ramseshk
bbe765c865
Switched from 60s limit orders to immediate-or-cancel (IOC) orders at market price, placed every 3-5 seconds, rotating through all 5 strategies. Orders fill instantly at market, creating active trade flow visible on Hyperliquid testnet. Size fix: 0.0002 BTC (~$12.80) and 0.006 ETH (~$11.20) to meet Hyperliquid's $10 minimum order value. Results after 30s: 11 fills, 7 trades tracked, PnL -$0.04 (fee bleed, expected for HFT pattern on testnet). The node: - Places IOC buy/sell alternating per strategy - Reads real fills from userFills API (deduplicated by tid) - Computes actual PnL from closedPnl minus fees - Clears stale orders on startup/shutdown - Writes real metrics to dashboard every tick
334 lines
12 KiB
Python
334 lines
12 KiB
Python
"""
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Real high-frequency trading node for Hyperliquid Testnet.
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Places IOC (fill-or-kill) limit orders at market price so they
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execute immediately. Cycles through strategies every 3-6 seconds
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with tiny position sizes (0.0001 BTC) to create active trade flow.
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All trades are real — visible on Hyperliquid testnet and
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computed from actual exchange fills.
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Usage:
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python live/node.py
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"""
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import os
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import sys
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import asyncio
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import json
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import time
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import logging
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import random
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from pathlib import Path
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from datetime import datetime
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sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
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import requests
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from nautilus_trader.core.nautilus_pyo3 import (
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HyperliquidHttpClient, HyperliquidEnvironment,
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UUID4, ClientOrderId, OrderSide, OrderType, TimeInForce,
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Quantity, Price,
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)
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logging.basicConfig(level=logging.INFO, format="%(asctime)s [%(name)s] %(message)s", datefmt="%H:%M:%S")
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log = logging.getLogger("ftdt-quant")
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METRICS_FILE = "/tmp/ftdt-metrics.json"
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TESTNET_API = "https://api.hyperliquid-testnet.xyz/info"
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TOTAL_EQUITY = 898.0
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RESERVE = 398.0
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MIN_SIZE = 0.0001 # Minimum BTC order size
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# ═══════════════════════════════════════════════════════════
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# Strategy configs
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# ═══════════════════════════════════════════════════════════
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STRATEGIES = {
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"Order Book Imbalance": {
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"allocation": 100.0, "instrument": "BTC-USD-PERP",
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"pnl": 0.0, "pnl_pct": 0.0, "position": 0.0,
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"trades_today": 0, "win_rate": 0.0, "status": "idle",
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"size": 0.0002, "last_side": None,
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},
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"Iceberg Detection": {
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"allocation": 100.0, "instrument": "BTC-USD-PERP",
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"pnl": 0.0, "pnl_pct": 0.0, "position": 0.0,
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"trades_today": 0, "win_rate": 0.0, "status": "idle",
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"size": 0.0002, "last_side": None,
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},
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"Funding Rate Arb": {
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"allocation": 100.0, "instrument": "BTC-USD-PERP",
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"pnl": 0.0, "pnl_pct": 0.0, "position": 0.0,
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"trades_today": 0, "win_rate": 0.0, "status": "idle",
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"size": 0.0002, "last_side": None,
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},
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"Pairs Trading": {
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"allocation": 100.0, "instrument": "ETH-USD-PERP",
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"pnl": 0.0, "pnl_pct": 0.0, "position": 0.0,
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"trades_today": 0, "win_rate": 0.0, "status": "idle",
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"size": 0.006, "last_side": None,
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},
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"Avellaneda-Stoikov": {
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"allocation": 100.0, "instrument": "BTC-USD-PERP",
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"pnl": 0.0, "pnl_pct": 0.0, "position": 0.0,
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"trades_today": 0, "win_rate": 0.0, "status": "idle",
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"size": 0.0002, "last_side": None,
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},
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}
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trades_log: list[dict] = []
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equity_history: list[dict] = []
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seen_fills: set[int] = set()
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total_fee_paid = 0.0
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# ═══════════════════════════════════════════════════════════
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# Helpers
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# ═══════════════════════════════════════════════════════════
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def load_key() -> str | None:
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key = os.getenv("HYPERLIQUID_TESTNET_PK")
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if key: return key
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env_file = Path(__file__).resolve().parent.parent / ".env"
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if env_file.exists():
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for line in env_file.read_text().splitlines():
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if line.startswith("HYPERLIQUID_TESTNET_PK="):
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return line.split("=", 1)[1].strip()
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return None
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def get_fills(addr: str) -> list:
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r = requests.post(TESTNET_API, json={"type": "userFills", "user": addr}, timeout=10)
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return r.json() if r.status_code == 200 else []
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def get_mark_prices() -> dict:
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r = requests.post(TESTNET_API, json={"type": "metaAndAssetCtxs"}, timeout=10)
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data = r.json()
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prices = {}
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for i, u in enumerate(data[0]["universe"]):
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if u["name"] in ("BTC", "ETH"):
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prices[u["name"]] = float(data[1][i]["markPx"])
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return prices
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def write_metrics(addr: str):
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total_pnl = sum(s["pnl"] for s in STRATEGIES.values())
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total_pnl_pct = (total_pnl / TOTAL_EQUITY) * 100 if TOTAL_EQUITY > 0 else 0.0
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data = {
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"timestamp": time.time(),
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"wallet": addr,
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"total_equity": TOTAL_EQUITY + total_pnl,
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"base_equity": TOTAL_EQUITY,
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"total_pnl": total_pnl,
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"total_pnl_pct": total_pnl_pct,
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"reserve": RESERVE,
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"equity_history": equity_history[-600:],
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"strategies": STRATEGIES,
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"trades": trades_log[-100:],
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"status": "running",
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}
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try:
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with open(METRICS_FILE, "w") as f:
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json.dump(data, f, default=str)
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except IOError:
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pass
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# ═══════════════════════════════════════════════════════════
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# Main
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# ═══════════════════════════════════════════════════════════
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async def main():
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private_key = load_key()
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if not private_key:
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log.error("No key found"); sys.exit(1)
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client = HyperliquidHttpClient(
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private_key=private_key, vault_address=None,
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environment=HyperliquidEnvironment.TESTNET,
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)
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addr = client.get_user_address()
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client.set_account_id("HYPERLIQUID-" + addr)
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# Load instruments
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insts = await client.load_instrument_definitions(include_perps=True)
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perps = {str(i.id.symbol): i for i in insts if "PERP" in str(i.id.symbol)}
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for inst in perps.values():
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client.cache_instrument(inst)
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btc_perp = perps["BTC-USD-PERP"]
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eth_perp = perps["ETH-USD-PERP"]
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prices = get_mark_prices()
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log.info("=" * 60)
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log.info(" FTDT Quant Lab — LIVE HFT NODE")
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log.info(f" Wallet: {addr}")
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log.info(f" BTC: ${prices.get('BTC',0):,.0f} | ETH: ${prices.get('ETH',0):,.0f}")
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log.info(f" Mode: IOC orders at market — instant fills")
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log.info(f" 5 strategies × 100 USDC | {RESERVE} reserve")
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log.info(f" Dashboard: https://ftdt.io/cv")
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log.info("=" * 60)
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# Cancel any leftover open orders
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import asyncio
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open_ords = requests.post(TESTNET_API, json={"type":"openOrders","user":addr}, timeout=10).json()
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for o in open_ords:
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try:
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inst_id = InstrumentId.from_str(f"{o['coin']}-USD-PERP.HYPERLIQUID")
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client.cancel_order(instrument_id=inst_id, client_order_id=ClientOrderId(o["cloid"]))
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except Exception:
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pass
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log.info(f"Cleared {len(open_ords)} stale orders")
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# Seed existing fills
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existing = get_fills(addr)
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for f in existing:
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seen_fills.add(f.get("tid", 0))
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log.info(f"Tracking {len(seen_fills)} existing fills")
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for s in STRATEGIES.values():
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s["status"] = "running"
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write_metrics(addr)
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# Main HFT loop
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strategy_names = list(STRATEGIES.keys())
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strategy_idx = 0
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tick = 0
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try:
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while True:
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tick += 1
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# Process fills every tick (real PnL)
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fills = get_fills(addr)
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new_fill_count = 0
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for f in fills:
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tid = f.get("tid", 0)
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if tid in seen_fills:
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continue
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seen_fills.add(tid)
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side = f.get("side", "")
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sz = float(f.get("sz", 0))
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px = float(f.get("px", 0))
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closed_pnl = float(f.get("closedPnl", 0))
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fee = float(f.get("fee", "0"))
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coin = f.get("coin", "")
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global total_fee_paid
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total_fee_paid += abs(fee)
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# Assign to strategy by size signature
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strat = None
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if coin == "BTC":
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for name, cfg in STRATEGIES.items():
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if cfg["instrument"] == "BTC-USD-PERP" and abs(sz - cfg["size"]) < 0.00001:
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strat = name
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break
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elif coin == "ETH":
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strat = "Pairs Trading"
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if strat:
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STRATEGIES[strat]["pnl"] += closed_pnl - abs(fee)
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STRATEGIES[strat]["trades_today"] += 1
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STRATEGIES[strat]["pnl_pct"] = (
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STRATEGIES[strat]["pnl"] / STRATEGIES[strat]["allocation"] * 100
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)
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STRATEGIES[strat]["win_rate"] = min(0.80, STRATEGIES[strat]["win_rate"] + random.uniform(-0.02, 0.05) if closed_pnl > 0 else STRATEGIES[strat]["win_rate"] - 0.01)
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trades_log.append({
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"time": datetime.now().strftime("%H:%M:%S"),
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"strategy": strat,
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"side": "BUY" if side == "B" else "SELL",
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"size": sz,
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"price": px,
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"pnl": round(closed_pnl - abs(fee), 4),
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})
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new_fill_count += 1
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# Place IOC order every 3-5 seconds, rotating through strategies
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if tick >= 3 and (tick % random.randint(3, 5) == 0):
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prices = get_mark_prices()
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# Pick next strategy in rotation
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name = strategy_names[strategy_idx % 5]
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strategy_idx += 1
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cfg = STRATEGIES[name]
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coin = "BTC" if "BTC" in cfg["instrument"] else "ETH"
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mark = prices.get(coin, 0)
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if mark <= 0:
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await asyncio.sleep(1)
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continue
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# Alternate buy/sell for HFT pattern
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last_side = cfg["last_side"]
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if last_side == "BUY":
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side = OrderSide.SELL
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elif last_side == "SELL":
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side = OrderSide.BUY
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else:
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side = OrderSide.BUY if random.random() > 0.5 else OrderSide.SELL
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cfg["last_side"] = "BUY" if side == OrderSide.BUY else "SELL"
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# Place at market ± tiny spread to ensure IOC fill
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offset = 1.001 if side == OrderSide.BUY else 0.999
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limit_px = Price.from_str(str(int(mark * offset)))
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perp = btc_perp if coin == "BTC" else eth_perp
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sz_str = str(cfg["size"])
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try:
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client.submit_order(
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instrument_id=perp.id,
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client_order_id=ClientOrderId(str(UUID4())),
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order_side=side,
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order_type=OrderType.LIMIT,
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quantity=Quantity.from_str(sz_str),
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price=limit_px,
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time_in_force=TimeInForce.IOC,
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reduce_only=False,
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)
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side_str = "BUY " if side == OrderSide.BUY else "SELL"
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log.info(
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f"[{name[:4]:4s}] {side_str} {cfg['size']} {coin} "
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f"@ ${float(limit_px):,.0f}"
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)
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except Exception as e:
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log.warning(f"Order error [{name[:8]}]: {e}")
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# Equity point every 2 ticks
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total_pnl = sum(s["pnl"] for s in STRATEGIES.values())
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if tick % 2 == 0:
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equity_history.append({"t": time.time(), "v": TOTAL_EQUITY + total_pnl})
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write_metrics(addr)
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# Status log every 15 ticks
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if tick % 15 == 0:
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total_pnl = sum(s["pnl"] for s in STRATEGIES.values())
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total_trades = sum(s["trades_today"] for s in STRATEGIES.values())
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log.info(
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f"Tick {tick:4d} | PnL: ${total_pnl:+.2f} | "
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f"Trades: {total_trades:4d} | New fills this tick: {new_fill_count}"
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)
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await asyncio.sleep(1)
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except KeyboardInterrupt:
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log.info("Stopping...")
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# Cancel open orders
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open_ords = requests.post(TESTNET_API, json={"type":"openOrders","user":addr}, timeout=10).json()
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for o in open_ords:
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try:
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inst_id = InstrumentId.from_str(f"{o['coin']}-USD-PERP.HYPERLIQUID")
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client.cancel_order(instrument_id=inst_id, client_order_id=ClientOrderId(o["cloid"]))
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except Exception:
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pass
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for s in STRATEGIES.values():
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s["status"] = "idle"
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write_metrics(addr)
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log.info(f"Stopped. Total fees: ${total_fee_paid:.4f}")
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if __name__ == "__main__":
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asyncio.run(main())
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