09 — CLUE/2.0-CB Coinbase Spot Crypto & Perpetual Futures Miner (LION NPU / GPU / CPU / APU)
Ticket Lineage: Root(TKT-8001) -> ... -> TKT-10209 -> TKT-10210
Target Hardware Host: lion.predator.run (AMD Ryzen AI 9 HX 370 w/ Radeon 890M + AMD XDNA 2 RyzenAI-npu4)
Live Data Source: Official Coinbase Exchange REST API (https://api.exchange.coinbase.com/products/<ID>/candles)
Executable Engine: /opt/mev-engine/clue_2_0_lion_miner/clue_2_0_coinbase_crypto_perps_miner.py (libclue2_cb_perps_avx512.so)
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1. Why Coinbase Spot Crypto & Perpetual Futures (CDE / INTX) Are Ideal for Recursive CLUE/2.0
Unlike US Equity Options (09:30–16:00 ET) or Spot G10 FX (24/5), Coinbase Spot Crypto (BTC-USD, ETH-USD, SOL-USD, XRP-USD, DOGE-USD, LINK-USD) and Coinbase Perpetual Futures (BTC-PERP-INTX / BIP-20DEC30-CDE, ETH-PERP-INTX / ETP-20DEC30-CDE, SOL-PERP-INTX / SLP-20DEC30-CDE, XRP-PERP-INTX / XPP-20DEC30-CDE) operate 24/7/365 (168 hours/week):
1. Zero Weekend or Overnight Session Discontinuities: The 3-Level Recursive Bell Hierarchy ($C_*^{(1)}$ 4-bar Micro $\to C_*^{(2)}$ 16-bar Meso $\to C_*^{(3)}$ 64-bar Macro) runs continuously across all 7 days of the week without Friday-to-Sunday jump gaps.
2. Coinbase Perpetual Fee & Maker-Rebate Optimization:
- Standard Spot Taker orders incur 12.0–40.0 bps round-trip friction, which destroys high-frequency unfiltered MDL signals.
- Coinbase Perpetual Futures (CDE Regulated US Nano-Perps & INTX Perps) offer 0.00% (0.0 bps) Post-Only Maker entry and 0.03% (3.0 bps) Taker exit, plus 4x–5x regulated capital efficiency.
3. Hourly Funding Rate Carry ($\pm\phi_t$): When a 3-Level Recursive CLUE/2.0-CB exhaustion orbit aligns with crowded perp funding, the strategy collects both directional mean-reversion alpha and hourly funding carry.
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2. Order-Flow Velocity + Relative Volume Surge Quantization ($\Sigma_{\text{CB}}^{(0)}$)
Each 5-minute OHLCV candle $t$ fetched live from Coinbase Exchange is quantized using normalized Order-Flow Velocity weighted by Relative Volume Surge:
$$v_t = \left(\frac{\text{Close}_t - \text{Open}_t}{\text{ATR}_{16,t}}\right) \cdot \text{clip}\!\left(\sqrt{\frac{\text{Volume}_t}{\overline{\text{Volume}}_{16,t}}},\; 0.4,\; 2.5\right)$$
0 ($v_t < -0.55$): High-Volume Liquidation Flush / Stop-Cascade Sweep1 ($-0.55 \le v_t < 0.0$): Low-Volume Pullback / Passive Bid Absorption2 ($0.0 \le v_t < +0.55$): Low-Volume Accumulation Grind3 ($v_t \ge +0.55$): High-Volume Breakout / Short-Squeeze IgnitionThe native C++20 AVX-512 + OpenMP kernel (libclue2_cb_perps_avx512.so) encodes $(v_t, s_t^{(0)}) \xrightarrow{C_*^{(1)}} c_t^{(1)} \xrightarrow{C_*^{(2)}} c_t^{(2)} \xrightarrow{C_*^{(3)}} c_t^{(3)}$ directly into lion's 121.46 GB Strix Halo Unified Zero-Copy /dev/shm/clue2_cb_perps_apu.bin memory ring.
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