Initial project scaffold: five quant strategies for Hyperliquid Testnet

Set up the directory structure and wrote placeholder logic for:

- Order Book Imbalance: trades on L2 bid/ask skew
- Iceberg/TWAP detection: follows whale accumulation patterns
- Funding rate arbitrage: delta-neutral carry on perp funding
- Pairs trading: BTC/ETH spread mean reversion
- Avellaneda-Stoikov market making: optimal bid/ask quoting

Also added shared risk manager, portfolio tracker, and a plain-language strategy walkthrough in docs/.

strategies/funding_rate_arb.py

@@ -0,0 +1,77 @@
+"""
+Funding Rate Arbitrage strategy.
+
+Hyperliquid pays funding every 8 hours. When the rate is positive,
+longs pay shorts. This strategy:
+
+1. Goes LONG spot (no funding payments)
+2. Goes SHORT perp (collects funding)
+3. Maintains delta neutrality
+
+The profit comes from funding, not price direction.
+"""
+from nautilus_trader.trading.strategy import Strategy
+from nautilus_trader.config import StrategyConfig
+
+
+class FundingRateArbConfig(StrategyConfig, frozen=True):
+    spot_instrument: str
+    perp_instrument: str
+    min_funding_rate: float = 0.0001
+    rebalance_threshold: float = 0.05
+    position_size: float = 0.01
+
+
+class FundingRateArb(Strategy):
+    """
+    Delta-neutral funding rate carry trade.
+
+    Key idea: funding rate IS the edge. Stay neutral, collect
+    the payments.
+    """
+
+    def __init__(self, config: FundingRateArbConfig) -> None:
+        super().__init__(config)
+        self.config = config
+        self.position_open = False
+
+    def on_start(self) -> None:
+        bar_type = f"{self.config.perp_instrument}-1-MINUTE-LAST-INTERNAL"
+        self.subscribe_bars(bar_type)
+        self.log.info(
+            f"Funding arb: {self.config.spot_instrument} / {self.config.perp_instrument}"
+        )
+
+    def on_bar(self, bar) -> None:
+        funding_rate = self._get_funding_rate()
+        if funding_rate is None:
+            return
+
+        spot_pos = self.portfolio.net_position(self.config.spot_instrument)
+
+        if funding_rate > self.config.min_funding_rate and spot_pos == 0:
+            self._open()
+            self.position_open = True
+        elif funding_rate < self.config.min_funding_rate / 2 and self.position_open:
+            self._close()
+            self.position_open = False
+
+    def _get_funding_rate(self) -> float | None:
+        # TODO: fetch from Hyperliquid API
+        return 0.0001
+
+    def _open(self) -> None:
+        self.submit_order(self.order_factory.market(
+            instrument_id=self.config.spot_instrument,
+            order_side="BUY",
+            quantity=self.config.position_size,
+        ))
+        self.submit_order(self.order_factory.market(
+            instrument_id=self.config.perp_instrument,
+            order_side="SELL",
+            quantity=self.config.position_size,
+        ))
+
+    def _close(self) -> None:
+        self.close_all_positions(self.config.spot_instrument)
+        self.close_all_positions(self.config.perp_instrument)