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Algo Trading the Full CDE Universe

Most traders think about BTC and ETH when they hear "crypto futures." But the Coinbase Derivatives Exchange offers contracts on 30+ underlying assets — from Solana and Chainlink to Gold, Silver, Crude Oil, Copper, and Natural Gas. This creates a rich universe for multi-asset algorithmic strategies.

The Complete CDE Asset Universe

Category	Assets	Monthly Tickers	Long-Dated	Contract Sizes
BTC & ETH	Bitcoin, Ether	BIT, ET	BIP, ETP	0.01 BTC, 0.1 ETH
Major Crypto	SOL, XRP, ADA, DOGE, LTC, BCH, AVAX, LINK	SOL, XRP, ADA, DOG, LC, BCH, AVA, LNK	Multiple	Varies
DeFi & Altcoins	DOT, MATIC, XLM, SUI, HBAR, ZEC, NEAR, ENA, ONDO, SHIB, PEPE	DOT, MC, XLM, SUI, HED	Most have -P suffix	Varies
Precious Metals	Gold, Silver, Palladium	GOL, SLR	SLP, PAU	1–50 oz
Energy	Crude Oil, Natural Gas	NOL, NGS	None	10 bbl, 1000 MMBtu
Industrial Metals	Copper	CU	None	2000 lbs

Strategy 1: Multi-Asset RSI Momentum Rotation

Allocate your capital to the N strongest assets by RSI, rotating every evaluation cycle. This works well across the CDE universe because different assets trend at different times.

javascript

function initialize(context) {
  // Rotate across BTC, ETH, SOL, LINK, GOLD, SILVER
  // context.symbols = ['BTC', 'ETH', 'SOL', 'LINK', 'GOLD', 'SILVER']
  context.rsiPeriod = 14;
  context.topN      = 2;  // hold the 2 strongest assets
}

function handleData(context, data) {
  // Score every asset by RSI momentum
  const scores = context.symbols.map(sym => {
    const closes = data.history(sym, 'close', context.rsiPeriod + 10);
    return { sym, rsi: indicators.rsi(closes, context.rsiPeriod) };
  });

  // Sort strongest first, allocate equally to top N
  scores.sort((a, b) => b.rsi - a.rsi);
  const alloc = 1.0 / context.topN;

  scores.forEach(({ sym }, i) => {
    orderTargetPercent(sym + '-FUTURES', i < context.topN ? alloc : 0);
  });
}

Strategy 2: Crypto vs Commodity Spread

Gold and Bitcoin have historically shown periods of correlation and divergence. When crypto sells off, gold often rallies as a safe haven. A spread strategy exploits this:

javascript

function initialize(context) {
  // Run this with symbols = ['BTC', 'GOLD'] and marketType = 'futures'
  context.lookback = 30;
}

function handleData(context, data) {
  const btcCloses  = data.history('BTC',  'close', context.lookback + 2);
  const goldCloses = data.history('GOLD', 'close', context.lookback + 2);

  const btcMom  = btcCloses[btcCloses.length - 1]  / btcCloses[0];  // 30-day return
  const goldMom = goldCloses[goldCloses.length - 1] / goldCloses[0];

  // Overweight whichever asset has stronger recent momentum
  if (btcMom > goldMom) {
    orderTargetPercent('BTC-FUTURES',  0.7);
    orderTargetPercent('GOLD-FUTURES', 0.3);
  } else {
    orderTargetPercent('BTC-FUTURES',  0.3);
    orderTargetPercent('GOLD-FUTURES', 0.7);
  }
}

Liquidity Considerations

Not all CDE contracts are equally liquid. Wider bid-ask spreads on illiquid contracts eat into returns, especially for strategies that trade frequently.

Liquidity Tier	Contracts	Recommended Strategy
High (market orders OK)	BIT, ET, BIP, ETP	Any frequency, market orders fine
Medium (limit orders best)	SOL, XRP, ADA, LINK, GOL, SLR	Use limit orders, avoid high-frequency
Lower (be careful)	SHIB, PEPE, ZEC, PAU, NGS, CU	Wider spreads — size down, use limits

Use the Asset Reference panel while writing code

In the Crypto Algo page, open the Custom Code section and click "Asset Ref." This shows every available contract with its exact product ID, contract size, expiry date, and days remaining — fetched live from Coinbase. Select the correct symbol in your asset chips first (e.g. GOLD, SILVER, OIL) before launching a futures bot on commodities.

Commodity Seasonality Patterns

Natural Gas (NGS): Strong seasonality. Demand peaks November–January (heating) and June–August (air conditioning). Historically, going long in early October and exiting in early January captures the winter demand spike.
Gold (GOL): Often rallies in January (jewelry demand, post-holiday) and in Q3 (Indian wedding season). Also rallies during equity market stress.
Crude Oil (NOL): Demand-driven by travel seasons. Often stronger April–August (driving season). OPEC+ decisions dominate over seasonal effects — harder to trade systematically.
Copper (CU): Correlated with global manufacturing PMI. Strong indicator of economic expansion/contraction. Less seasonal than energy.

Building Your Asset Reference Into Strategy Code

javascript

// Multi-asset futures strategy spanning crypto AND commodities
// Select: BTC, ETH, GOLD, SILVER, SOL from the asset chips

function initialize(context) {
  // Different strategies for crypto vs commodity assets
  context.cryptoAssets    = ['BTC', 'ETH', 'SOL'];
  context.commodityAssets = ['GOLD', 'SILVER'];
  context.fastPeriod = 20;
  context.slowPeriod = 60;
}

function handleData(context, data) {
  const cryptoAlloc    = 0.6 / context.cryptoAssets.length;    // 60% to crypto
  const commodityAlloc = 0.4 / context.commodityAssets.length; // 40% to commodities

  // Crypto: fast SMA cross
  for (const sym of context.cryptoAssets) {
    const closes = data.history(sym, 'close', context.slowPeriod + 2);
    const fast   = indicators.sma(closes, context.fastPeriod);
    const slow   = indicators.sma(closes, context.slowPeriod);
    orderTargetPercent(sym + '-FUTURES', fast > slow ? cryptoAlloc : 0);
  }

  // Commodities: slower SMA cross (commodities trend more slowly)
  for (const sym of context.commodityAssets) {
    const closes = data.history(sym, 'close', context.slowPeriod + 2);
    const fast   = indicators.sma(closes, 30);   // slower for commodities
    const slow   = indicators.sma(closes, 90);
    orderTargetPercent(sym + '-FUTURES', fast > slow ? commodityAlloc : 0);
  }
}

Try the Algo Engine

Launch a virtual futures bot using the strategies from this lesson. Select your assets from the full CDE universe — including Gold, Silver, and Oil — and watch the contract reference panel show live product IDs.