venue-expert: Binance crypto specs + quick fixes from review#36
Open
JulyMarc wants to merge 7 commits intoDeevsDeevs:mainfrom
Open
venue-expert: Binance crypto specs + quick fixes from review#36JulyMarc wants to merge 7 commits intoDeevsDeevs:mainfrom
JulyMarc wants to merge 7 commits intoDeevsDeevs:mainfrom
Conversation
Address 11 review comments from yk4r2, verified against official sources: - Fix rate limit 1200→6000 in binance.md (confirmed via /api/v3/exchangeInfo) - Mark BUSD as delisted in futures_api.md (Dec 2023) - Add BNB discount volatility note (verify via /api/v3/account/commission) - Mark @0ms/@250ms/@500ms as unofficial WebSocket intervals - Add Bitfinex to exchanges with orderbook checksums - Distinguish REST uppercase vs WS lowercase symbol case - Move dYdX from Ethereum to Cosmos in crypto.md - Rename Huobi→HTX in futures index sources (Sep 2023) - Add CEX/DEX category + region-specific level to SKILL.md hierarchy - Add cross-margin warning + upgrade endpoint to /fapi/v3/positionRisk Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
… venue-expert Address 7 review comments from PR DeevsDeevs#24: - Regime-changing events timeline for backtesting (binance.md) - Order flow & depth imbalance signals: OBI, kline-based OBI, queue depletion (crypto.md) - bookTicker vs depth race condition + Spot staleness limitation (crypto.md) - 5 mermaid diagrams: book reconstruction FSM, WS reconnection, funding settlement, liquidation cascade, user data stream auth (crypto.md) Fact-checked against official Binance docs: - LUNA crash corrected to ~8 days (not 72h) - FTX/BTC drop corrected to ~10% in 48h (not -25%) - aggTrade aggregation: per taker order at same price level - Spot bookTicker lacks E/T (Futures has both) - Funding diagram T-60min/T+15min marked as empirical Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
…op cleanup Group A (Binance-specific): - Rewrite STP section: 6 Spot modes, 3 Futures modes, timeline, gotchas - Fix @100Ms docs: 1000ms is default, flag unofficial intervals - Expand WS User Data Streams: all event types, Futures differences - Dedup cex.md: shrink enforcement/WS sections, add cross-refs Group B (binance.md new sections): - Cascading Failure Analysis: engine/WS/REST failures, cascade propagation, outage history, funding settlement delay, listen key expiry, book sync loop - Research Agent Guidance: data validation, regime awareness, microstructure signals, cross-venue context, signal validation, arb operations, post-hoc analytics, common pitfalls Group C (crypto.md new sections): - Funding rate arbitrage: TWAP, crowding, execution mechanics, MTM vs realized - Liquidation cascade playbook: forceOrder detection, onset thresholds, flow - Cross-exchange latency: locations, withdrawal/deposit, stablecoin basis, fees - Tick size and queue position: small-tick vs large-tick, unobservable queue - Open interest analysis: OI+price matrix, positioning endpoints - 100ms resolution constraints, adverse selection, DEX-CEX arbitrage Anti-slop pass: removed narration, deduplicated fee/withdrawal tables between binance.md and crypto.md, fixed style drift (Key insight label, chatty headings), merged undersized subsections, removed obvious advice. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Collaborator
|
Need to resolve skill.md conflicts before merge |
Resolve conflicts: - SKILL.md: combine crypto (Binance) and futures (Chinese) additions - Remove dead reference to auction_theory.md (file doesn't exist) - EXCHANGE_CONTEXT.md: accept deletion from origin/main Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
/api/v3/exchangeInfo)@0ms/@250ms/@500msWebSocket intervals marked as unofficial/fapi/v3/positionRiskNote on Bybit CRC32 (comment #12)
@yk4r2 mentioned "Bybit added CRC32 in 2023" — we checked 7 official sources (Bybit docs, changelog, pybit SDK, CCXT, etc.) and could not confirm this. If you have a reference, please share so we can add it.
Test plan