There is no specific tutorial yet, however, our product specification details much of how our Rolling Futures work. The UI/UX is hopefully intuitive.

Rolling Futures are quite different from how perpetuals function. It's a trade-off. Our future contracts settles every hour and the net exposure is rolled into the next session. This means no funding rates, no cascading liquidations, and an ability for us to offer leveraged trading in any product in which we can settle against an external index price (and for which we judge there is customer demand).

For deliverable futures, we'll have longer session (contract periods), and on the close of the contract, the participants will be required to deliver the full notional value of their net exposure.

Feel free to try it out in testnet mode: https://testnet.leverex.io/exchange