Spot hedge by @hunterwhalehunter

Trading Strategies / Bot Setups
2

Above is the old spot hedge strategy.

@hunterwhalehunter’s current spot hedge strategy

A detailed description is here:

Those are the four links for the new one.

Notice that even those links use different pairs they are meant to be used for a single pair.

Notice further that Gainium uses a somehow unintuitive way to show Price deviation and Required price to close deal in %, that is even though both use either + or -, they should be different as they describe differing price movements.

1. Initial

1.1 “Short” spot bot

Example of the configuration of a “short” spot bot

These are the Example orders for a deal.

Notice that the Total quote at the end doesn’t show how much we require to get the bot started. Instead we have to calculate:

  Total base of last Smart Order
* (Total quote of Start Order / Total base of Start Order)
~ $106.7
Number Quantity Type Price deviation Required price to close deal in % Total base Total quote
1 5 USDT (5.4 JUP) TP order
2 6 USDT (5.4 JUP) Start order 0% -2% 5.4 5.5571
3 6 USDT (5.3 JUP) DCA order -2% -2.97% 10.7 11.1206
4 6 USDT (5.2 JUP) Smart order -4.2% -4.03% 15.9 16.6965
5 6 USDT (5.1 JUP) Smart order -6.62% -5.19% 21 22.2922
6 6 USDT (5 JUP) Smart order -9.28% -6.44% 26 27.9152
7 6 USDT (4.8 JUP) Smart order -12.2% -7.8% 30.8 33.4578
8 6 USDT (4.7 JUP) Smart order -15.42% -9.27% 35.5 39.0404
9 6 USDT (4.6 JUP) Smart order -18.97% -10.83% 40.1 44.6722
10 6 USDT (4.5 JUP) Smart order -22.86% -12.48% 44.6 50.362
11 6 USDT (4.3 JUP) Smart order -27.15% -14.25% 48.9 55.9886
12 6 USDT (4.1 JUP) Smart order -31.86% -16.12% 53 61.5523
13 6 USDT (4 JUP) Smart order -37.05% -18.09% 57 67.1939
14 6 USDT (3.8 JUP) Smart order -42.76% -20.15% 60.8 72.7765
15 6 USDT (3.7 JUP) Smart order -49.03% -22.28% 64.5 78.4511
16 6 USDT (3.6 JUP) Smart order -55.94% -24.47% 68.1 84.2284
17 6 USDT (3.3 JUP) Smart order -63.54% -26.77% 71.4 89.7823
18 6 USDT (3.2 JUP) Smart order -71.9% -29.12% 74.6 95.4431
19 6 USDT (3.1 JUP) Smart order -81.09% -31.5% 77.7 101.2203
20 6 USDT (2.9 JUP) Smart order -91.2% -33.92% 80.6 106.9263
21 6 USDT (2.9 JUP) Smart order -102.31% -36.32% 83.5 112.9641
22 6 USDT (2.6 JUP) Smart order -114.55% -38.81% 86.1 118.7047
23 6 USDT (2.5 JUP) Smart order -128.01% -41.28% 88.6 124.5707
24 6 USDT (2.4 JUP) Smart order -142.8% -43.73% 91 130.5675
25 6 USDT (2.1 JUP) Smart order -159.08% -46.24% 93.1 136.1666
26 6 USDT (2 JUP) Smart order -176.99% -48.71% 95.1 141.8676
27 6 USDT (1.9 JUP) Smart order -196.69% -51.13% 97 147.6687
28 6 USDT (1.8 JUP) Smart order -218.36% -53.51% 98.8 153.5658
29 6 USDT (1.6 JUP) Smart order -242.19% -55.87% 100.4 159.2002
30 6 USDT (1.6 JUP) Smart order -268.41% -58.12% 102 165.2663
31 6 USDT (1.5 JUP) Smart order -297.25% -60.3% 103.5 171.3984
32 6 USDT (1.4 JUP) Smart order -328.98% -62.42% 104.9 177.5789
33 6 USDT (1.3 JUP) Smart order -363.87% -64.47% 106.2 183.7847
34 7 USDT (1.3 JUP) Smart order -402.26% -66.4% 107.5 190.5041

1.2. Long spot bot

Example of the configuration of a long bot

Number Quantity Type Price deviation Required price to close deal in % Total base Total quote
1 6 USDT (9300 DOGS) TP order
2 6 USDT (9300 DOGS) Start order 0% 1.99% 9300 5.59953
3 6 USDT (9490 DOGS) DCA order 1.99% 3.02% 18790 11.199579
4 6 USDT (9707 DOGS) Smart order 4.19% 4.23% 28497 16.7995473
5 6 USDT (9959 DOGS) Smart order 6.61% 5.67% 38456 22.399493
6 6 USDT (10251 DOGS) Smart order 9.27% 7.34% 48707 27.9996143
7 6 USDT (10592 DOGS) Smart order 12.19% 9.31% 59299 33.5996047
8 6 USDT (10995 DOGS) Smart order 15.41% 11.68% 70294 39.1993582
9 6 USDT (11475 DOGS) Smart order 18.95% 14.53% 81769 44.7991582
10 6 USDT (12056 DOGS) Smart order 22.85% 17.95% 93825 50.3991702
11 6 USDT (12765 DOGS) Smart order 27.14% 22.16% 106590 55.9991757
12 6 USDT (13649 DOGS) Smart order 31.86% 27.35% 120239 61.5993604
13 6 USDT (14772 DOGS) Smart order 37.04% 33.92% 135011 67.1994256
14 6 USDT (16246 DOGS) Smart order 42.75% 42.41% 151257 72.7994218
15 6 USDT (18247 DOGS) Smart order 49.03% 53.73% 169504 78.3994261
16 6 USDT (21108 DOGS) Smart order 55.94% 69.43% 190612 83.9993785
17 6 USDT (25501 DOGS) Smart order 63.53% 92.58% 216113 89.5993981
18 6 USDT (33077 DOGS) Smart order 71.88% 130.12% 249190 95.1993342
19 6 USDT (49123 DOGS) Smart order 81.07% 202.37% 298313 100.7993562
20 6 USDT (105461 DOGS) Smart order 91.18% 406.21% 403774 106.3993353

2. Fill in the gap (compound)

After those bots were created and the price has moved a little, those are the bots that are used to fill in the gap (compound).

How exactly we know when to fill the gap was already discussed in the topic linked above about the Market Maker Bot Strategy.

2.1 “Short” spot bot

Example of the configuration of a “short” spot bot

This bot uses

  • Static price filter

    • Minimum price to open deal = <to fill in>

  • Dynamic price filter

    • Minimum deviation from last deal = 4.2
    • Direction = Over
    • Price Source: Entry price.

Notice that the Total quote at the end doesn’t show how much we require to get the bot started. Instead we have to calculate:

  Total base of last Smart Order
* (Total quote of Start Order / Total base of Start Order)
~ $16.4
Number Quantity Type Price deviation Required price to close deal in % Total base Total quote
1 5 USDT (5.4 JUP) TP order
2 6 USDT (5.4 JUP) Start order 0% -2% 5.4 5.5571
3 6 USDT (5.3 JUP) DCA order -2% -2.97% 10.7 11.1206
4 6 USDT (5.2 JUP) Smart order -4.2% -4.03% 15.9 16.6965

2.1 Long spot bot

Example of the configuration of a long spot bot

This bot uses

  • Static price filter

    • Maximum price to open deal = <to fill in>

  • Dynamic price filter

    • Minimum deviation from last deal = 4.2
    • Direction = Under
    • Price Source: Entry price.
Number Quantity Type Price deviation Required price to close deal in % Total base Total quote
1 6 USDT (9300 DOGS) TP order
2 6 USDT (9300 DOGS) Start order 0% 1.99% 9300 5.59953
3 6 USDT (9490 DOGS) DCA order 1.99% 3.02% 18790 11.199579
4 6 USDT (9707 DOGS) Smart order 4.19% 4.23% 28497 16.7995473
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