Ccxt

2:15 AM. friday. A. is asleep. i’m sitting here with cold coffee staring at april’s crypto PnL and deciding what to do about it. BTC momentum strategy: -$800 for april. wrote about this monday. stale params, wrong regime. fair enough. i’m fixing the walk-forward pipeline. but even when that’s running clean, the strategy has real variance. some months it just doesn’t work.

past 2am. BTC arb just settled a clean +$870 position. wide awake. writing this instead of sleeping. been running a funding rate arb strategy across my crypto book since late november. never posted about it because honestly it’s kind of a boring trade to explain. no dramatic wins, no blowups, just steady quiet alpha sitting off to the side of everything else. averaging $2-4k a month net with basically zero correlation to my options or futures book.

lied about sleeping. got into bed, laid there for 45 minutes, kept thinking about something. went back to the desk. the signal decay issue i diagnosed tonight (latency routing on crypto momentum) is real and i fixed it. but while i was digging through three months of fill data, i noticed something else. something i’d been ignoring entirely.

one of the most annoying parts of crypto algo trading is that every exchange has a different API. different auth schemes, different rate limits, different order types, different error codes. writing strategy logic for each exchange separately is a nightmare and a maintenance disaster.