oyi77 Portfolio Rebalancing (Asset Swap) Strategy Design
Methodology from Gate.io's asset-swap / rebalancing playbook — re-expressed as a portable strategy. Replace the exchange's bundled CLI with public data (CoinGecko market-cap) so you can design a rebalance yourself.
When to Use
- You want to rebalance a portfolio to a target weight using only available spot balances.
- You want a rules-based basket (Top-N by market cap) instead of manual picks.
- Pre-buy or post-sell rebalancing of an existing holding.
Workflow
Phase 1: Select strategy type
- Conservative: shift toward a stablecoin anchor (lower volatility).
- Conviction: overweight a single asset you believe in (custom weight).
- Market cap: Top-N basket weighted by market cap — pull the ranking from public data:
python3 - <<'PY'
import requests
r = requests.get("https://api.coingecko.com/api/v3/coins/markets?vs_currency=usd&order=market_cap_desc&per_page=5&page=1")
for c in r.json():
print(c["symbol"].upper(), round(c["market_cap"]/1e9,1), "B")
PY
Phase 2: Build the target
- Eligible assets = those with available spot balance.
- Define each leg as asset + amount (not ratio-only) so the preview is unambiguous.
Phase 3: Preview, then create (gated)
- Generate a preview showing each from→to leg with asset and amount.
- Present the preview; do not create until the user explicitly confirms.
- On confirm, the create payload copies each leg's asset + amount.
Phase 4: Check order state
- States:
configuring,completed,partially completed,failed. - Verify final state via the returned order id, not just the create HTTP response.
Anti-Rationalization Table
| Rationalization | Reality |
|---|---|
| "I'll rebalance with borrowed funds" | Only available spot balances are eligible; don't assume margin. |
| "Ratio-only spec is fine" | Preview needs asset + amount per leg; ratio alone is ambiguous at execution. |
| "Top-N is always safe" | Market-cap weighting is mechanical, not a quality verdict; size conviction separately if needed. |
| "Create returned 200, done" | Inspect order state; partially completed / failed need follow-up. |
Overview
Asset swap rebalances a portfolio to a target weight from available spot balances. Pick strategy (conservative / conviction / market-cap Top-N), build legs as asset+amount, preview before create, and confirm. Verify the final order state — not the create response alone.
Verification
- Strategy type chosen (conservative / conviction / market-cap).
- Eligible assets limited to available spot balances.
- Legs specified as asset + amount (not ratio-only).
- Preview shown; create executed only after explicit confirmation.
- Final order state verified (completed / partially / failed), not just HTTP 200.
- No API key; strategy design only.