Wire up real Hyperliquid integration and funding rate API

Replaced the placeholder live node with a proper NautilusTrader
TradingNode that connects to Hyperliquid Testnet using the
official adapter. Added:

- common/hyperliquid_api.py: direct REST calls to Hyperliquid's
  info endpoint for funding rates, predicted fundings, and
  asset contexts
- backtests/run_backtest.py: CLI runner for strategy backtests
- Updated funding_rate_arb.py to fetch real funding rates
  instead of using a hardcoded placeholder
- Added requests to requirements.txt

backtests/run_backtest.py

@@ -0,0 +1,90 @@
+"""
+Quick backtest runner for strategy validation.
+
+Runs any strategy against historical bar data to check basic
+logic before deploying live. Uses NautilusTrader's BacktestEngine.
+
+Usage:
+    python backtests/run_backtest.py --strategy ofi --bars data/BTC-1h.parquet
+"""
+import argparse
+import asyncio
+from pathlib import Path
+
+from nautilus_trader.config import BacktestEngineConfig
+from nautilus_trader.config import BacktestDataConfig
+from nautilus_trader.config import BacktestVenueConfig
+from nautilus_trader.model.data import BarType
+from nautilus_trader.model.identifiers import InstrumentId, Venue
+from nautilus_trader.backtest.node import BacktestNode
+
+
+STRATEGIES = {
+    "ofi": "strategies.orderbook_imbalance:OrderBookImbalanceConfig",
+    "iceberg": "strategies.iceberg_detection:IcebergDetectorConfig",
+    "funding_arb": "strategies.funding_rate_arb:FundingRateArbConfig",
+    "pairs": "strategies.pairs_trading:PairsTradingConfig",
+    "avellaneda": "strategies.avellaneda_stoikov:AvellanedaStoikovConfig",
+}
+
+
+async def run_backtest(strategy_name: str, data_path: str) -> None:
+    """Run a single strategy backtest."""
+    if strategy_name not in STRATEGIES:
+        print(f"Unknown strategy: {strategy_name}")
+        print(f"Options: {list(STRATEGIES.keys())}")
+        return
+
+    config_path = STRATEGIES[strategy_name]
+
+    # Basic backtest config — swap these for real data
+    engine_config = BacktestEngineConfig()
+
+    venue_config = BacktestVenueConfig(
+        name="HYPERLIQUID",
+        oms_type="NETTING",
+        account_type="MARGIN",
+        starting_balances=["100000 USDC"],
+    )
+
+    data_config = BacktestDataConfig(
+        catalog_path=str(Path(data_path).parent),
+        data_cls="nautilus_trader.model.data.Bar",
+        catalog_fs_protocol="file",
+        bar_type=BarType.from_str("BTC-USD-PERP-1-HOUR-LAST-INTERNAL"),
+        instrument_id=InstrumentId.from_str("BTC-USD-PERP.HYPERLIQUID"),
+        start_time=None,
+        end_time=None,
+    )
+
+    node = BacktestNode(
+        config=engine_config,
+        venue_configs=[venue_config],
+        data_configs=[data_config],
+    )
+
+    node.add_strategy(config_path=config_path)
+    await node.run()
+    node.dispose()
+
+
+def main():
+    parser = argparse.ArgumentParser(description="FTDT Quant Lab - Backtest Runner")
+    parser.add_argument(
+        "--strategy", "-s",
+        choices=list(STRATEGIES.keys()),
+        required=True,
+        help="Strategy to backtest",
+    )
+    parser.add_argument(
+        "--data", "-d",
+        default="data/BTC-1h.parquet",
+        help="Path to bar data (parquet format)",
+    )
+    args = parser.parse_args()
+
+    asyncio.run(run_backtest(args.strategy, args.data))
+
+
+if __name__ == "__main__":
+    main()