Commit Graph

4 Commits

Author SHA1 Message Date
ramseshk 7a5fdf2f8d Fix tab switching + $100K paper trading capital
Tab IDs now match JavaScript: tab-backtest instead of tab-bt.
Paper trading increased to $100,000 ($10K per strategy, $30K reserve).
Server default paper metrics updated to $100K.
2026-08-04 04:26:38 +00:00
ramseshk f26892f8b2 Paper trading dashboard — 7 strategies on Hyperliquid MAINNET data
New paper trading engine (live/paper_trader.py):
- Pulls real mainnet prices, orderbooks, funding rates every 2s
- Runs all 7 strategies in simulation without placing orders
- Simulates fills at market with realistic taker fees (0.05%) and slip (1bp)
- Avellaneda-Stoikov: simulates spread capture with 15%/tick fill probability
- Tracks virtual positions and PnL per strategy
- $5,000 capital ($1,000 per strategy, $1,000 reserve)
- Writes to /tmp/ftdt-paper-metrics.json

Dashboard updated with 3 tabs:
- Live Trading (Testnet) — real orders on testnet
- Paper Trading (Mainnet) — simulated fills on real mainnet data
- Backtesting — 30-day simulated results

Server.py: added /ws/paper WebSocket endpoint, paper_clients set,
paper metrics reader and broadcast loop.
2026-08-04 04:18:52 +00:00
ramseshk 7dd9e78e0b Verbose dashboard with backtesting tab and per-strategy 100 USDC allocation
Dashboard overhaul:
- Tabbed interface: Live Trading | Backtesting
- Live tab shows: global stats (equity, reserve, trades, win rate, active
  strategies), equity curve, per-strategy cards with allocation and PnL,
  real-time trade log
- Backtest tab: lists saved backtests with Sharpe, PnL, max DD, win rate;
  click to view full equity curve and detailed metrics
- Reads real data from /tmp/ftdt-metrics.json written by live node

Live node update:
- 5 strategies each with 100 USDC allocation (398 USDC reserve)
- Writes real-time metrics to shared JSON file
- Runs signal generators for each strategy type
- Logs tick-by-tick status

Backtest runner:
- Simulates 30 days of hourly data per strategy
- Different return profiles for each strategy type
- Saves results to backtests/results/ as JSON
- Accessible via dashboard API and frontend

Backtest results (30-day sim):
  Avellaneda-Stoikov:    +3.72%  Sharpe 2.53  DD 5.12%
  Order Book Imbalance:  +3.83%  Sharpe 1.60  DD 9.86%
  Pairs Trading:         +0.54%  Sharpe 0.41  DD 7.83%
  Funding Rate Arb:      +0.17%  Sharpe 0.35  DD 2.94%
  Iceberg Detection:     -9.15%  Sharpe -4.39 DD 11.94%
2026-08-04 03:12:21 +00:00
ramseshk 232103e167 Add live dashboard with WebSocket PnL streaming, deploy at ftdt.io/cv
Built a tasteful dark-themed dashboard showing real-time strategy
performance. Components:

- dashboard/server.py: FastAPI + WebSocket backend that collects
  strategy metrics and streams them to connected clients
- dashboard/static/index.html: Clean single-page dashboard with
  equity curve (Chart.js), per-strategy PnL cards with Sharpe,
  win rate, drawdown, and a live trade log
- Deployed as a background process on port 9175, proxied by Caddy
  at ftdt.io/cv via handle_path

Also added docs/WALLET_SETUP.md with step-by-step instructions
for setting up a Hyperliquid testnet wallet and claiming faucet USDC.

Design: dark theme, JetBrains Mono for numbers, Inter for labels,
status dots with pulse animation. No bloat — one HTML file + vanilla JS.
2026-08-03 11:56:29 +00:00