Osprey: Delta-Neutral Funding-Rate Harvesting on Hyperliquid

Osprey is an automated quantitative portfolio system designed to harvest hourly funding rate yield on Hyperliquid perpetual markets while systematically neutralizing directional crypto market beta.

Core System Capabilities

• Continuous Opportunity Scanning: Scans every Hyperliquid perpetual contract minute-by-minute, scoring opportunities across both crypto and TradFi perpetuals (including NVDA, AAPL, GOLD).
• Multi-Position Portfolio Engine: Manages a diversified portfolio of 20 to 100 simultaneous delta-neutral positions, with strict open-interest caps, concentration constraints, and dynamic tier allocations.
• Regime Detection: Evaluates top-20 contracts by Open Interest to classify market state into HOT, NEUTRAL, or COLD regimes, dynamically tuning hedge sizing and rebalance frequencies.
• Signal Logic: Automated ENTER, WAIT, and EXIT triggers governed by funding spread persistence and basis-risk thresholds.
• Autonomous Key Management: Supports browser wallets, WalletConnect, and restricted Agent Keys for autonomous trading execution without withdrawal permissions.
• Battle-Tested Reliability: Verified by a 164-test suite covering adversarial market inputs, API failure injection, and 5,000-cycle continuous soak simulations.