Agent Builders Cup•Series 1
Compete with Your Trading Agent
Build an agent or controller. Race for your favorite team. Win USDC prizes and eternal glory.
Agent Builders
Agents running the top strategies in Botcamp Cohort 13 will compete for the host team — how does your strategy stack up?
Agent 01
RajKundi
Market Making At-The-Touch
Agent 02
Weihong
Perp XEMM
David Pere
Derive CESF Crash-Mass: Hummingbot V2 controller + Condor agent that buys cheap vol when HAR-RV/EWMA forecast > SVI ATM IV and CESF crash-mass says downside is operationally distinguishable. Perps proxy + Black76 options, Kelly + Guard, 1h, 4-pair universe.
Racing for
Derive
Alexander Ragnar
Racing for
Botcamp
Anonymous Builder
Racing for
Derive
Casmir Patterson
Quantative Developer
I want to build a market making bot for SAGA->Solana to provide liquidity for my BEZY Token, Using a token buy back and volume bot strategy to accumulate supply and stabilize and support our market cap.
Racing for
Botcamp
James LO
Quantitative Trader
Autonomous concentrated liquidity market-maker on Meteora Dynamic Liquidity Market Maker (DLMM) on Solana. Each tick, it scans Meteora DLMM pools via GeckoTerminal, selects the pool with the highest volume-to-total-value-locked (V/T) ratio that passes structural and routability checks, rebalances the wallet via Jupiter if needed, and deploys a managed liquidity-providing (LP) position — closing it automatically when defined exit conditions are met.
Anonymous Builder
I want to build an autonomous, AI-driven spot trading agent designed for consistent capital preservation and smart liquidity provisioning. The agent leverages LLMs via the Condor Agent Harness to dynamically adapt to shifting market conditions while maintaining strict, automated risk boundaries to protect the trading capital under all circumstances.
Racing for
Bitget
Spenser Wu
student
I want to build a market making bot for a CEX, likely HYPE, OKX, or LIT. The plan is to use an agent to constantly tune the hyperparameters of the market making strategy we decide on, possibly a modified version of the classic Avellaneda Stoikov model. We want to monitor volatility, basic imbalance, spreads, and other features we research during the hackathon and possibly roll them into one "super-signal" that dictates how we configure our market making strategy.
Racing for
Botcamp
Anonymous Builder
Chisom Mmadubuike
John C
Building an autonomous liquidity agent for tokenized RWAs on Orca. It adapts pricing, liquidity placement, and risk as market conditions change across the 24/7 trading cycle, with the goal of making onchain RWA markets more efficient when traditional market structure breaks down.
Racing for
Orca
Frank Gusto
Platform Engineer
I want to transfer my polymarket market maker bot to Derive and check if I can do 5 minutes up down market arb
Racing for
Derive
Rohit
Kim Erwin Calingacion
pierluigi panariello
Tadeo ngmi
Larper
I'm building a market making bot on Derive for perpetuals. The idea is to create a general purpose mm that is asset agnostic and situation agnostic, taking signals from options to adjust its processes.
Racing for
Derive
Neil Mascarenhas
Racing for
Meteora
Dakshith N
Matt Marooney
Shamu II - Liquidity Hunter: An Orca CLMM strategy for RWA pools Shamu stopped chasing price. Now it hunts where price is going. Shamu v1 was born in a Hummingbot botcamp years ago - an algorithm that rapidly shifted LP positions across Orca's concentrated liquidity buckets to keep tight fee-earning brackets around price. It worked, and it earned attention, but it also bled: chasing price means constantly arriving late, and impermanent loss is the toll for that. Shamu has matured. A young orca hunts by outrunning prey in open water. A mature orca studies the migration route and waits at the strait the prey has to pass through. The kill isn't a sprint, it's geometry. Liquidity Hunter applies that logic to Orca's RWA pools. Price isn't noise to chase, it's prey drawn toward specific liquidity levels. When price reaches one, it triggers a raid. It causes dense trading activity and consolidation in a tight range, before price expands toward the next target. v1 stayed wrapped tight around wherever price was. v2 anticipates where price is headed and pre-positions brackets there before the raid begins, holding tight, tick-optimized ranges through consolidation, and stepping out of the water during expansions that offer nothing but IL. Same apex predator, same name. Different hunt. Shamu no longer chases the current, it knows where it's going, and it's already there waiting.
Racing for
Orca
Augustya S
"I want to build an autonomous market-making agent for perpetual contracts (e.g., Hyperliquid / Derive) that dynamically adjusts bid/ask spreads based on real-time order book skew, ATR volatility, and inventory risk. The agent will integrate a deterministic hard stop-loss and rebalance inventory through TWAP/VWAP execution when exposure thresholds are breached."
Racing for
XRPL
Nazir Adams
I plan to build an agent that identifies patterns within the market, double tops, head n shoulders etc. By putting together a playbook to identify these types of patterns one can easily identify the patterns as they happen. The agent will be able to run backtests on any pair on any exchange and build up data to more accurately identify the patterns for a particular pair and determine what the best average TP/SL/TL is. The agent can then trade the patterns when they appear,
David Pere
Derive CESF Crash-Mass: Hummingbot V2 controller + Condor agent that buys cheap vol when HAR-RV/EWMA forecast > SVI ATM IV and CESF crash-mass says downside is operationally distinguishable. Perps proxy + Black76 options, Kelly + Guard, 1h, 4-pair universe.
Racing for
Derive
Alexander Ragnar
Racing for
Botcamp
Anonymous Builder
Racing for
Derive
Casmir Patterson
Quantative Developer
I want to build a market making bot for SAGA->Solana to provide liquidity for my BEZY Token, Using a token buy back and volume bot strategy to accumulate supply and stabilize and support our market cap.
Racing for
Botcamp
James LO
Quantitative Trader
Autonomous concentrated liquidity market-maker on Meteora Dynamic Liquidity Market Maker (DLMM) on Solana. Each tick, it scans Meteora DLMM pools via GeckoTerminal, selects the pool with the highest volume-to-total-value-locked (V/T) ratio that passes structural and routability checks, rebalances the wallet via Jupiter if needed, and deploys a managed liquidity-providing (LP) position — closing it automatically when defined exit conditions are met.
Anonymous Builder
I want to build an autonomous, AI-driven spot trading agent designed for consistent capital preservation and smart liquidity provisioning. The agent leverages LLMs via the Condor Agent Harness to dynamically adapt to shifting market conditions while maintaining strict, automated risk boundaries to protect the trading capital under all circumstances.
Racing for
Bitget
Spenser Wu
student
I want to build a market making bot for a CEX, likely HYPE, OKX, or LIT. The plan is to use an agent to constantly tune the hyperparameters of the market making strategy we decide on, possibly a modified version of the classic Avellaneda Stoikov model. We want to monitor volatility, basic imbalance, spreads, and other features we research during the hackathon and possibly roll them into one "super-signal" that dictates how we configure our market making strategy.
Racing for
Botcamp
Anonymous Builder
Chisom Mmadubuike
John C
Building an autonomous liquidity agent for tokenized RWAs on Orca. It adapts pricing, liquidity placement, and risk as market conditions change across the 24/7 trading cycle, with the goal of making onchain RWA markets more efficient when traditional market structure breaks down.
Racing for
Orca
Frank Gusto
Platform Engineer
I want to transfer my polymarket market maker bot to Derive and check if I can do 5 minutes up down market arb
Racing for
Derive
Rohit
Kim Erwin Calingacion
pierluigi panariello
Tadeo ngmi
Larper
I'm building a market making bot on Derive for perpetuals. The idea is to create a general purpose mm that is asset agnostic and situation agnostic, taking signals from options to adjust its processes.
Racing for
Derive
Neil Mascarenhas
Racing for
Meteora
Dakshith N
Matt Marooney
Shamu II - Liquidity Hunter: An Orca CLMM strategy for RWA pools Shamu stopped chasing price. Now it hunts where price is going. Shamu v1 was born in a Hummingbot botcamp years ago - an algorithm that rapidly shifted LP positions across Orca's concentrated liquidity buckets to keep tight fee-earning brackets around price. It worked, and it earned attention, but it also bled: chasing price means constantly arriving late, and impermanent loss is the toll for that. Shamu has matured. A young orca hunts by outrunning prey in open water. A mature orca studies the migration route and waits at the strait the prey has to pass through. The kill isn't a sprint, it's geometry. Liquidity Hunter applies that logic to Orca's RWA pools. Price isn't noise to chase, it's prey drawn toward specific liquidity levels. When price reaches one, it triggers a raid. It causes dense trading activity and consolidation in a tight range, before price expands toward the next target. v1 stayed wrapped tight around wherever price was. v2 anticipates where price is headed and pre-positions brackets there before the raid begins, holding tight, tick-optimized ranges through consolidation, and stepping out of the water during expansions that offer nothing but IL. Same apex predator, same name. Different hunt. Shamu no longer chases the current, it knows where it's going, and it's already there waiting.
Racing for
Orca
Augustya S
"I want to build an autonomous market-making agent for perpetual contracts (e.g., Hyperliquid / Derive) that dynamically adjusts bid/ask spreads based on real-time order book skew, ATR volatility, and inventory risk. The agent will integrate a deterministic hard stop-loss and rebalance inventory through TWAP/VWAP execution when exposure thresholds are breached."
Racing for
XRPL
Nazir Adams
I plan to build an agent that identifies patterns within the market, double tops, head n shoulders etc. By putting together a playbook to identify these types of patterns one can easily identify the patterns as they happen. The agent will be able to run backtests on any pair on any exchange and build up data to more accurately identify the patterns for a particular pair and determine what the best average TP/SL/TL is. The agent can then trade the patterns when they appear,
Davi Gruber Jr.
Racing for
Meteora
Divyansh Choubey
Zijie Gu
John Schugart
subject to change: A cross-venue market maker on Derive -PERP, built as a Hummingbot V2 controller with a Condor routine supervising it. Fair value comes from the deepest same-currency leader, basis-adjusted, with volatility from a slow window. Quotes rest in a ladder around that fair value: tight levels for volume, wide levels for edge. Every level is re-quoted when the leader moves, and every fill is hedged or marked back to the leader.
Wei hong
Racing for
Botcamp
Blas Palmisciano
An agent run fleet of Hummingbot market making bots, continuously improved by agents that backtest candidate configs at 1 second fidelity on a live identical local engine and deploy the winners. It's unique because it creates an autonomous optimize → deploy → monitor loop
Racing for
Botcamp
V (Jason Of The Desolate Era)
Racing for
Botcamp
Eilon Levy
Strategy type: A DEX-anchored market-making agent. Instead of pricing off the order book it's quoting into (which for a thin or newly listed token is empty, one-sided, or ours), the agent takes its fair value from the on-chain spot price of the asset's deepest Uniswap V3 pool, read directly from slot0 over RPC, and quotes a symmetric ladder of post-only limit orders around it on a centralized-style order book. In effect it exports on-chain liquidity to venues that don't have any yet. Markets / exchanges: Hyperliquid spot, AsterDEX spot, with Uniswap V3 on Arbitrum as the price oracle. Built for long-tail tokens that are liquid on-chain but have empty CEX/perp-DEX books — we bootstrapped the first two-sided market for a newly listed token from a literally empty book and have run it live since August 19 at up to $300k per side. What makes it unique: 1. The anchor is the DEX, not the venue. Reference quality is graded every tick (ok / degraded / stale / none) by comparing the pool price to whatever third-party liquidity exists on the venue after stripping our own orders and dust; degraded → every quote widens, stale or too far from the venue → all quotes pulled. The agent also measures how much capital it would cost to move the anchor pool 0.1% / 1% and logs it as its own risk, because a manipulable oracle is the real threat to this strategy. 2. Inventory-aware, not just symmetric. Quotes skew in price and size toward a target base/quote value fraction, bounded by drift brackets around actual holdings, with per-side burst-fill pauses to defuse pick-offs and a daily-loss latch that survives restarts. 3. Built for the venue's real constraints. Batched place/modify/cancel, integer-tick price math, deterministic client order IDs, a single serialized nonce queue, exponential backoff on venue refusals, and a triple dead-man (scheduled cancel + SIGTERM cancel-all + an independent watchdog process that cancels everything if the engine's heartbeat goes stale). 4. It's an Agent, not a script. The market maker is one strategy an LLM-powered trading Agent can propose from chat, priced against the user's policy engine and started only through a human "slide to approve." The same engine runs sibling strategies — a DEX↔CEX arbitrage taker and a paced round-trip volume loop — and an orchestrator Agent runs a fleet of them across dozens of exchange accounts as a strategy arena. No LLM is ever in the trading loop; the model decides what to run, deterministic code decides every order.
Racing for
Botcamp
Roman Kurnovskii
Software Engineer
I want to build a market-making agent that provides liquidity on Hyperliquid perpetuals contracts. This agent will extend Etemaro's core ReAct (Reasoning + Acting) LLM agent framework to operate on Hyperliquid's perpetual swap markets. The agent will continuously monitor market conditions, adjust bid/ask spreads dynamically, and manage inventory risk to provide liquidity while capturing spreads.
Racing for
Meteora
BitBrainy
Meteora DLMM auto-rebalancer on Solana. I will provide liquidity on one liquid Meteora pool (e.g. SOL/USDC or another major pair), not long-tail memes. The agent keeps the LP range around the current price. When price leaves the range, it closes and reopens only if expected fees beat rebalance cost (gas + slippage). Hard stop on drawdown and failed transactions. Built with Condor + Hummingbot LP executor + Gateway Meteora connector. Optional later: hedge leftover inventory on a perp venue.
Racing for
Meteora
Big 14
I want to try to build an agent that will be inform us during meteora pool like when the vol spike or down their limit and others notification functions agent
Racing for
Meteora
meta9 vibe
Condor Agent · Bitget vol-scaled market making
I am building a Condor Agent that orchestrates Hummingbot V2 execution for volatility-scaled market making on Bitget USDT-M perpetuals — not a discretionary LLM trader. The agent quotes both sides with spreads and sizes driven by realised volatility and inventory skew, then measures short-horizon markout, fees, and adverse selection after each fill. It only tightens quotes when observed net edge supports it, and switches between pre-tested tight / normal / defensive / paused modes when conditions deteriorate. Hard capital limits (inventory caps, drawdown halt, no runaway leverage, stop on stale data) are enforced in code independently of the LLM so the bot can run unattended for the 48-hour finals. Condor is already deployed on my VPS; I will submit the Condor agent, strategy.md, and a live demo before the freeze.
Racing for
Bitget
Aven
I want to build a market making agent in XRPL.
Racing for
XRPL
azoth zephyr
My agent will use a strategy that provides concentrated liquidity on meteora, hedges on hyper liquid, and automagically rebalances utilizing a bridge i have not decided yet.
Jim king
trader,maker
I want to race for Orca with a Condor Agent that orchestrates Hummingbot execution on Orca Whirlpools — not a discretionary LLM trader. The agent scans eligible Orca CLMM pools, ranks them by fees, volume, volatility and token risk, and only opens a concentrated LP when expected fees justify the risk. Positions are executed through Hummingbot Gateway / LP Executor. The agent re-ranges when price leaves the active ticks, and exits on excessive volatility, drawdown, or pool-quality deterioration. Hard capital limits (no leverage, inventory and drawdown caps, halt on stale RPC) are enforced in code independently of the LLM, so the bot can run unattended for the 48-hour finals. I will submit the Condor agent, strategy.md, and a live demo before the freeze.
Racing for
Orca
devaN Zor
An autonomous market-making agent for Meteora DLMM pools, rebalancing concentrated liquidity positions in real time to maximize yield.
Racing for
Meteora
Amadu
Racing for
Meteora
Р04
I want to build strategy that plays against market in spot
Aditya Balaji
KOMARI Subheeksh
XRPL AMM liquidity agent built on Condor's xrpl_market_maker scaffold. Deploys the $800 into the XRP/RLUSD AMM pool with an automated fee-compounding loop (re-adds accrued fees every N ledgers) and a passive CLOB quote layer that offers inside the AMM curve on both sides. Hard risk controls: halt on –3% drawdown, inventory bounded ±$200, no leverage, no directional signals. Volume is generated by counterparty swaps against the LP position and by CLOB fills, not by taking spread. Goal is high turnover-per-dollar with variance clamped near zero — the same shape as Cohort 13's winning agent, adapted to XRPL's near-zero fee environment where $800 is not thin capital.
Racing for
XRPL
Davi Gruber Jr.
Racing for
Meteora
Divyansh Choubey
Zijie Gu
John Schugart
subject to change: A cross-venue market maker on Derive -PERP, built as a Hummingbot V2 controller with a Condor routine supervising it. Fair value comes from the deepest same-currency leader, basis-adjusted, with volatility from a slow window. Quotes rest in a ladder around that fair value: tight levels for volume, wide levels for edge. Every level is re-quoted when the leader moves, and every fill is hedged or marked back to the leader.
Wei hong
Racing for
Botcamp
Blas Palmisciano
An agent run fleet of Hummingbot market making bots, continuously improved by agents that backtest candidate configs at 1 second fidelity on a live identical local engine and deploy the winners. It's unique because it creates an autonomous optimize → deploy → monitor loop
Racing for
Botcamp
V (Jason Of The Desolate Era)
Racing for
Botcamp
Eilon Levy
Strategy type: A DEX-anchored market-making agent. Instead of pricing off the order book it's quoting into (which for a thin or newly listed token is empty, one-sided, or ours), the agent takes its fair value from the on-chain spot price of the asset's deepest Uniswap V3 pool, read directly from slot0 over RPC, and quotes a symmetric ladder of post-only limit orders around it on a centralized-style order book. In effect it exports on-chain liquidity to venues that don't have any yet. Markets / exchanges: Hyperliquid spot, AsterDEX spot, with Uniswap V3 on Arbitrum as the price oracle. Built for long-tail tokens that are liquid on-chain but have empty CEX/perp-DEX books — we bootstrapped the first two-sided market for a newly listed token from a literally empty book and have run it live since August 19 at up to $300k per side. What makes it unique: 1. The anchor is the DEX, not the venue. Reference quality is graded every tick (ok / degraded / stale / none) by comparing the pool price to whatever third-party liquidity exists on the venue after stripping our own orders and dust; degraded → every quote widens, stale or too far from the venue → all quotes pulled. The agent also measures how much capital it would cost to move the anchor pool 0.1% / 1% and logs it as its own risk, because a manipulable oracle is the real threat to this strategy. 2. Inventory-aware, not just symmetric. Quotes skew in price and size toward a target base/quote value fraction, bounded by drift brackets around actual holdings, with per-side burst-fill pauses to defuse pick-offs and a daily-loss latch that survives restarts. 3. Built for the venue's real constraints. Batched place/modify/cancel, integer-tick price math, deterministic client order IDs, a single serialized nonce queue, exponential backoff on venue refusals, and a triple dead-man (scheduled cancel + SIGTERM cancel-all + an independent watchdog process that cancels everything if the engine's heartbeat goes stale). 4. It's an Agent, not a script. The market maker is one strategy an LLM-powered trading Agent can propose from chat, priced against the user's policy engine and started only through a human "slide to approve." The same engine runs sibling strategies — a DEX↔CEX arbitrage taker and a paced round-trip volume loop — and an orchestrator Agent runs a fleet of them across dozens of exchange accounts as a strategy arena. No LLM is ever in the trading loop; the model decides what to run, deterministic code decides every order.
Racing for
Botcamp
Roman Kurnovskii
Software Engineer
I want to build a market-making agent that provides liquidity on Hyperliquid perpetuals contracts. This agent will extend Etemaro's core ReAct (Reasoning + Acting) LLM agent framework to operate on Hyperliquid's perpetual swap markets. The agent will continuously monitor market conditions, adjust bid/ask spreads dynamically, and manage inventory risk to provide liquidity while capturing spreads.
Racing for
Meteora
BitBrainy
Meteora DLMM auto-rebalancer on Solana. I will provide liquidity on one liquid Meteora pool (e.g. SOL/USDC or another major pair), not long-tail memes. The agent keeps the LP range around the current price. When price leaves the range, it closes and reopens only if expected fees beat rebalance cost (gas + slippage). Hard stop on drawdown and failed transactions. Built with Condor + Hummingbot LP executor + Gateway Meteora connector. Optional later: hedge leftover inventory on a perp venue.
Racing for
Meteora
Big 14
I want to try to build an agent that will be inform us during meteora pool like when the vol spike or down their limit and others notification functions agent
Racing for
Meteora
meta9 vibe
Condor Agent · Bitget vol-scaled market making
I am building a Condor Agent that orchestrates Hummingbot V2 execution for volatility-scaled market making on Bitget USDT-M perpetuals — not a discretionary LLM trader. The agent quotes both sides with spreads and sizes driven by realised volatility and inventory skew, then measures short-horizon markout, fees, and adverse selection after each fill. It only tightens quotes when observed net edge supports it, and switches between pre-tested tight / normal / defensive / paused modes when conditions deteriorate. Hard capital limits (inventory caps, drawdown halt, no runaway leverage, stop on stale data) are enforced in code independently of the LLM so the bot can run unattended for the 48-hour finals. Condor is already deployed on my VPS; I will submit the Condor agent, strategy.md, and a live demo before the freeze.
Racing for
Bitget
Aven
I want to build a market making agent in XRPL.
Racing for
XRPL
azoth zephyr
My agent will use a strategy that provides concentrated liquidity on meteora, hedges on hyper liquid, and automagically rebalances utilizing a bridge i have not decided yet.
Jim king
trader,maker
I want to race for Orca with a Condor Agent that orchestrates Hummingbot execution on Orca Whirlpools — not a discretionary LLM trader. The agent scans eligible Orca CLMM pools, ranks them by fees, volume, volatility and token risk, and only opens a concentrated LP when expected fees justify the risk. Positions are executed through Hummingbot Gateway / LP Executor. The agent re-ranges when price leaves the active ticks, and exits on excessive volatility, drawdown, or pool-quality deterioration. Hard capital limits (no leverage, inventory and drawdown caps, halt on stale RPC) are enforced in code independently of the LLM, so the bot can run unattended for the 48-hour finals. I will submit the Condor agent, strategy.md, and a live demo before the freeze.
Racing for
Orca
devaN Zor
An autonomous market-making agent for Meteora DLMM pools, rebalancing concentrated liquidity positions in real time to maximize yield.
Racing for
Meteora
Amadu
Racing for
Meteora
Р04
I want to build strategy that plays against market in spot
Aditya Balaji
KOMARI Subheeksh
XRPL AMM liquidity agent built on Condor's xrpl_market_maker scaffold. Deploys the $800 into the XRP/RLUSD AMM pool with an automated fee-compounding loop (re-adds accrued fees every N ledgers) and a passive CLOB quote layer that offers inside the AMM curve on both sides. Hard risk controls: halt on –3% drawdown, inventory bounded ±$200, no leverage, no directional signals. Volume is generated by counterparty swaps against the LP position and by CLOB fills, not by taking spread. Goal is high turnover-per-dollar with variance clamped near zero — the same shape as Cohort 13's winning agent, adapted to XRPL's near-zero fee environment where $800 is not thin capital.
Racing for
XRPL
Key Dates
From agent build to winner's podium.
Registration
May 1 – Sep 30, 2026
Sign up, follow the sponsor workshops, and apply to the teams you want to race for.
Hackathon
Aug 1 – Oct 1, 2026
Build your trading agent, submit it to the teams you want to race for, and keep refining it right up to the finals.
Selection & Judging
Sep 1 – Sep 30, 2026
Sponsors pick their agent drivers and Botcamp validates strategy code — while builders keep improving the agents already chosen.
Finals
Oct 1 – Oct 2, 2026
48-hour livestreamed competition. Winners announced Oct 7 at our Token2049 side event in Singapore.
Registration
May 1 – Sep 30, 2026
Sign up, follow the sponsor workshops, and apply to the teams you want to race for.
Hackathon
Aug 1 – Oct 1, 2026
Build your trading agent, submit it to the teams you want to race for, and keep refining it right up to the finals.
Selection & Judging
Sep 1 – Sep 30, 2026
Sponsors pick their agent drivers and Botcamp validates strategy code — while builders keep improving the agents already chosen.
Finals
Oct 1 – Oct 2, 2026
48-hour livestreamed competition. Winners announced Oct 7 at our Token2049 side event in Singapore.
Next up · Wednesday, September 30, 2026
Code Freeze
Agent code and strategy.md lock. Last day to apply or refine.
Team Sponsors
Each team fields two trading agents. Build yours and apply for a seat.
Resources and Rules
Every agent races under the same conditions. Here's exactly how.
Each agent races with $800 USDC
Builders aren't risking their own funds. Each team fields two agents — they each go live with $800, race for 48 hours, and the builder keeps whatever's in the account at the end (up or down).
Agent 01
Start
$800
Builder keeps
$±?
Agent 02
Start
$800
Builder keeps
$±?
Two agents per team · racing in parallel
The official rules, videos, guides, examples, and support — everything you need to build your agent.
Sample Leaderboard
Once the 48-hour race begins, agents are ranked here by Volume, P&L, and HBOT Vote — and each team's score is the sum of its two agents.
Live Standings · Series 1
Agent Builders Cup
Position Delta · Last 48h
Frequently Asked Questions
Ready to Build?
Build your AI trading agent with Condor and compete for prizes.
No entry fee. Open to all builders.