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
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/.
ramseshk