Writing

Notes on trading infrastructure, Hyperliquid quant research, and on-chain tooling. Posted whenever there's something non-obvious worth writing down.

May 19, 2026
Reconstructing round-trip trades from raw Hyperliquid fills
Hyperliquid's userFills endpoint returns execution events, not trades. Here's how to walk those events back into open-held-closed trade objects, and the open-source library that ships the algorithm.