair and determine what the best average TP/SL/TL is. The agent can then trade the patterns when they appear,

James LO

Autonomous concentrated liquidity market-maker on Meteora Dynamic Liquidity Market Maker (DLMM) on Solana. Each tick, it scans Meteora DLMM pools via GeckoTerminal, selects the pool with the highest volume-to-total-value-locked (V/T) ratio that passes structural and routability checks, rebalances the wallet via Jupiter if needed, and deploys a managed liquidity-providing (LP) position — closing it automatically when defined exit conditions are met.

Racing for

Botcamp

David Pere

solutions engineering schizo

Derive CESF Crash-Mass: Hummingbot V2 controller + Condor agent that buys cheap vol when HAR-RV/EWMA forecast > SVI ATM IV and CESF crash-mass says downside is operationally distinguishable. Perps proxy + Black76 options, Kelly + Guard, 1h, 4-pair universe.

Racing for

Derive

Casmir Patterson

Quantative Developer

I want to build a market making bot for SAGA->Solana to provide liquidity for my BEZY Token, Using a token buy back and volume bot strategy to accumulate supply and stabilize and support our market cap.

Racing for

Botcamp

Anonymous Builder

I want to build an autonomous, AI-driven spot trading agent designed for consistent capital preservation and smart liquidity provisioning. The agent leverages LLMs via the Condor Agent Harness to dynamically adapt to shifting market conditions while maintaining strict, automated risk boundaries to protect the trading capital under all circumstances.

Racing for

Bitget

Southen_ .

iCode

### 📝 Clean Strategy Description (Copy & Paste Ready) **Strategy Type & Protocol:** An autonomous, volatility-adaptive Concentrated Liquidity (DLMM) market-maker on Solana via Meteora DLMM pools, connected through Hummingbot Gateway with cross-venue delta-hedging on perpetual markets (Bitget / Gate.io / Hyperliquid). **Core Mechanics:** Rather than deploying static bin ranges, the agent dynamically prices bin spreads in Realized Volatility units (Garman-Klass / Parkinson RV). It switches between symmetric Gaussian Curve distributions during mean-reverting consolidation (maximizing fee capture per dollar) and momentum-skewed BidAsk distributions during directional trending flow. **Cross-Venue Hedging (Delta-Neutral Yield):** As price moves across bins and spot inventory shifts, the controller continuously tracks net portfolio delta in real-time and executes low-latency micro-hedges on perpetuals to maintain 100% delta neutrality. This transforms concentrated LPing into a pure fee-harvesting engine insulated from underlying token drawdowns. **What Makes This Unique:** 1. **Volatility-Engineered Bins:** Dynamic bin range expansion and compression calibrated to expected bin dwell time rather than arbitrary fixed percentages. 2. **Economic Churn Gate:** Prevents the "rebalance whip" by enforcing that Expected Incremental Fees must exceed (Slippage + Solana Priority Fees + Hedge Rebalance Costs), backed by multi-slot dwell time verification. 3. **Fail-Closed Safety Engine:** Built with the Hummingbot V2 Controller architecture, featuring automated markout telemetry, stale RPC circuit breakers, and hard inventory floor stops.

Racing for

Meteora

John Schugart

subject to change: A cross-venue market maker on Derive -PERP, built as a Hummingbot V2 controller with a Condor routine supervising it. Fair value comes from the deepest same-currency leader, basis-adjusted, with volatility from a slow window. Quotes rest in a ladder around that fair value: tight levels for volume, wide levels for edge. Every level is re-quoted when the leader moves, and every fill is hedged or marked back to the leader.

Blas Palmisciano

An agent run fleet of Hummingbot market making bots, continuously improved by agents that backtest candidate configs at 1 second fidelity on a live identical local engine and deploy the winners. It's unique because it creates an autonomous optimize → deploy → monitor loop

Racing for

Botcamp

Strategy type: A DEX-anchored market-making agent. Instead of pricing off the order book it's quoting into (which for a thin or newly listed token is empty, one-sided, or ours), the agent takes its fair value from the on-chain spot price of the asset's deepest Uniswap V3 pool, read directly from slot0 over RPC, and quotes a symmetric ladder of post-only limit orders around it on a centralized-style order book. In effect it exports on-chain liquidity to venues that don't have any yet. Markets / exchanges: Hyperliquid spot, AsterDEX spot, with Uniswap V3 on Arbitrum as the price oracle. Built for long-tail tokens that are liquid on-chain but have empty CEX/perp-DEX books — we bootstrapped the first two-sided market for a newly listed token from a literally empty book and have run it live since August 19 at up to $300k per side. What makes it unique: 1. The anchor is the DEX, not the venue. Reference quality is graded every tick (ok / degraded / stale / none) by comparing the pool price to whatever third-party liquidity exists on the venue after stripping our own orders and dust; degraded → every quote widens, stale or too far from the venue → all quotes pulled. The agent also measures how much capital it would cost to move the anchor pool 0.1% / 1% and logs it as its own risk, because a manipulable oracle is the real threat to this strategy. 2. Inventory-aware, not just symmetric. Quotes skew in price and size toward a target base/quote value fraction, bounded by drift brackets around actual holdings, with per-side burst-fill pauses to defuse pick-offs and a daily-loss latch that survives restarts. 3. Built for the venue's real constraints. Batched place/modify/cancel, integer-tick price math, deterministic client order IDs, a single serialized nonce queue, exponential backoff on venue refusals, and a triple dead-man (scheduled cancel + SIGTERM cancel-all + an independent watchdog process that cancels everything if the engine's heartbeat goes stale). 4. It's an Agent, not a script. The market maker is one strategy an LLM-powered trading Agent can propose from chat, priced against the user's policy engine and started only through a human "slide to approve." The same engine runs sibling strategies — a DEX↔CEX arbitrage taker and a paced round-trip volume loop — and an orchestrator Agent runs a fleet of them across dozens of exchange accounts as a strategy arena. No LLM is ever in the trading loop; the model decides what to run, deterministic code decides every order.

Racing for

Botcamp

Roman Kurnovskii

Software Engineer

I want to build a market-making agent that provides liquidity on Hyperliquid perpetuals contracts. This agent will extend Etemaro's core ReAct (Reasoning + Acting) LLM agent framework to operate on Hyperliquid's perpetual swap markets. The agent will continuously monitor market conditions, adjust bid/ask spreads dynamically, and manage inventory risk to provide liquidity while capturing spreads.

Racing for

Meteora

BitBrainy

Meteora DLMM auto-rebalancer on Solana. I will provide liquidity on one liquid Meteora pool (e.g. SOL/USDC or another major pair), not long-tail memes. The agent keeps the LP range around the current price. When price leaves the range, it closes and reopens only if expected fees beat rebalance cost (gas + slippage). Hard stop on drawdown and failed transactions. Built with Condor + Hummingbot LP executor + Gateway Meteora connector. Optional later: hedge leftover inventory on a perp venue.

Racing for

Meteora

An options-aware adaptive grid for Derive perpetuals,

Racing for

Derive

I am building a Condor Agent that orchestrates Hummingbot V2 execution for volatility-scaled market making on Bitget USDT-M perpetuals — not a discretionary LLM trader. The agent quotes both sides with spreads and sizes driven by realised volatility and inventory skew, then measures short-horizon markout, fees, and adverse selection after each fill. It only tightens quotes when observed net edge supports it, and switches between pre-tested tight / normal / defensive / paused modes when conditions deteriorate. Hard capital limits (inventory caps, drawdown halt, no runaway leverage, stop on stale data) are enforced in code independently of the LLM so the bot can run unattended for the 48-hour finals. Condor is already deployed on my VPS; I will submit the Condor agent, strategy.md, and a live demo before the freeze.

Racing for

Bitget

Aven

I want to build a market making agent in XRPL.

Racing for

XRPL