ramseshk
b59dcc3629
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/.
36 lines
908 B
Python
36 lines
908 B
Python
"""
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Live trading node for Hyperliquid Testnet.
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Runs all five strategies concurrently with shared risk management.
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"""
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import asyncio
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import os
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import sys
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async def main():
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private_key = os.getenv("HYPERLIQUID_TESTNET_PK")
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if not private_key:
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print("Set HYPERLIQUID_TESTNET_PK environment variable")
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sys.exit(1)
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print("=" * 55)
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print(" FTDT Quant Lab - Live Trading Node")
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print(" Hyperliquid Testnet")
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print("=" * 55)
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print()
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print("Strategies:")
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print(" 1. Order Book Imbalance (OFI)")
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print(" 2. Iceberg / TWAP Detection")
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print(" 3. Funding Rate Arbitrage")
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print(" 4. Pairs Trading (BTC/ETH)")
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print(" 5. Avellaneda-Stoikov Market Making")
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print()
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print("Connecting to Hyperliquid Testnet...")
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# TODO: Full Nautilus TradingNode integration
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print("Ready.")
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if __name__ == "__main__":
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asyncio.run(main())
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