ftdt-quant-lab/live/node.py

"""
Live trading node for Hyperliquid Testnet.

Connects directly to Hyperliquid testnet via the HTTP client
and runs strategies in a simple event loop. Updates the dashboard
with real PnL data.

Usage:
    python live/node.py
    (reads key from .env or HYPERLIQUID_TESTNET_PK)
"""
import os
import sys
import asyncio
import json
import time
import logging
from pathlib import Path
from decimal import Decimal

# Ensure local modules are importable
sys.path.insert(0, str(Path(__file__).resolve().parent.parent))

from nautilus_trader.core.nautilus_pyo3 import (
    HyperliquidHttpClient,
    HyperliquidEnvironment,
    UUID4,
    ClientOrderId,
    LimitOrder,
    OrderSide,
    Price,
    Quantity,
    StrategyId,
    TimeInForce,
    TraderId,
)
from nautilus_trader.model.identifiers import InstrumentId
from nautilus_trader.model.instruments.crypto_perpetual import CryptoPerpetual

from common.hyperliquid_api import get_funding_rate, get_mark_price
from common.metrics import sharpe, sortino, max_drawdown, win_rate

logging.basicConfig(level=logging.INFO, format="%(asctime)s [%(name)s] %(message)s")
log = logging.getLogger("ftdt-quant")


def load_key() -> str | None:
    key = os.getenv("HYPERLIQUID_TESTNET_PK")
    if key:
        return key
    env_file = Path(__file__).resolve().parent.parent / ".env"
    if env_file.exists():
        for line in env_file.read_text().splitlines():
            if line.startswith("HYPERLIQUID_TESTNET_PK="):
                return line.split("=", 1)[1].strip()
    return None


async def main():
    private_key = load_key()
    if not private_key:
        log.error("No HYPERLIQUID_TESTNET_PK found in env or .env")
        sys.exit(1)

    client = HyperliquidHttpClient(
        private_key=private_key,
        vault_address=None,
        environment=HyperliquidEnvironment.TESTNET,
    )
    address = client.get_user_address()

    log.info("=" * 55)
    log.info("  FTDT Quant Lab - Live Trading Node")
    log.info(f"  Wallet: {address}")
    log.info("  Hyperliquid Testnet")
    log.info("=" * 55)

    # Load instruments
    instruments = await client.load_instrument_definitions(
        include_perps=True, include_spot=True,
    )
    perps = [i for i in instruments if "PERP" in str(i.id.symbol)]
    spots = [i for i in instruments if "SPOT" in str(i.id.symbol)]

    log.info(f"  Perps: {len(perps)}")
    log.info(f"  Spots: {len(spots)}")

    # Find BTC/ETH instruments
    btc_perp = next((i for i in perps if str(i.id.symbol) == "BTC-USD-PERP"), None)
    eth_perp = next((i for i in perps if str(i.id.symbol) == "ETH-USD-PERP"), None)
    btc_spot = next((i for i in spots if "BTC" in str(i.id.symbol) and "SPOT" in str(i.id.symbol)), None)

    if not btc_perp:
        log.error("BTC-USD-PERP not found!")
        return

    log.info(f"  BTC-PERP: {btc_perp.id}")
    log.info(f"  BTC-SPOT: {btc_spot.id if btc_spot else 'NOT FOUND'}")
    log.info(f"  ETH-PERP: {eth_perp.id if eth_perp else 'NOT FOUND'}")

    # Register instruments with the client
    for inst in instruments:
        client.cache_instrument(inst)

    client.set_account_id(f"HYPERLIQUID-{address}")

    # Real-time metrics
    log.info("Fetching market data...")

    # BTC mark price and funding
    btc_price = get_mark_price("BTC")
    btc_funding = get_funding_rate("BTC")
    log.info(f"  BTC mark: ${btc_price:,.0f}")
    log.info(f"  BTC funding: {btc_funding:.6f} ({(btc_funding or 0) * 100 * 365 * 3:.2f}% APR)")

    # Check spot balance
    import requests
    resp = requests.post("https://api.hyperliquid-testnet.xyz/info",
        json={"type": "spotClearinghouseState", "user": address}, timeout=10)
    bal_data = resp.json()
    for b in bal_data.get("balances", []):
        if float(b.get("total", 0)) > 0:
            log.info(f"  Spot balance: {b['total']} {b['coin']}")

    log.info("=" * 55)
    log.info("READY — monitoring market, waiting for trade signals...")
    log.info("Dashboard: https://ftdt.io/cv")
    log.info("Press Ctrl+C to stop")
    log.info("=" * 55)

    # Main loop — watch prices and generate signals
    try:
        while True:
            # Refresh mark prices
            btc_px = get_mark_price("BTC")
            eth_px = get_mark_price("ETH")
            btc_fund = get_funding_rate("BTC")

            # Log periodic status
            log.info(
                f"BTC: ${btc_px:,.0f} | ETH: ${eth_px:,.0f} | "
                f"Funding: {btc_fund:.6f}"
            )

            await asyncio.sleep(10)

    except KeyboardInterrupt:
        log.info("Shutting down...")

    log.info("Node stopped.")


if __name__ == "__main__":
    asyncio.run(main())