Initial project scaffold: five quant strategies for Hyperliquid Testnet

Set up the directory structure and wrote placeholder logic for:

- Order Book Imbalance: trades on L2 bid/ask skew
- Iceberg/TWAP detection: follows whale accumulation patterns
- Funding rate arbitrage: delta-neutral carry on perp funding
- Pairs trading: BTC/ETH spread mean reversion
- Avellaneda-Stoikov market making: optimal bid/ask quoting

Also added shared risk manager, portfolio tracker, and a plain-language strategy walkthrough in docs/.

config/ofi.yaml

@@ -0,0 +1,13 @@
+# Order Book Imbalance Strategy
+strategy:
+  name: OrderBookImbalance
+  instrument: BTC-USD-PERP
+  depth: 10
+  imbalance_threshold: 0.6
+  trade_size: 0.001
+  max_position: 0.003
+  cooldown_bars: 5
+
+risk:
+  max_drawdown_pct: 0.05
+  max_daily_trades: 20