ramseshk
2f74e076b4
New components:
- hyperliquid-ws.ts: WebSocket hook for Hyperliquid L2 + trades
- Auto-reconnect, ring buffer (500 trades)
- Computes imbalance, total bid/ask volume, mid, spread
- Type-safe interfaces: L2Snapshot, TradeTapeEntry
- orderbook-depth-map.tsx: Dual-panel Canvas 2D visualization
- Top panel (~55%): L2 volume profile histogram
- Green bid bars (#00C853), red ask bars (#FF1744)
- Yellow mid line (#FFEB3B) with floating price labels
- Price axis, volume scale, orange mid marker
- Quant overlay system: fair value, VWAP, signals
- Bottom panel (~45%): Live trade tape
- Amber trade path (#FFAB00)
- Buy/sell markers (green/red dots sized by trade size)
- Latest trade callout with side + price
- Dark theme (#000000), monospace fonts, zero flicker
Integration:
- Added to all strategy detail views (live tab only)
- Renders below trade history table
- WebSocket connects on mount, reconnects on error
Visual specification per user request:
- Bid/ask bars: neon green/red on pure black
- Mid line: yellow dashed with floating labels
- Trade path: amber staircase with colored markers
- No grid clutter, professional trading terminal aesthetic
FTDT Quant Lab — Quantitative Trading Strategies
A collection of quantitative trading strategies running on Hyperliquid Testnet via Nautilus Trader. Built as part of my professional portfolio to demonstrate algorithmic trading, market microstructure, and risk management skills.
What's inside
Five strategies, from simple to advanced:
| # | Strategy | Concept |
|---|---|---|
| 1 | Order Book Imbalance | Trades on L2 bid/ask pressure |
| 2 | Iceberg / TWAP Detection | Follows whale accumulation patterns |
| 3 | Funding Rate Arbitrage | Delta-neutral carry trade |
| 4 | Pairs Trading (BTC/ETH) | Cointegration-based stat arb |
| 5 | Avellaneda-Stoikov Market Making | Stochastic optimal control |
All strategies share a common risk manager and portfolio tracker.
Quick start
# Install dependencies
pip install -r requirements.txt
# Set your Hyperliquid testnet key
export HYPERLIQUID_TESTNET_PK=0x...
# Run live (testnet only)
python live/node.py
Project layout
ftdt-quant-lab/
├── config/ # Per-strategy YAML configuration
├── strategies/ # Strategy implementations
├── common/ # Risk manager, portfolio tracker, metrics
├── backtests/ # Historical backtest runners
├── live/ # Live trading node (Hyperliquid Testnet)
├── docs/ # Documentation and strategy writeups
└── notebooks/ # Analysis notebooks
Strategy details
See docs/STRATEGIES.md for a walkthrough of each strategy.
Risk warning
This is testnet only. These strategies are educational — they are not financial advice and have no alpha guarantee. Never run them on mainnet without thorough backtesting and your own due diligence.
Built by Ramses Echikh · Part of my quant trading portfolio