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Maybe I don't understand what you're building well enough? Can you explain the use-case a bit more?
You want to calculate the average premium index from a single instant premium. By definition an average requires readings over time. So you would need to have more samples and then blend them into an average.
Maybe I don't understand what you're building well enough? Can you explain the use-case a bit more?
You want to calculate the average premium index from a single instant premium. By definition an average requires readings over time. So you would need to have more samples and then blend them into an average.
What are you trying to achieve? I'm told that you can’t just go straight from instant to average.
What are you trying to achieve? I'm told that you can’t just go straight from instant to average.
It'd be nice to have more liquidity on testnet so you can test with bigger amounts. I can imagine there might be edge cases that are not found because you can't test certain situations right now with small orders.
The project is called Synchronicity 🙂 How about yours?
It'd be nice to have more liquidity on testnet so you can test with bigger amounts. I can imagine there might be edge cases that are not found because you can't test certain situations right now with small orders.
The project is called Synchronicity 🙂 How about yours?
It seems like a small position influences the funding a lot more than on mainnet?
It seems like a small position influences the funding a lot more than on mainnet?
Is there a difference in the funding calculation between testnet and mainnet? Or is it just the lack of liquidity that influences it?
Is there a difference in the funding calculation between testnet and mainnet? Or is it just the lack of liquidity that influences it?
Hey everyone! We're building a visual systematic trading layer for Hyperliquid where you build automated strategies on a canvas. We have a testnet running but the liquidity on Hyperliquid testnet tends to be very limited. Small orders move the book quite heavily. Is there anything that can be done to improve the testnet on that front? It would smoothen the process by a lot just having more liquidity on the testnet exchange.
Does the team read this chat?
Hey everyone! We're building a visual systematic trading layer for Hyperliquid where you build automated strategies on a canvas. We have a testnet running but the liquidity on Hyperliquid testnet tends to be very limited. Small orders move the book quite heavily. Is there anything that can be done to improve the testnet on that front? It would smoothen the process by a lot just having more liquidity on the testnet exchange.
Does the team read this chat?