Security audit
Security checks for vulnerabilities and agentic risk
This is a transparent trading-strategy guide, but users should treat it as risky financial code and verify it before any live deployment.
Install only if you want an agent to help write or adapt a Hyperliquid/Freqtrade funding-rate futures strategy. Before using it with real funds, independently backtest it, paper trade it, add explicit risk controls, and treat the basis-trade and short-side claims as incomplete unless you implement those parts yourself.
The manifest says the skill should be used for 'basis trade', which normally implies a spot-perp or otherwise hedged multi-leg structure. However, the reference implementation only reads perp funding and enters/exits a single perp position, and later documentation explicitly states the delta-neutral hedge is outside this strategy, contradicting the claimed scope.
The document presents the skill as covering funding-rate arbitrage broadly, including 'paid to short' cases and a short-harvest variant, but the reference strategy sets can_short = False, so it cannot execute short entries as written. This is an active contradiction between the documented intent and the supplied implementation, not merely omitted detail.
This markdown describes a deployable trading strategy configuration for futures trading on Hyperliquid, including margin mode, stoploss, and multi-pair scaling, but it does not include an explicit user-facing warning about financial risk, liquidation risk, or that live trading may lose money. Under the markdown-specific warning criterion, behaviors affecting user funds and system integrity should be disclosed clearly.
