ramseshk
f198d2ccf6
Replaces the cramped 480px component with a full-screen
production-grade trading terminal:
DOM Ladder (25%):
- 40 price rows centered on mid
- Bid/ask volume bars with opacity scaling
- Floating mid price, volume text on both sides
Depth Heatmap (75%):
- Cumulative volume profile (filled gradient areas)
- Green bid fill, red ask fill
- Yellow dashed mid line with floating labels
- Price axis, volume scale, imbalance gauge
Trade Tape (30% bottom):
- Amber trade path with colored markers
- Sized dots (trade size proportional)
- Latest trade callout with direction
Header bar:
- Live connection indicator, mid, spread, imbalance
- Real-time trade count
Access: click L2 Depth Map button on main dashboard
Fullscreen overlay with close button, ESC to dismiss
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