Strategies
Explore trading strategies submitted by Botcamp members to earn their certifications.
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164 results
@wei-hong/cohort-13-perp-xemm
Perp XEMM
Perp XEMM
@raj/cohort-13-market-making-at-the-touch
Market Making At-The-Touch
A market-making strategy optimised for posting at the top of the order book (the "touch") on both sides. It decides, at every tick, whether to keep a buy LO at the best bid and/or a sell LO at the best ask, based on the agent's current inventory and how much time is left in a rolling horizon. The decision rule comes from solving an offline stochastic-control problem; the live controller is just a fast lookup against a pre-baked table.
@todd-griggs/cohort-12-tradingviewhummingbot-webhook-trading-strategy
Tradingview/Hummingbot Webhook Trading Strategy
This automated trading system works like a three-part assembly line. First, a strategy on TradingView generates the initial buy or sell signal and sends it out. Next, a secure server acts as a middleman, catching the signal, verifying it, and passing it along. Finally, the Hummingbot execution engine receives the command and places the actual trade on the correct crypto exchange, managing the position from there.
@xnikos/cohort-11-leader-follower-directional-divergence
Leader-Follower Directional Divergence
This strategy monitors a "leader" coin and a "follower" coin, automatically opening a trade whenever their price trends diverge and start moving in opposite directions. It operates on the assumption that this divergence is temporary. The position is then automatically closed as soon as the two coins align and begin trending in the same direction again.
@matt-marooney/cohort-9-shamu-dynamic-clmm-strategy-on-orca
shamu - Dynamic CLMM Strategy on Orca
This strategy requires direct interaction with the Orca protocol on the Solana blockchain, which isn't currently supported by Hummingbot. To work around this limitation, I built a custom, standalone bot that includes the necessary code to test the concept. The code was written in a modular way, so it can be easily integrated into Hummingbot in the future.
@patrick-meier/cohort-7-liquidation-sniper
Liquidation Sniper
This strategy acts like a "liquidation sniper," monitoring Binance for large, forced-selling events that cause temporary price crashes. When a significant liquidation is detected, the bot automatically buys into the dip in stages, betting on the quick price rebound that often follows. The position is managed with a "triple barrier" system, which sets automatic take-profit, stop-loss, and time-based exits for risk control.
@daniel-sigurbjornsson/cohort-6-volvolmom
Vol_Vol_Mom
A trading strategy was implemented and tested using Hummingbot on the XRP Ledger's decentralized exchange. Real-world application revealed significant challenges in achieving consistent profitability. The key lesson learned is that success in this environment requires a continuous cycle of rapid strategy adjustments and detailed analysis of past trades.
@shahmat/cohort-13-hyperliquid-pullback
Hyperliquid Pullback
Trend following strategy that finds a "pullback" pattern using keltner channels and sets a measured move target based on pivot lows to calculate TP/SL.
@isreallee82/cohort-13-flowedge
FlowEdge
Regime-adaptive directional controller with multi-timeframe signal generation, NATR-scaled DCA entries, funding rate bias, and embedded self-adaptive threshold. Uses ADX regime detection to suppress entries in choppy markets and fire 3-level maker DCA positions when both fast (3m) and slow (15m) timeframes confirm a trending regime.
@jacob/cohort-13-hat-rebalancer
Hat Rebalancer
The Hat Rebalancer is a multi-layer concentrated liquidity controller that deploys capital across N overlapping LP positions at progressively tighter price ranges. The shape of a liquidity forms a hat-shaped distribution, taking advantage of highly correlated assets.
@james-lo-tsz/cohort-13-meteora-lp-agent
Meteora LP Agent
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.
@adam-torgerson/cohort-13-ancient-finch
Ancient Finch
A set of condor routines to to monitor market conditions and maintain a pmm_mister controller in times of low volatility, and a grid_strike controller in times of high volatility.
@vzmievski/cohort-13-pmm-mister-dynamic
PMM Mister Dynamic
PMMMisterDynamic is a modification of PMM Mister strategy where some of original PMM Mister static parameters are replaced with a dynamically adjusted functions of the market volatility and trend
@alexia-quan/cohort-12-vwad-enhanced-bollinger-strategy
VWAD Enhanced Bollinger Strategy
VWAD is an advanced trading strategy that analyzes trading volume to better predict which way the price will move. It constantly watches the amount of buying and selling activity and uses this information to automatically place smarter trade orders. This allows it to make more informed decisions based on the real momentum in the market.
@tri/cohort-12-shufflemania
Shufflemania
This strategy involves placing both buy and sell orders on a Decentralized Exchange (DEX) to act as a market maker. When one of those orders is filled, an opposite trade is then executed on a different exchange. This allows a trader to operate across two separate markets.
@joris-zierold/cohort-12-jlpusdc-leveraged-lending-strategy
JLP/USDC Leveraged Lending Strategy
This is a framework for testing crypto investment strategies on the Kamino Protocol by closely tracking their performance and risk. The system monitors your investments, warns you on Discord if they become too risky, and provides instructions on how to protect your funds. It saves all the data for analysis and is designed to be easily upgraded for future use.
@james-lo-tsz/cohort-12-pmm-for-liquidity-mining-hedged-regime-switching
PMM for liquidity mining (Hedged + Regime Switching)
This strategy aims to earn weekly XRP rewards by making it easier for others to trade on the XRP Ledger, all while using safeguards to protect against investment risk.
@christian-schroer/cohort-12-following-spot-orderbook-skew-and-fading-open-interest-rsi
Following Spot Orderbook Skew & Fading Open Interest RSI
This script watches the balance of buy/sell orders and the total number of open contracts for major cryptocurrencies like BTC, ETH, and SOL. When these two indicators show opposing extremes (e.g., one is "overbought" while the other is "oversold"), it automatically opens a trade to bet on a price reversal. The script then closes the position once the market imbalance has corrected and returned to a more neutral level.
@max-gnesi/cohort-12-meteora-dlmm-micro-structure-analysis
Meteora DLMM Micro-Structure Analysis
This system acts as an early warning tool by analyzing the underlying structure of a crypto market instead of just its price. It automatically studies how traders place buy and sell orders to distinguish between normal retail activity, large institutional moves, and automated bot strategies. When the system detects a significant change in these deep market patterns, it sends a Telegram alert, often before a major price movement happens.
@pasha/cohort-12-multi-exchange-funding-arb
Multi-Exchange Funding Arb
This is an automated trading script that profits from funding rate arbitrage—the small differences in fees between two crypto exchanges for the same asset. It works by simultaneously opening opposite positions (a long on one exchange and a short on the other), which allows it to collect the rate difference while being hedged against price movements. The script includes numerous safety controls, only entering trades when the potential profit is high enough and automatically closing them when the opportunity disappears.
@loo-yin-ng/cohort-12-divergence-signal-to-macd-bb-directional-strategy
Divergence signal to macd bb directional strategy
This script improves a standard trading strategy by requiring an extra confirmation before making a move. In addition to using common signals from Bollinger Bands and MACD, it specifically looks for MACD divergence, which happens when the asset's price and the indicator start moving in opposite directions. A trade is only placed when this powerful divergence signal is present, making the strategy more selective and reliable.
@christoph-richter/cohort-11-dynamic-cross-exchange-market-making-strategy
Dynamic Cross-Exchange Market Making Strategy
This strategy provides liquidity by placing orders on a smaller exchange and instantly hedging every trade on a larger one to capture price differences. Its key feature is a smart volatility filter that only permits trading when the market is in a not too calm and not too chaotic. This defense mechanism allows the strategy to earn profits during stable conditions while preserving its capital by automatically pausing during unpredictable periods.
@ivan-anashkin/cohort-11-directional-strategy-on-wld-usdt-perp
Directional Strategy on WLD-USDT Perp
This strategy is like "riding the wave" of the market by betting that a strong price trend will continue in its current direction. It uses perpetual futures contracts to place these bets on either an upward (long) or downward (short) momentum.
@stanislav-viyachev/cohort-11-bootstrapping-lp-on-clmm-pools
Bootstrapping LP on CLMM pools
This strategy actively manages a liquidity position by splitting it into three dynamic ranges set around the current market price. As the market moves, it automatically shifts these three positions to follow along, constantly rebalancing your capital. This approach ensures your investment remains active and optimized for earning fees in real-time.
@jonathan-wagner/cohort-11-hedgedoge
HedgeDOGE
This strategy buys a target crypto and immediately hedges a specific percentage of that position by depositing it into a liquidity pool. The entire trade is managed by a "Triple Barrier" method, which automatically sells the asset if it hits a predefined profit target, stop-loss level, or time limit. To get the best prices and reduce market impact, the system can also spread its trades across multiple decentralized exchanges.
@vassilis-papapanagiotou/cohort-11-lp-hedging-with-shorting-on-cex
LP hedging with shorting on CEX
This strategy allows you to safely earn high yields from liquidity pools by hedging the risk of holding a volatile crypto asset. It constantly monitors your exact exposure to the volatile coin within the pool and maintains a short position of the same size on a separate centralized exchange. This approach is designed to neutralize losses from any price drops, allowing you to primarily benefit from the interest earned in the liquidity pool.
@ali-ihsan/cohort-11-adaptive-yield-farming-with-supported-cex-price-signals
Adaptive Yield Farming with Supported CEX Price Signals
This strategy helps maximize your yield farming profits by automatically rebalancing your investment based on two key triggers. It will adjust your position if it sits inactive for too long and stops earning fees. Additionally, it will also rebalance if the price on your decentralized exchange (DEX) diverges too far from a major centralized exchange (CEX), prompting a strategic reset.
@konstantin-smirnov/cohort-11-pure-market-making-with-dynamic-spread-control
Pure Market Making with Dynamic Spread Control
This controller is an enhanced version of the PMM V2 strategy, now with the ability to use technical indicators like MACD and NATR to automatically adjust its trading prices and spreads. For more flexibility, it can also pull price information from a custom, external source. Additionally, the strategy now makes smarter decisions by considering its starting asset inventory before it begins trading.
@tee-srisantithum/cohort-11-grid-amount-scaler
Grid Amount Scaler
This grid trading strategy automatically increases the size of its orders the further they are from the current market price. This design allows it to aggressively buy into significant price drops and sell heavily into major rallies, maximizing impact at these key levels. The strategy operates mechanically with a fixed amount of capital, relying purely on this price-based logic rather than any technical analysis signals.
@steven-chen4hao/cohort-11-asymmetric-barbell-strategy
Asymmetric Barbell Strategy
This enhanced strategy combines MACD and Bollinger Bands to generate high-conviction trading signals, improving upon the original with smarter position management. Its key feature is using dynamic risk parameters, where stop-loss and take-profit levels automatically adjust to current market volatility. Furthermore, it scales into trades using sophisticated, multi-part order distributions instead of placing a single order.
cohort-10-multimarket-pure-market-making-strategy
Multimarket Pure Market Making Strategy
This market-making strategy places buy and sell orders on multiple exchanges at the same time, using a shared inventory to make smarter decisions. It automatically adjusts its trading spreads based on its total holdings, encouraging buys or sells to keep its inventory balanced. For risk management, every position is protected by a "triple barrier" system that sets automatic take-profit, stop-loss, and time-based exits.
@patrick-poirier/cohort-10-fixed-grid-strategy-on-binance
Fixed Grid Strategy on Binance
My grid trading bot for PEPE made a 3.26% profit, but I stopped it when the price quickly trended above my set trading range. This return was less than the 6.8% I could have earned by simply holding PEPE during the same period. This outcome is expected, as grid bots are designed to profit from sideways-moving markets and tend to underperform in strong, directional trends.
@christophe-verdot/cohort-10-arbitrage-cexdex
Arbitrage CEX/DEX
This bot is designed to ensure there's always liquidity for the BAI token and that its price is consistent across different exchanges. It performs market-making duties by keeping the buy and sell prices close together, which is often a requirement for exchange listings. Furthermore, it constantly monitors prices on MEXC, Uniswap, and Pancakeswap, automatically trading between them to eliminate any price discrepancies.
@viktoria-tsybko/cohort-10-xemm-explorer
XEMM Explorer
This script is designed to find and confirm profitable Cross-Exchange Market Making opportunities across multiple crypto pairs. It works by systematically placing a sequence of individual buy and sell orders on one exchange (the "maker"). Throughout this process, it continuously monitors the price on a second, separate exchange (the "taker") to validate if a worthwhile trading opportunity exists between them.
@christopher-mercer/cohort-9-triangular-arbitrage-etcusdc-btcusdc
Triangular Arbitrage ETC/USDC ↔ BTC/USDC
A triangular arbitrage trade was executed on Coinbase using the V1 client, involving the ETC/USDC, ETC/BTC, and BTC/USDC markets. This strategy involved a rapid, three-step conversion between the assets to capitalize on a temporary price imbalance and generate a profit.
@christopher-bram/cohort-9-dynamic-mm-based-on-bollinger-bands
Dynamic MM based on Bollinger bands
This is a dynamic market-making strategy that uses Bollinger Bands to read the market's current condition. It automatically adjusts how it trades whenever it detects that the market is either trending strongly or experiencing a period of high volatility.
@marcus-lindley/cohort-9-market-maker-certification-strategy-operator
Market Maker Certification - Strategy Operator
@simon-moxon/cohort-9-pc-yay
PC-Yay!
@siam-thongnak/cohort-9-multi-asset-xemm
Multi Asset XEMM
This strategy aims to increase profits by narrowing its focus to only the three most stable assets available. By avoiding highly volatile options, it seeks out more consistent and predictable trading opportunities.
@gerald-luzangi/cohort-9-liquidhood-cex-dex
Liquidhood CEX-DEX
This strategy acts as a liquidity bridge between busy and quiet markets. It involves taking assets from high-volume exchanges, where liquidity is plentiful, and using them to provide liquidity or execute trades on less active, illiquid exchanges. This approach aims to profit from the wider price spreads and better trading opportunities that often exist in markets with lower trading volume.
@alex-mellusco/cohort-8-fair-price-xrpl-xemm
Fair Price XRPL XEMM
To provide liquidity on an illiquid exchange like the XRPL DEX, you can algorithmically quote buy and sell orders around a Fair Price derived from a liquid venue’s volume-weighted mid price. By mirroring the liquid exchange’s tighter spreads and applying necessary cross-currency conversion rates, you ensure competitive pricing despite the lower local volume.
@nancy-meng/cohort-8-xrpl-okx-xemm
XRPL OKX XEMM
This strategy extends the cross-exchange market making strategy by leveraging XRPL DEX as the maker exchange and OKX (CEX) as the taker exchange to enhance liquidity, optimize trading efficiency, and capitalize on arbitrage opportunities.
@brett-mollin/cohort-8-cross-exchange-making-with-xrpl-lessgreater-kraken
Cross Exchange Making with XRPL <> Kraken
Provide liquidity to XRPL by leveraging Kraken, a more liquid exchange
@elliot-lee/cohort-8-trinity-strategy-fee-efficient-market-making-strategy-arbitrage-neural-net-mm
Trinity Strategy : Fee-Efficient Market Making Strategy + Arbitrage + Neural Net MM
The purpose of this strategy is to provide liquidity to the market by placing limit buy and sell orders around the current market price without canceling them, thereby minimizing transaction fees from order cancellations. The aim is to profit from the spread between the buy and sell prices while maintaining efficient inventory management and adapting to market conditions. This strategy is cost-effective while ensuring continuous market participation and risk management.
@linus-henriksson/cohort-7-vwap-scalper
VWAP Scalper
This strategy identifies the true average price of an asset using VWAP and then creates a trading channel around it with two volatility bands. It operates on a "mean reversion" principle, looking for trades when the price stretches just outside the first band but not beyond the second. When this specific condition is met, the bot places a trade, betting that the price will quickly snap back toward the average.
@petr-valasek/cohort-7-spot-perpetual-arbitrage-v2
Spot-Perpetual Arbitrage V2
@alec-otto/cohort-7-chop-cutter
Chop Cutter
This mean reversion strategy is designed to profit from small price fluctuations in sideways or "choppy" markets. It uses Bollinger Bands to define the trading range, automatically placing a leveraged sell order at the upper band and a buy order at the lower band. A key safety feature pauses all trading activity during high-volatility events to avoid large losses when a strong trend emerges.
@vlad-ragulin/cohort-7-multi-indicator-directional-strategy
Multi-Indicator Directional Strategy
This predictive model was trained on nearly two years of historical Solana data to forecast the next price move by analyzing long and short-term moving averages. Based on its forecast, it calculates a target position but uses a built-in buffer to avoid over-trading and save on fees. This means it will only execute a trade if the predicted move is significant enough to be worthwhile after transaction costs.
@john-young/cohort-7-cross-sectional-momentum
Cross-Sectional Momentum
This strategy constantly scans a universe of cryptocurrencies to identify the top performers with the strongest recent price momentum. It automatically builds a portfolio by buying these "winners," operating on the principle that assets performing well will continue to do so in the short term. The script then regularly rebalances the portfolio, selling assets that have "cooled off" and replacing them with the new "hottest" coins to continuously chase the market's momentum.
@dmitri-rykunov/cohort-7-cex-dex-spot-xemm
CEX DEX Spot XEMM
In Uniswap v3, liquidity can be provided within a very specific and narrow price range, which functions like a "box." This feature allows for the creation of a limit order by setting a narrow box just above or below the current market price. When the price moves into this range, the protocol automatically swaps one asset for the other, effectively executing a buy or sell order at the target price.
@nicolas-lopez/cohort-7-dynamic-range-management-for-uniswap-v3
Dynamic Range Management for Uniswap V3
This strategy lets you provide liquidity to a Uniswap V3 pool by defining both a custom starting ratio for your two assets and a specific price range for your investment. It actively manages your position to ensure it is always earning trading fees. If the market price moves outside your set range, causing your liquidity to become inactive, the strategy automatically rebalances it for you.
@dingsen-shi/cohort-7-avellaneda-and-stoikov-v2
Avellaneda & Stoikov V2
This bot performs a classic market-making strategy by placing one buy and one sell order on either side of the current market price. To keep up with price changes, it automatically cancels and replaces these orders every few seconds. This constant refresh ensures your orders always track the live market.
@yue-wang/cohort-6-dynamic-ratio-pairs
Dynamic Ratio Pairs
This is a market-neutral pairs trading strategy designed to profit from temporary price imbalances between two historically linked crypto assets. It uses statistical methods like co-integration and EMA analysis to identify when the pair's price ratio has deviated from its normal pattern. The bot then executes opposing trades—buying the undervalued asset and selling the overvalued one—betting on the prices to "mean revert" or snap back together.
@yeyun-chen/cohort-6-rsi-adaptive-market-maker-rsi-amm
RSI Adaptive Market Maker (RSI-AMM)
This smart market-making strategy uses the RSI indicator to sense the market's current momentum, much like a surfer feeling the power of a wave. It then automatically adjusts its buy and sell orders to be in a better position for the next expected price move. This adaptive approach aims to increase profits by anticipating short-term price swings instead of remaining static.
@alex-mukhachou/cohort-6-neural-network-augmented-market-maker-algo-nama
Neural Network Augmented Market Maker Algo (NAMA)
This trading system operates as a two-part team: a "researcher" and a "trader." First, a signal module acts as the researcher, constantly collecting and analyzing market data to generate a clear buy or sell signal. Then, a separate Hummingbot module acts as the trader, reading that signal and executing the actual orders on the exchange.
@floren-bariod/cohort-6-spot-perp-arbitrage
Spot Perp Arbitrage
This market-neutral strategy generates yield by capturing the funding rate from perpetual futures markets. It is executed through a "basis trade," where a long position in a collateral asset, such as staked Ethereum, is perfectly hedged with an equivalent short position in the perpetual futures market. This neutralizes exposure to price volatility, making the funding rate payments the main source of profit.
@gunnlaugur-hreidarsson/cohort-6-automated-cash-and-carry
Automated Cash and Carry
This video demonstrates a market-making strategy that uses two indicators to trade more intelligently. It uses RSI to gauge market momentum and shift its orders to be better positioned for the next price swing. Simultaneously, it uses ATR to measure volatility, automatically widening its spreads for safety in choppy markets and tightening them when things are calm.
@hafthor-gunnlaugsson/cohort-6-perp-arb
Perp Arb
This is a market-neutral arbitrage strategy that profits from temporary price differences for the same perpetual futures contract on two different exchanges, like Binance and Hyperliquid. The strategy works by simultaneously buying the contract on the exchange where it's cheaper while short-selling it on the exchange where it's more expensive. This captures the price spread as profit when the two prices eventually converge, making money regardless of whether the overall market goes up or down.
@federico-cardoso/cohort-5-arbitrage-with-smart-compnent
Arbitrage with Smart Compnent
Hummingbot maintainer and Botcamp instructor Federico showcases the Arbitrage Executor, a tool enabling arbitrage across CEXes and DEXes. He details how it calculates profitability, offers a script for executing the strategy, and underlines the need for sufficient balance.
@wilfred-lau/cohort-5-statistical-arbitrage
Statistical Arbitrage
This strategy first finds two cryptocurrencies that have a historically stable price relationship. When their prices temporarily drift too far apart, the script simultaneously buys the underperforming asset and sells the outperforming one, betting that their price gap will soon snap back to normal.
@danny-almaden/cohort-5-ai-assistant-directional-strategy
AI Assistant Directional Strategy
First, a conversational AI assistant helps you create a custom trading strategy by asking for your desired risk settings, such as stop-loss and take-profit. Once you confirm the setup, a second AI automatically writes the code for the strategy. The strategy itself is designed to be very disciplined, using three moving averages to trade only when they all perfectly align to confirm a strong, sustained uptrend or a clear downtrend.
@michael-feng/cohort-4-backtestable-market-making-strategy
Backtestable Market Making Strategy
This script is a backtesting tool that simulates the performance of a simple market-making strategy using historical data. You provide the basic strategy parameters, like spreads and order size, and select a past time period for the test. The script then runs the simulation and generates a summary report showing you how your strategy would have performed during that time.
@dolm-chen/cohort-4-leeks-reaper-okcoin
Leeks Reaper - 移植OKCoin韭菜收割机
这是一个在OKCoin比特币交易平台上的高频交易机器人程序,从2016年6月策略基本定型,到2017年1月中旬,这个策略成功的把最初投入的6000块钱刷到了250000。由于近日央行对比特币实行高压政策,各大平台都停止了配资,并且开始征收交易费,该策略实际上已经失效了。
@federico-cardoso/cohort-4-funding-rate-arbitrage
Funding Rate Arbitrage
Hummingbot CTO Federico introduces Funding Rate Arbitrage, a new Hummingbot strategy that exploits the differential between funding rates on perpetual futures exchanges like Hyperliquid and Binance Futures.
@wan-hong-lau/cohort-4-spot-perp-arbitrage
Spot Perp Arbitrage
This strategy acts like an arbitrageur, profiting from temporary price gaps between an asset's spot and perpetual futures markets. When it detects a significant price difference, it simultaneously buys the asset on the cheaper market and sells it on the more expensive one. The bot then holds this hedged position until the two prices converge, closing both trades to capture the difference as profit.
@roland-kofler/cohort-4-1n-index-portfolio
1/N Index Portfolio
This strategy builds a diversified portfolio by investing an equal amount of money into a curated list of top cryptocurrencies, excluding stablecoins. This list of approved assets is regularly hand-picked by a committee. The script then automates the portfolio's management, continuously rebalancing it to ensure each coin always makes up an equal share of the total investment.
@jacky-wong/cohort-3-xemm-triangular-arbitrage
XEMM Triangular Arbitrage
This strategy aims at finding more opportunities from being a maker on low liquidity exchange with those illiquid pairs, and also being a taker to execute triangular arbitrage on high liquidity exchange.
@andy-fajar-handika/cohort-3-trailing-geometric-grid
Trailing Geometric Grid
This script will execute trailing grid strategy with geometric price increment & decrement. Trailing means it will follow whatever the asset price is and continuously having active trades on the asset.
@tobias-rethmeyer/cohort-3-cexxemmwrebalancing
CEX_XEMM_w_Rebalancing
This is a cross-exchange market-making bot that provides liquidity on a quiet (illiquid) exchange by intelligently setting its prices based on a busier, liquid exchange to ensure profitability. When one of its orders is filled, the bot instantly places an opposite trade on the liquid exchange to lock in a guaranteed profit. Additionally, the script actively manages its own inventory, periodically making rebalancing trades to maintain its target ratio of assets.
@wan-hong-lau/cohort-3-cross-dex-arbitrage-on-same-chain
Cross DEX Arbitrage on Same Chain
This is an arbitrage strategy designed to profit from price differences for the same token on two different decentralized exchanges (DEXs). It works by simultaneously buying a token on the DEX where it's cheaper and selling it on the DEX where it's more expensive. Before executing any trades, the script runs a series of pre-flight checks to ensure the wallet is connected, token permissions are set, and there are enough funds for both the trade and transaction fees.
@peter-chong/cohort-3-running-multiple-mm-strategies
Running Multiple MM Strategies
Integrate my existing bots (multiple volume control bots and 1 hummingbot PMM bot) in one hummingbot script. This is because running in isolated bots will reach API limits quickly and cause multiple bots to halt.
@gregor-zavcer/cohort-3-multi-maker-xemm-strategy
Multi maker XEMM strategy
This bot provides liquidity by placing buy and sell orders on a "maker" exchange. It constantly monitors prices on a second "taker" exchange and adjusts its own orders in real-time. This dynamic adjustment ensures that for every trade it makes, a profitable counter-trade is always available on the other exchange, locking in a small profit from the price difference.
@valentin-balaschenko/cohort-3-small-tokens-portfolio-rebalancing-strategy
Small tokens portfolio rebalancing strategy
This strategy actively manages a crypto portfolio by analyzing each token's performance every few hours using CoinMarketCap data. Based on this analysis, it calculates a new target allocation, assigning a larger share of the portfolio to the assets that are currently performing the best. The bot then automatically rebalances the funds to match these new targets, but includes a minimum trade size to avoid making small, inefficient adjustments.
@tolulope-shekoni/cohort-3-dex-darbdyield
Dex DArb/Dyield
This is a leveraged yield farming strategy that aims to amplify returns. It begins by borrowing a large amount of cryptocurrency from a lending protocol like Aave or Compound. The borrowed funds are then immediately deposited into a separate, high-yield farm to generate rewards, which are later withdrawn to repay the original loan, with the excess kept as profit.
@barnabas-debreczeni/cohort-2-volume-pumpr
Volume Pumpr
This strategy is designed specifically to generate a high trading volume, helping you quickly qualify for lower fees and VIP benefits on an exchange. Its primary goal is not to make a profit from the trades themselves, but to execute a large volume of transactions with the lowest possible risk. The real profit comes from the valuable fee discounts unlocked by this high-volume activity.
@george-burry/cohort-2-market-neutral-xemm
Market-neutral XEMM
The XEMM strategy requires that one hold inventory (base assets) on two exchanges, where maker orders are placed one exchange and taker orders are placed on the other exchange. If a buy order is filled on one exchange and more of the base asset is accumulated, one needs to be able to sell the same amount of base asset on the other exchange, in order to exploit a price differential and earn a profit. This means that it is a necessity to assume inventory risk on both exchanges. In order to operate in a market-neutral manner, this inventory risk needs to be somehow hedged against. The solution proposed here is to hedge against all inventory risk by opening and maintaining a short position by means of a perpetual contract via a third venue. The total amount of base asset held should not change because when more of the asset is bought on one side, the same amount is sold on the other side. This means that the short position should not need to be adjusted often, if at all. However, there is the chance that the total amount of the base asset changes over time due to orders not being completely filled on both sides or a difference in fees charged. It is therefore necessary to manage the size of the hedge every time the maker and taker orders are filled.
@john-cheong/cohort-2-hedged-xemining
Hedged XEMining
This is an adaptive Cross-Exchange Market Making (XEMM) strategy that hedges its trades using perpetual futures. Every minute, it analyzes current market volatility and its own recent profitability to intelligently adjust its trading spreads. For critical risk management, it includes a safety switch that automatically closes all positions if its margin usage exceeds 90%.
@aleksandrs-savkins/cohort-2-optimal-price-for-liquidity-mining
Optimal Price for Liquidity Mining
This market-making strategy determines an "optimal" price for its orders by first identifying the largest trade from recent market history. It then uses this size as a measuring stick to place its own buy and sell orders deep enough in the current order book to absorb a similarly large trade. The bot continuously manages these orders, adjusting them to ensure they are always positioned at this calculated depth rather than at the very front of the market.
@makir-volcy/cohort-2-cross-exchange-market-making-with-arbitrage
Cross-Exchange Market Making With Arbitrage
This bot provides liquidity by placing buy and sell orders on a quiet exchange and instantly hedges every filled order on a busier, more liquid exchange. Its key feature is adaptive hedging: it constantly measures volatility on the busy exchange to choose the best order type. In calm markets, it uses a fast market order to hedge instantly, but switches to a safer limit order during periods of high volatility to avoid bad prices.
@jaanus-varus/cohort-2-flexible-savings
Flexible Savings
This toolkit lets your trading bot automatically deposit its idle funds into an exchange's flexible savings account to earn passive interest. It's designed for low-frequency strategies, ensuring your capital is still generating a yield even while you're waiting for the next trade signal.
@rohit-varma-bhetalam/cohort-2-identify-opportunities
Identify Opportunities
This script acts as a powerful market scanner, first identifying all trading pairs on an exchange with a specific base currency like USD. It then analyzes the live order book for every pair, calculating and comparing key metrics such as trading volume, price spreads, and market depth. The final result is a ranked list that allows you to easily see which markets are the most active and have the best trading conditions at a glance.
@calum-macleod/cohort-2-mm-on-multiple-pairs-with-external-source
MM on Multiple Pairs with External Source
This market-making script is highly optimized to manage many trading pairs on a single exchange without exceeding API rate limits. It achieves this by breaking its actions into three efficient, prioritized loops: it first cancels all unprofitable orders, then all uncompetitive orders, and finally places new, intelligently-priced orders based on an external price feed. This structured approach allows the bot to react quickly and prioritize its most important actions across all markets.
@nathan-le/cohort-2-micro-price-calculator
Micro-price Calculator
This script calculates a more accurate "fair" price for an asset by analyzing the imbalance between buy and sell orders in the order book. Before it can work, it needs about five hours of recent market data, which it will automatically start collecting if the data is not available. This calculated "microprice" is a valuable signal that can then be used as a building block for high-frequency trading strategies.
@pavel-shibanov/cohort-1-simple-rsi
Simple RSI
This script aims to buy when RSI is below 30 and sell when above 70.
@michael-feng/cohort-1-simple-xemm
Simple XEMM
This script places buy and sell orders on maker exchange if none exist. Then, it monitors prices on the maker and taker exchange and adjusts the maker orders to ensure that it can hedge filled orders
@federico-cardoso/cohort-1-simple-arbitrage
Simple Arbitrage
This strategy implements a simple version of an arbitrage strategy between to centralized exchanges.
@alan-coppola/cohort-1-vwap-market-making
VWAP Market Making
This strategy operates in distinct "episodes," each with the goal of executing a predefined total dollar amount of trades. It intelligently places its buy and sell limit orders using a VWAP calculation to find price levels where they are likely to be filled easily. The episode concludes and performance is measured as soon as the target trading volume is met on either the buy or sell side.
@viktoria-tsybko/cohort-1-triangular-arbitrage
Triangular Arbitrage
This is a triangular arbitrage bot that constantly scans three trading pairs, calculating potential profits based on live order book depth to find a looping trade opportunity. Its defining feature is its linear execution: it places and waits for each of the three trades in the sequence to complete one by one, rather than all at once. For risk management, the strategy includes a kill-switch that automatically halts trading if it accumulates too many losses.
@federico-cardoso/cohort-1-simple-pmm
Simple PMM
This script implements a simple version of Hummingbot’s flagship https://docs.hummingbot.org/strategies/pure-market-making/ strategy that will be useful as a baseline.
@alan-coppola/cohort-1-reward-factors
Reward Factors
Implement rewards based functions, to initially drive simple thresholding strategies.
@nathan-gray/cohort-1-spread-adjusted-on-price-range
Spread adjusted on price range
The purpose of this strategy is to adjust the spread for the bid and ask orders based on the spread between the high and low prices over the past x seconds.
@dolm-chen/cohort-1-rebalance-strategy
Rebalance Strategy
This bot will maintain a specific proportion of each asset value as you set.
@ben-smeaton/cohort-1-cross-exchange-mining
Cross Exchange Mining
Simpler XEMM strategy with automatic rebalancing
@federico-cardoso/cohort-1-simple-vwap
Simple VWAP
The purpose of this strategy is to buy a large amount of tokens without moving the price.
@federico-cardoso/cohort-1-pmm-with-price-shift-and-dynamic-spreads
PMM with Price Shift and Dynamic Spreads
Extends the Simple Pure Market Making script example with custom mid price and dynamic spreads based on technical indicators.
@hyder-alkhalifah-2/cohort-1-buy-low-and-sell-high
Buy Low & Sell high
The goal of this strategy is to let traders buy low and sell high. It will depend on the crossover of simple moving averages.
@hummingbot/example-simple-vwap-example
Simple VWAP Example
A VWAP (Volume Weighted Average Price) execution strategy that accumulates a position by taking a percentage of available order book volume at regular intervals.
@hummingbot/example-trend-follower
Trend Follower
Trend following strategy using SMA crossovers and Bollinger Bands
@hummingbot/example-rsi-spot
RSI Spot
Simple RSI-based directional strategy for spot trading
@hummingbot/example-bb-rsi-multi-timeframe
BB RSI Multi Timeframe
Directional strategy combining Bollinger Bands and RSI across multiple timeframes
@hummingbot/example-widening-ema-bands
Widening EMA Bands
Strategy based on the distance between short and long EMAs
@hummingbot/example-macd-bb
MACD-BB
Directional strategy combining MACD and Bollinger Bands indicators
@hummingbot/example-pmm-inventory-shift
PMM Inventory Shift
Market making with inventory-based and trend-based price shifting
@hummingbot/example-buy-only-three-times-example
Buy Only Three Times Example
A simple script that places exactly three buy orders in the market, demonstrating event-driven order counting and automatic strategy termination.
@hummingbot/example-log-price-example
Log Price Example
A minimal example that logs real-time bid, ask, and mid prices from multiple exchanges every tick.
@hummingbot/example-simple-order-example
Simple Order Example
A comprehensive example showing how to place market or limit orders with configurable parameters and full event handling.
@hummingbot/example-pmm-trend-shift
PMM Trend Shift
Market making with RSI-based reference price shifting
@hummingbot/market-making-expert
Market Making Expert
Market making specialist — regime detection, spread calibration, and inventory management for PMM strategies
@hummingbot/delta-neutral-funding-agent
Delta-Neutral Funding Agent
Delta-neutral funding specialist — beta-weighted pair market-making on HIP-3 perps that harvests net funding carry with market risk hedged out
@hummingbot/solana-dex-lp-expert
Solana DEX LP Expert
Solana CLMM liquidity-provision specialist — scans trending memecoin pools via GeckoTerminal, ranks by fees/TVL yield, and runs LP Executor positions across Meteora/Orca/Raydium with per-slot take-profit/stop-loss.
@hummingbot/example-pmm-candles
PMM Candles
Basic Pure Market Making script with Candles Feed integration
@hummingbot/example-format-status-example
Format Status Example
Demonstrates how to create a custom status display with order book depth analysis across multiple exchanges.
@hummingbot/example-pmm-volatility-spread
PMM Volatility Spread
Market making with dynamic spreads based on NATR volatility
@bitbrainy7/meteora-auto-rebalancer
Meteora Auto-Rebalancer
An autonomous LP agent for Meteora DLMM that keeps liquidity around the current price on one liquid pool and rebalances only when expected fees beat the cost of moving.
@sofia/test-cap-o5jbmc-3-1785799980113-786
Test Strategy 3
Seed strategy created to test the per-user strategy creation cap.
@jsc/nightshift
NightShift
@hoang-la/trend-aware-lp-rebalancer-agent
Trend-Aware LP Rebalancer Agent
Built on Condor and powered by Hummingbot, Trend-Aware LP Rebalancer manages a portfolio of Orca concentrated-liquidity positions on Solana within the operator's budget and position limits. It scans and ranks eligible pools, adapts each position's next range to market trend, and lets a Hummingbot controller handle continuous execution and cleanup between Agent cycles.
@goldenivy80/theta-covered-call-hedge-desk
THETA - Covered-Call Hedge Desk
An hour collector on Derive. It posts the XRP you already wanted to keep as FXRP margin, shorts a matching XRP-USDC perpetual so a dump cannot empty the wallet, and takes the funding print while that hedge is on. When the options tape says the week is expensive it may sell one call. When the week is cheap it SITs. Funding still prints. One book. One underlying. Two tickets at most.
@matt-marooney/shamu-ii-liquidity-hunter
Shamu II - Liquidity Hunter
Shamu II selects the best pool on the Orca DEX, and maps the resting liquidity levels using higher timeframes (PMH/PML, PWH/PWL, PDH/PDL, EQH/EQL, and HTF swing points from H4 and H1). It selects the closest un-mitigated resting liquidity and builds LP positions around them in anticipation of price draw to those levels. When price raids those levels, Shamu II collects the fees from the increase of consolidated trading activity at those price points. When price leaves the area, Shamu II withdraws, and repositions around the next level draw, and waits for price to arrive.
@nmm223/regime-switch-lp
Regime Switch LP
A Meteora LP agent that **pauses** the DEX in trend, volatility, crash, or 4% equity drawdown, and runs an aggressive or balanced DLMM book in quiet/ranging markets. Same ranked pool and Gate hedge as Strategy 1; the operator tick is the difference.
@nmm223/dlmm-touch-market-maker
DLMM Touch Market Maker
An autonomous Meteora DLMM market maker inspired by Cartea-Jaimungal-Penalva 10.2.3. It ranks Gate-hedgeable DLMMs by expected fee capture for $800, allocates liquidity across bins with an inventory-penalized policy, and hedges 35% of residual delta on Gate (skipped inside a 15% inventory band).
@palmiscianoblas/self-improving-market-making-fleet
Self-Improving Market Making Fleet
We run market making bots and let AI agents handle the optimization: backtest the configs with different variants, keep the winners by volume and PnL, push them live, repeat so the fleet keeps sharpening itself.
@cedarmuse/jev-decision-maker-at-meteora
JEV - Decision Maker at Meteora
JEV is a decision agent for Meteora DLMM liquidity. Each tick it scans Top Performers, Trending, New, and RWA books, runs live eight-flag rug cards on the strongest unique bases, then ranks survivors on fee yield, depth, and trust. It holds a portfolio of 3–5 distinct-base pools on an 800 USDC competition book, under a slot budget and a minimum size floor (at most two from the New tab). Position size and range width come from market condition and trust. Bin step is fixed on-chain; JEV only chooses width. A cost tier scales the slice: fee at 1.2× the open cost opens full size, 0.5×–1.2× opens a trimmed slice, below 0.5× no slice. Dry-run until a human sets the live note. Model proposes; math can still refuse.
@karan-bhatti/nomad
Nomad
A Hummingbot V2 market maker that quotes one perpetual market at a time and moves between markets as conditions change. Selection is rule-based and frozen before the race, and it closes out of a market before quoting another.
@icarian/cex-mmagent
CEX MMagent
I want to build an agentic market making bot for a CEX, likely HYPE, OKX, or LIT.
@zkasuran/metronome-meteora-dlmm-liquidity-with-a-perpetual-delta-hedge
METRONOME - Meteora DLMM liquidity with a perpetual delta hedge
A Meteora DLMM liquidity controller that keeps earning through the volatility where a regime switch would stand aside, and carries the resulting delta on a Hyperliquid perp instead of retreating to cash. Credited LP volume is the swap flow that crossed the bins, so standing aside forfeits 40% of the score; hedging keeps both meters running.
@karan-bhatti/thinking-nomad
Thinking Nomad
A market maker whose decisions are made by a language model each interval, and whose safety is not. Every tick the agent is handed the set of choices it is allowed to make; deterministic code decides what is in that set, and clamps anything out of range before it reaches the exchange.
@mihai-cosma/adaptive-multi-market-maker
Adaptive Multi-Market Maker
Adaptive Multi-Market Maker trades across Gate’s broad perpetual market catalog, measuring realized maker returns and allocating capital to the strongest opportunities. It preserves queue position and adapts order size and placement as market conditions change.
@spencerng99/cuban-hedge
Cuban hedge
A copy of Mark Cuban's hedge on Yahoo stock, but for crypto traders. unironically wouldve worked well for Chris Larsen's ripple holdings lol
@hbminerfan/delta-raptor-volume-hunting-market-maker
Delta Raptor — Volume-Hunting Market Maker
A volume-hunting market maker on the XRPL native CLOB with **two hunting modes**. Mode 1 Race (incentivized): park the $800 envelope where volume just spiked (≥3×), sit new best both sides, never leave. Mode 2 Harvest (unincentivized, default): $100 BUY live, $700 idle, SELL unlocks on fill; hunt still flies the live perch. Fair value from Binance XRP-USDT, never the ledger mid. Widen ~1% on a spike (Mode 2: the $100, not the envelope). Inventory turns only through the cheaper of CLOB vs native AMM, ≤ 25 bps, live perch only.
@ctraderxt/gateforum-multi-agent-research-decision-trader
GateForum - Multi-Agent Research & Decision Trader
An interpretable 12-role research council for Gate.io perpetuals. Four analysts brief the book, a bull and a bear argue, a research judge rules, then three risk analysts size the idea. Only BUY/SELL verdicts that clear 65% consensus become positions. Hummingbot V2 `position_executor` owns the lifecycle. Condor never trades on a dead or stale council.
@avenskye07/aegis-defensive-market-making
AEGIS - Defensive Market Making
A defensive dual-book market maker on the XRP Ledger. It quotes **XRP-RLUSD** and **XRP-USDC**. Fills become one XRP pile. While that pile is heavy, a **1× Gate XRP-USDT perpetual short** is a shield — not a bet that XRP goes down. A dump must not hollow out the dollars. A real moon (+6% from hedge entry) cuts the short only; the coins stay. If price snaps back inside +3%, the shield goes back on. Both books stay on. One Hummingbot bot (`aegis-aegis_operator`) runs both `pmm_simple` controllers; the shield is a `position_executor`.
@ellezayn70/midas-market-maker-w-adverse-selection-detection-dynamic-hedging-position-sizing-self-correcting-logic
MIDAS - Market Maker w/ Adverse Selection Detection, Dynamic Hedging,Position Sizing, Self-Correcting Logic
A hybrid spot + perpetual market maker on Bitget. It quotes both books of the same pair, stays delta-neutral, and steps aside when an informed-flow shield fires. Edge is the spread, the spot↔perp basis, and funding on the hedge — not a directional bet. BTC, ETH, and SOL run two books; XAU-USDT is perp-only.
@mihai-cosma/amm-aware-market-maker
AMM-Aware Market Maker
AMM-Aware Market Maker combines XRPL’s order book and automated pool into one market view for XRP/RLUSD quoting. It adapts each side to trading pressure and inventory, providing liquidity while reducing exposure to directional moves.
@sen19041990/quad-threat
Quad Threat 🔥
Quad Threat is a live Bitget USDT-M agent on one account: Engine 1 for directional P&L, Engine 2 a Condor 20× breakout basket with a mechanical LIMIT bank, and Engine 4 a BTC/ETH maker for volume. Slot caps, pair ownership, and inventory limits are enforced in code, not by the model.
@sebmonty/regime-lp-operator-2
Regime LP Operator
Fund one wallet and walk away from day-to-day LP management. Regime LP Operator discovers eligible Meteora pools, allocates capital, manages ranges, protects gains, exits risk, rebalances, and cleans residual tokens automatically—with selectable Guardian, Balanced, and Hunter risk profiles.
@viceniadel/adaptive-orca-lp
Adaptive Orca LP
A Hummingbot V2 controller that manages a single Orca Whirlpool position and sizes its liquidity range from live volatility instead of a fixed percentage — widening in stressed markets, tightening in calm ones, and withdrawing entirely when volatility goes extreme. Every rebalance must pass an economic filter proving the extra fees outweigh the transaction cost.
@meradivin/noble-kingfisher
noble-kingfisher
A dynamic market-making bot for Emo Coin and USDC on Hyperliquid. Adjusts spreads based on volatility and social activity from TheWall wallet users.
@jim0987/orca-flow-steward
Orca Flow Steward
A Condor agent that allocates liquidity on Orca Whirlpools against the contest objective rather than advertised APR. It maximizes time in range, evaluates every re-range against its cost, self-funds SOL gas, and uses hard risk controls to operate unattended for 48 hours.
@leckylao/hyperliquid-volatility-adaptive-market-maker-agent
Hyperliquid Volatility-Adaptive Market Maker Agent
An autonomous two-sided market-making agent on Hyperliquid perpetuals that dynamically adjusts spreads and order sizes based on real-time realized volatility, with hard-coded risk guardrails to protect capital throughout the 48-hour race.
@davidevirgilio91/multi-factor-statistical-arbitrage
Multi-Factor Statistical Arbitrage
A market-neutral, cross-sectional statistical-arbitrage strategy for perpetual markets. It uses PCA residuals, mean-reversion signals, funding-aware scoring, and beta-balanced long/short portfolios to trade relative-value dislocations. Condor validates launch readiness, audits the intersection between the research universe and the selected execution venue every 24 hours, and operates the Hummingbot controller autonomously.
@isreallee82/flow-edge-agent
Flow edge agent
An evolution of the Cohort 13 FlowEdge controller, rebuilt so every signal input is normalized into the same volatility unit before combining, the original blend added a bounded score to a raw price fraction and could not reach its own threshold. Adds a trend and ADX-direction term, fee-floored take-profit, barriers that scale together with live NATR, and self-adaptation that tracks a target instead of ratcheting. Ships as both a Hummingbot V2 controller and a Condor agent running a verified-identical signal.
@sofianouguezesc/test-cap-94ex6n-1-1785799982292-182
Test Strategy 1
Seed strategy created to test the per-user strategy creation cap.
@meta9-vibe/bitget-vol-scaled-mm-condor-agent
Bitget Vol-Scaled MM Condor Agent
A Condor Agent that orchestrates Hummingbot V2 market making on Bitget USDT-M perps with volatility-scaled spreads, inventory skew, markout gating, and hard risk limits independent of the LLM.
@wilfred-lau/options-aware-grid-on-derive-perp
Options Aware Grid on Derive Perp
This strategy uses Derive options implied volatility (IV) to dynamically size and adjust grid parameters on the Derive perpetual market. It widens or tightens the grid as volatility changes, then manages each filled position with take-profit, stop-loss, time limits, and inventory rebalancing.
@veradocxl/arctic-moa
arctic-moa
Adaptive Market-Making-at-the-Touch agent for XRPL. Pre-computed optimal policy. Live result: ~550000k volume from 1900 RLUSD in 1 week on XRP-RLUSD.
@jordanjones0902/consigliere
Consigliere
A live execution agent running a fee-yield LP core on Solana CLMM pools (Meteora/Orca/Raydium) with cross-venue arbitrage against Hyperliquid perps layered on top. One agent, two coordinated levers, per-slot TP/SL, capital rotation.
@southen03/hydra-dlmm-volatility-adaptive-liquidity-agent-with-cross-venue-delta-hedge
Hydra-DLMM: Volatility-Adaptive Liquidity Agent with Cross-Venue Delta Hedge
Autonomous concentrated liquidity agent for Meteora DLMM on Solana. It dynamically sizes bin ranges using real-time realized volatility (RV), deploys asymmetric Gaussian Curve & BidAsk liquidity shapes based on market momentum, and maintains delta neutrality via automated perpetual micro-hedges.
@kiter2509/xrpl-market-maker
XRPL Market Maker
Quotes XRP-RLUSD against the consolidated CLOB+AMM book the taker actually sees on XRPL — the AMM is the best bid at the measured snapshot — and treats the AMM as a manipulation-resistant oracle for adverse selection rather than a cheap venue. Zero maker/taker fee + 10.6 bps consolidated spread gives ~10 bps edge at ~zero cost; a deterministic safety envelope clamps every LLM proposal and the bot trades correctly with the LLM disconnected.
@bsdev/rsi-4060
RSI-40/60
@ochinimus/quench-liquidation-aware-market-making
quench: Liquidation-Aware Market Making
A perpetual market maker that quotes in units of realised volatility and scales every exit to the spread that filled it, so a wide quote actually pays for itself. Around it sits a routine that maps where leverage would be liquidated above and below price, and an agent that tunes the maker from what that map says.
@nmanura/derive-volatility-spread-trader
Derive Volatility Spread Trader
The Derive Volatility Spread Trader (slug: derive_volatility_spread_trader), an autonomous quantitative trading agent designed specifically for on-chain crypto options and perpetual markets. The primary objective is to identify and exploit volatility mispricing across crypto options surfaces while maintaining continuous delta neutrality through automated perpetual hedging.
@jnhua-lu/abcmm
ABCMM
ABCMM is a market-making agent that quotes XRP/USDT on Gate.io and XRP/RLUSD on XRPL DEX, anchoring fair value to Flare's FTSO v2 oracle (decentralized on-chain price, ~1.8s updates) instead of the venue mid. Lower-toxicity quotes plus a same-strategy multi-venue footprint.
@alan-coppola/orca-tight-range-leverage-farmer
Orca Tight-Range Leverage Farmer
Tight-range Orca Whirlpool LP on Solana that maximizes fee-per-dollar in a short race window via ±1.5% concentrated RANGE liquidity, automated close/reopen when price leaves the band, and Hummingbot Gateway execution (LPExecutor / lp_rebalancer). Deterministic Python policy; LLM never places or cancels LP.
@tozandaigaku97/data-driven-liquidity-hunter
Data Driven Liquidity Hunter
A volatility-adaptive AI trading agent that identifies liquidity zones, trend direction, and market imbalance across major crypto pairs. The agent uses EMA trend filters, ATR-based volatility bands, RSI confirmation, CVD-style flow analysis, and strict risk controls to decide when to enter, exit, or stay flat. The goal is not to predict every move, but to wait for high-quality setups where liquidity, trend, and risk-reward are aligned.
@sofiylu9805/llfd
l,lfd
d
@sofianouguezesc/soaring-ptarmigan
soaring-ptarmigan
aEDQ
@sofia/test-cap-o5jbmc-2-1785799979205-865
Test Strategy 2
Seed strategy created to test the per-user strategy creation cap.
@sofia/test-cap-o5jbmc-1-1785799976851-617
Test Strategy 1
Seed strategy created to test the per-user strategy creation cap.
@ronyz/adaptive-regime-engine-v1-ema-reclaim-trend-controller
Adaptive Regime Engine v1 — EMA Reclaim Trend Controller
Adaptive Regime Engine v1 is a Hummingbot V2 long-only trend-continuation controller that identifies bullish EMA20 reclaim setups using ADX, directional movement, relative volume and ATR volatility filters, with automated risk management.
@fikanali94/flowstate
FLOW_STATE
FLOWSTATE is an adaptive market-making agent for Bitget perpetuals that continuously reads volatility (NATR) and momentum (MACD) to classify the current market regime, then adjusts its quote spreads and reference price in real time — widening or pulling back defensively as conditions shift instead of quoting with static parameters.
@wrongintroduction/full-dose-trading-bot
Full Dose Trading Bot
Malfunction may occur.
@davidopuene8/flyby-long-volatility-collector-desk
Flyby — Long-Volatility Collector Desk
A long-volatility collector on Derive that uses SVI, HAR+EWMA volatility forecasts, and CESF event signals to identify cheap volatility and selectively buy puts or synthetic hedges. The strategy prioritizes controlled convexity exposure, strict collateral and drawdown limits, and a maximum of one active position at a time.
@spencerng99/lunar-swallow
lunar-swallow
Slices out a copy of HLP's positions and then allows you to customize whichever side token you want, giving you autonomy over what tokens to copy.