Orderbook Delta Bot A trading bot written in Rust 🦀. The strategy based on the concept of mean reversion. We look for large deviations in the volume delta of BTC-PERP on FTX until a defined depth. These deviations could be caused by over-enthusiastic and over-leveraged market participants (speculation). We counter-trade those deviations, and enter short/long positions based on triggers given by a large deviation (> 2 SDs) on the orderbook delta from a 20 period rolling bollinger band. We are testing this with BTC-PERP on FTX, which has good liquidity and small spreads (~~and FTX~~ now Binance, praise be to CZ, has the best API in the business). In principle, the scheme could be modified for lower liquidity pairs too, perhaps by adjusting the sampling period and market depth for generating triggers. We use the definitions: | Name | Definition | |-----------------|------------------------------------------------------------------------| | bidaskdelta | Difference between the sum of bid and ask volumes till a defined depth | | bb.upper | Upper bollinger band (L=20, SD=2) of bidaskdelta

⚠ No verified equity curve — no track-record source connected.

No score history is stored yet — only the current score is shown.

⚠ No live verification account connected — ask for proof before buying.

Alerts on changes: coming soon

Prop-firm compatibility not provided.

Data-completeness & trust index (not a profitability rating)