Orca

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

I want to try to build an agent that will be inform us during meteora pool like when the vol spike or down their limit and others notification functions agent

Racing for

Meteora

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

My agent will use a strategy that provides concentrated liquidity on meteora, hedges on hyper liquid, and automagically rebalances utilizing a bridge i have not decided yet.

Jim king

trader,maker

I want to race for Orca with a Condor Agent that orchestrates Hummingbot execution on Orca Whirlpools — not a discretionary LLM trader. The agent scans eligible Orca CLMM pools, ranks them by fees, volume, volatility and token risk, and only opens a concentrated LP when expected fees justify the risk. Positions are executed through Hummingbot Gateway / LP Executor. The agent re-ranges when price leaves the active ticks, and exits on excessive volatility, drawdown, or pool-quality deterioration. Hard capital limits (no leverage, inventory and drawdown caps, halt on stale RPC) are enforced in code independently of the LLM, so the bot can run unattended for the 48-hour finals. I will submit the Condor agent, strategy.md, and a live demo before the freeze.

Racing for

Orca

An autonomous market-making agent for Meteora DLMM pools, rebalancing concentrated liquidity positions in real time to maximize yield.

Racing for

Meteora

Р04

I want to build strategy that plays against market in spot

KOMARI Subheeksh

XRPL AMM liquidity agent built on Condor's xrpl_market_maker scaffold. Deploys the $800 into the XRP/RLUSD AMM pool with an automated fee-compounding loop (re-adds accrued fees every N ledgers) and a passive CLOB quote layer that offers inside the AMM curve on both sides. Hard risk controls: halt on –3% drawdown, inventory bounded ±$200, no leverage, no directional signals. Volume is generated by counterparty swaps against the LP position and by CLOB fills, not by taking spread. Goal is high turnover-per-dollar with variance clamped near zero — the same shape as Cohort 13's winning agent, adapted to XRPL's near-zero fee environment where $800 is not thin capital.

Racing for

XRPL

Southen_

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 (e.g. Bitget / Gate / Hyperliquid). Core Mechanics: Rather than deploying static bin ranges, the agent dynamically prices bin spreads in Realized Volatility units ( σ t σ t ​ ). It switches between symmetric Gaussian Curve distributions during mean-reverting consolidation (maximizing fee capture per dollar) and momentum-skewed BidAsk distributions during directional flow. Cross-Venue Hedging (Delta-Neutral Yield): As price moves across bins and spot inventory shifts, the controller continuously tracks net portfolio delta ( Δ n e t Δ net ​ ) and executes low-latency micro-hedges on perpetuals to maintain delta neutrality, transforming concentrated LPing into a pure fee-harvesting engine insulated from token drawdown. What Makes This Unique: Volatility-Engineered Bins: Dynamic bin range expansion/compression calibrated to expected bin dwell time rather than arbitrary fixed percentages. Economic Churn Gate: Prevents the "rebalance whip" by requiring E [ Incremental Fees ] > Slippage + Solana Priority Fees + Hedge Rebalance Cost E[Incremental Fees]>Slippage+Solana Priority Fees+Hedge Rebalance Cost, backed by a multi-slot dwell verification. Fail-Closed Safety Engine: Built with Hummingbot V2 Controller architecture, including automated markout telemetry, stale RPC circuit breakers, and hard inventory floor stops.

Racing for

Meteora

memeshe

I want to build an CLOB↔AMM dual-venue market maker on XRPL.

Racing for

XRPL

ace

I want to build BlackBox an autonomous LP risk engine for Meteora. It doesn't blindly chase fees. It predicts when liquidity becomes the wrong position, simulates alternatives, and moves - or retreats - before the market forces it to.

Racing for

Meteora

Cedar

I am building directional strategy

Piotr Wasiel

Vibe-Quant-Trader

I want to build a market-neutral spot–perp basis agent on Bitget. It will monitor multiple liquid markets, identify unusually wide basis relative to a rolling anchor, and open delta-neutral long spot / short perp positions when the expected basis capture and funding outweigh fees and execution costs. The agent will dynamically select markets and allocate capital based on net executable edge, while using passive spot orders with immediate perp hedging to control slippage and directional risk.

Racing for

Bitget

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

I want to try to build an agent that will be inform us during meteora pool like when the vol spike or down their limit and others notification functions agent

Racing for

Meteora

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

My agent will use a strategy that provides concentrated liquidity on meteora, hedges on hyper liquid, and automagically rebalances utilizing a bridge i have not decided yet.

Jim king

trader,maker

I want to race for Orca with a Condor Agent that orchestrates Hummingbot execution on Orca Whirlpools — not a discretionary LLM trader. The agent scans eligible Orca CLMM pools, ranks them by fees, volume, volatility and token risk, and only opens a concentrated LP when expected fees justify the risk. Positions are executed through Hummingbot Gateway / LP Executor. The agent re-ranges when price leaves the active ticks, and exits on excessive volatility, drawdown, or pool-quality deterioration. Hard capital limits (no leverage, inventory and drawdown caps, halt on stale RPC) are enforced in code independently of the LLM, so the bot can run unattended for the 48-hour finals. I will submit the Condor agent, strategy.md, and a live demo before the freeze.

Racing for

Orca

An autonomous market-making agent for Meteora DLMM pools, rebalancing concentrated liquidity positions in real time to maximize yield.

Racing for

Meteora

Р04

I want to build strategy that plays against market in spot

KOMARI Subheeksh

XRPL AMM liquidity agent built on Condor's xrpl_market_maker scaffold. Deploys the $800 into the XRP/RLUSD AMM pool with an automated fee-compounding loop (re-adds accrued fees every N ledgers) and a passive CLOB quote layer that offers inside the AMM curve on both sides. Hard risk controls: halt on –3% drawdown, inventory bounded ±$200, no leverage, no directional signals. Volume is generated by counterparty swaps against the LP position and by CLOB fills, not by taking spread. Goal is high turnover-per-dollar with variance clamped near zero — the same shape as Cohort 13's winning agent, adapted to XRPL's near-zero fee environment where $800 is not thin capital.

Racing for

XRPL

Southen_

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 (e.g. Bitget / Gate / Hyperliquid). Core Mechanics: Rather than deploying static bin ranges, the agent dynamically prices bin spreads in Realized Volatility units ( σ t σ t ​ ). It switches between symmetric Gaussian Curve distributions during mean-reverting consolidation (maximizing fee capture per dollar) and momentum-skewed BidAsk distributions during directional flow. Cross-Venue Hedging (Delta-Neutral Yield): As price moves across bins and spot inventory shifts, the controller continuously tracks net portfolio delta ( Δ n e t Δ net ​ ) and executes low-latency micro-hedges on perpetuals to maintain delta neutrality, transforming concentrated LPing into a pure fee-harvesting engine insulated from token drawdown. What Makes This Unique: Volatility-Engineered Bins: Dynamic bin range expansion/compression calibrated to expected bin dwell time rather than arbitrary fixed percentages. Economic Churn Gate: Prevents the "rebalance whip" by requiring E [ Incremental Fees ] > Slippage + Solana Priority Fees + Hedge Rebalance Cost E[Incremental Fees]>Slippage+Solana Priority Fees+Hedge Rebalance Cost, backed by a multi-slot dwell verification. Fail-Closed Safety Engine: Built with Hummingbot V2 Controller architecture, including automated markout telemetry, stale RPC circuit breakers, and hard inventory floor stops.

Racing for

Meteora

memeshe

I want to build an CLOB↔AMM dual-venue market maker on XRPL.

Racing for

XRPL

ace

I want to build BlackBox an autonomous LP risk engine for Meteora. It doesn't blindly chase fees. It predicts when liquidity becomes the wrong position, simulates alternatives, and moves - or retreats - before the market forces it to.

Racing for

Meteora

Cedar

I am building directional strategy

Piotr Wasiel

Vibe-Quant-Trader

I want to build a market-neutral spot–perp basis agent on Bitget. It will monitor multiple liquid markets, identify unusually wide basis relative to a rolling anchor, and open delta-neutral long spot / short perp positions when the expected basis capture and funding outweigh fees and execution costs. The agent will dynamically select markets and allocate capital based on net executable edge, while using passive spot orders with immediate perp hedging to control slippage and directional risk.

Racing for

Bitget