Automate synthetic exposure with Coinrule bots for perps and on-chain markets. Build hedges, set risk limits and execute 24-7 without code.
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Instead of manually juggling perps, swaps and collateral, Synthetic asset trading becomes repeatable when you express it as rules in Coinrule. Set triggers like price, RSI, funding and time, then let the engine execute entries and exits consistently across venues.
Traders often mix perpetuals with on-chain routes to mirror an index, hedge a spot bag, or gain short exposure without borrowing. Coinrule connects to OKX, Bybit, Kraken and Hyperliquid, so the same logic can run where liquidity and fees fit your plan. You can also execute on-chain via smart accounts on Base, Arbitrum and Binance Smart Chain. That means you can route swaps through Li.fi while keeping self-custody. Use one dashboard to monitor positions, orders and rule logs.
Risk controls are first-class: allocation caps, cooldown timers, max open positions and kill switches. Add a stop loss like 2.5 percent below entry and a trailing take profit that tightens from 6 percent to 2 percent once profit exceeds 10 percent. You can require confirmations too, such as MA50 above MA200 before any long bias rule activates. Every action is logged so you can review what happened and why. When conditions change, clone the bot and iterate without disrupting the original.
Hedges And Replication
Create a basket rule that rebalances weekly: 40 percent BTC, 40 percent ETH and 20 percent SOL, with a 5 percent drift threshold. Add a volatility filter so rebalances pause when 1-hour ATR jumps above a set level. This keeps exposure systematic instead of reactive.
Funding And Basis Control
Add funding-aware logic: if funding exceeds 0.03 percent for 3 consecutive intervals, reduce perp size by 25 percent or hedge with spot. If basis normalizes, scale back in on the next 4-hour close.
Funding Rate Hedge
Opens a hedge when funding turns expensive for longs. Reduces exposure if funding stays above a set threshold for 2-3 periods. Closes the hedge when funding returns near neutral.
Perps Basis Arbitrage
Looks for a basis gap between spot and perps. Enters when the spread exceeds a defined percent and liquidity is healthy. Exits when the spread compresses or a time limit hits.
Volatility Breakout
Buys or sells when price breaks a recent range with rising volatility. Uses ATR-based stops and a take-profit target. Works well on 1-hour to 4-hour charts.
Stop Loss and Trailing Take Profit
Sets a fixed stop loss at entry and trails profit as price moves in your favor. Tightens the trail after a profit milestone. Helps protect gains during fast moves.
Mean Reversion with Z-Score
Enters when price deviates from its mean by a chosen Z-score. Adds a time stop to avoid dead trades. Exits on mean reversion or when a risk cap is reached.
Funding Rate Hedge
Opens a hedge when funding turns expensive for longs. Reduces exposure if funding stays above a set threshold for 2-3 periods. Closes the hedge when funding returns near neutral.
Perps Basis Arbitrage
Looks for a basis gap between spot and perps. Enters when the spread exceeds a defined percent and liquidity is healthy. Exits when the spread compresses or a time limit hits.
Volatility Breakout
Buys or sells when price breaks a recent range with rising volatility. Uses ATR-based stops and a take-profit target. Works well on 1-hour to 4-hour charts.
Stop Loss and Trailing Take Profit
Sets a fixed stop loss at entry and trails profit as price moves in your favor. Tightens the trail after a profit milestone. Helps protect gains during fast moves.
Mean Reversion with Z-Score
Enters when price deviates from its mean by a chosen Z-score. Adds a time stop to avoid dead trades. Exits on mean reversion or when a risk cap is reached.
MA Crossover with Volume Filter
Trades a moving average crossover only when volume confirms. Avoids low-liquidity chop by requiring volume above an average. Exits on crossback or a trailing stop.
RSI Divergence Hunter
Scans for RSI divergence to anticipate reversals. Enters after confirmation on the next candle close. Uses tight invalidation and staged take profits.
Dynamic Grid with ATR Spacing
Places a grid of buys and sells with spacing based on ATR. Widens the grid when volatility rises and tightens when it falls. Adds a global stop to cap drawdowns.
Volatility Regime Switcher
Switches between trend and mean-reversion logic based on volatility. Uses ATR or BB width to classify regimes. Reduces size during high-vol spikes automatically.
Market-Neutral Factor Hedge
Builds a long-short mix to reduce directional beta. Adjusts weights when correlation or volatility changes. Closes positions if net exposure exceeds a set limit.
Unlike custom scripts, Coinrule lets you assemble conditions with a visual builder and test them on historical data. Start with a template, then add constraints like trade only during London-New York overlap, or only if spread is below a threshold. You can schedule checks every 15 minutes, every hour, or on candle close. When you are satisfied, go live with the same rule set. See /automated-trading for the core workflow.
For Synthetic asset trading, a common setup is a delta-neutral hedge: if BTC drops 3 percent in 2 hours, buy spot and open a smaller short perp to dampen swings. Another is a momentum rule: enter long when RSI crosses above 55 on 4-hour candles and price is above MA100, then exit if RSI falls below 45. You can also automate a de-risk rule that cuts position size by 20 percent when funding flips against you for two intervals. These are simple to express, but hard to execute perfectly by hand.
Your funds stay on your exchange or in your on-chain smart account. Coinrule connects via API keys for centralized venues and uses smart account infrastructure for on-chain execution with limited permissions. Session-based controls help reduce operational risk by scoping what a bot can do. You can revoke access at any time. This structure keeps automation powerful without taking custody.
Every rule run produces a clear audit trail: trigger, order, fill and outcome. Set real-time alerts for fills, drawdowns and missed conditions. If slippage rises, tighten limits or pause the strategy until liquidity improves. This makes iteration data-driven instead of emotional.
Build BotFAQ
Lars H.
Priya K.
Diego R.
Sakura O.
Emma T.
Omar K.
Start from a proven template, then swap indicators and thresholds to match your market. For example, change a breakout rule to require two 15-minute closes above resistance, or add a volume filter to avoid thin periods. Save versions so you can compare results over time.
Size can change automatically based on risk. If drawdown hits 4 percent, cut exposure by 30 percent and extend cooldown to 6 hours. If volatility drops back below your threshold, restore normal sizing on the next daily close.
Time-based logic prevents churn. Trade only on candle close, limit to 3 entries per day, or block new positions after a stop loss until the next session. These constraints often improve consistency more than adding indicators.
Different venues have different fees, funding and liquidity. Use the same signal logic, but set venue-specific order types and slippage limits. That way, your process stays comparable while execution stays realistic.
Treat each bot like a product release. Run small for a week, review triggers and fills, then adjust one variable at a time. Once stable, scale gradually and keep a hard max allocation to protect the portfolio.
Build a strategy, connect your exchange and let your rules handle repetitive execution. You stay in control with limits, alerts and full transparency into every action.
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