crypto-hft

# Crypto HFT - Binary Market Trading Trade Polymarket's crypto binary markets with 4 automated strategies. Just say what you want! **Available market durations** (pick one): - **5-minute**: BTC only - ultra-high frequency HFT - **15-minute**: All assets (BTC, ETH, SOL, XRP) - balanced, most popular - **1-hour**: All assets - faster swing trading - **4-hour**: All assets - multi-hour trends - **Daily**: All assets - position trading, overnight holds Each round has UP/DOWN token pairs that settle at 0 or 1 using Chainlink price feeds. Starts in **dry-run mode** by default (no real orders). Test for free before going live! ## Talk to Clodds Naturally Just say what you want to trade: ``` "Trade 5-minute BTC markets" → /hft start --preset 5min-btc "Start 1-hour trading on all assets" → /hft start --preset 1h-all "I want 4-hour swing trades" → /hft start --preset 4h-all "Show me daily market presets" → /hft preset list "Trade conservatively on 15-minute markets" → /hft start --preset conservative "Aggressive all-in on 15-min with all strategies" → /hft start --preset aggressive ``` ## Quick Start ``` /crypto-hft start # 15-min (default): BTC,ETH,SOL,XRP /crypto-hft start --preset 5min-btc # 5-minute BTC (fast, aggressive) /crypto-hft start --preset 1h-all # 1-hour all assets /crypto-hft start --preset 4h-all # 4-hour all assets (swing) /crypto-hft start --preset daily-all # Daily all assets (position) /crypto-hft start BTC,ETH --dry-run # 15-min specific assets, dry run /crypto-hft status # Check stats + open positions /crypto-hft stop # Stop and show summary ``` For live trading, set Polymarket env vars and omit `--dry-run`: ```bash export POLY_PRIVATE_KEY="..." export POLY_FUNDER_ADDRESS="..." export POLY_API_KEY="..." export POLY_API_SECRET="..." export POLY_API_PASSPHRASE="..." ``` ## Commands ### Start / Stop ``` /crypto-hft start [ASSETS] [--size N] [--dry-run] [--preset NAME] /crypto-hft stop ``` ### Monitor ``` /crypto-hft status Stats, round info, open positions /crypto-hft positions Last 20 closed trades with PnL /crypto-hft markets Active markets from Gamma API (5-min or 15-min) /crypto-hft round Current round slot and timing ``` ### Configure (while running) ``` /crypto-hft config Show current config /crypto-hft config --tp 15 --sl 12 Set take-profit/stop-loss % /crypto-hft config --size 30 --max-pos 4 Set trade size and max positions /crypto-hft config --ratchet on --trailing off Toggle exit features /crypto-hft config --max-loss 100 Set daily loss limit ``` ### Strategy Control ``` /crypto-hft enable momentum Enable a strategy /crypto-hft disable expiry_fade Disable a strategy ``` ### Presets ``` /crypto-hft preset list Show all presets /crypto-hft preset save my_config Save current config as preset /crypto-hft preset load scalper Load a preset (into running engine or for next start) /crypto-hft preset delete my_config Delete a saved preset ``` ## Strategies | Strategy | Entry Condition | Order Mode | Best For | |----------|----------------|------------|----------| | **momentum** | Spot price moved, poly lagging | maker_then_taker | Catching delayed reactions | | **mean_reversion** | Token mispriced, spot calm | maker (0% fee) | Range-bound markets | | **penny_clipper** | Oscillating in zone, price below mean | maker (0% fee) | Tight spread scalping | | **expiry_fade** | Near expiry, skewed pricing, flat spot | taker (speed) | Late-round mean reversion | ## Built-in Presets ### By Market Duration #### 5-Minute (BTC Only) | Preset | Size | Max Pos | Strategies | Features | |--------|------|---------|-----------|----------| | **5min-btc** | $15 | 1 | All 4 | Aggressive - 10s min age | | **5min-btc-conservative** | $10 | 1 | MR, PC | Conservative - 15s min age | #### 1-Hour (All Assets) | Preset | Size | Max Pos | Strategies | Features | |--------|------|---------|-----------|----------| | **1h-all** | $20 | 3 | All 4 | Balanced - ratchet + trailing | #### 4-Hour (All Assets - Swing) | Preset | Size | Max Pos | Strategies | Features | |--------|------|---------|-----------|----------| | **4h-all** | $30 | 4 | Mom + MR | Swing trading focus | #### Daily (All Assets - Position) | Preset | Size | Max Pos | Strategies | Features | |--------|------|---------|-----------|----------| | **daily-all** | $50 | 4 | Mom + MR | Position trading, tight ratchet | #### 15-Minute (Classic - All Assets) | Preset | Size | Max Pos | Strategies | Risk | |--------|------|---------|-----------|------| | **conservative** | $10 | 2 | MR, PC | Low - dry run, tight stops | | **aggressive** | $50 | 4 | All 4 | High - live, wide stops | | **scalper** | $20 | 3 | PC only | Medium - ratchet on | | **momentum_only** | $30 | 3 | Mom only | Medium - ratchet + trailing | **Legend:** MR=mean_reversion, PC=penny_clipper, Mom=momentum ## Market Duration Comparison | Aspect | 5-Min | 1-Hour | 4-Hour | Daily | |--------|-------|--------|--------|-------| | **Assets** | BTC | All | All | All | | **Duration** | 300s | 3,600s | 14,400s | 86,400s | | **Min Round Age** | 10s | 60s | 120s | 600s | | **Min Time Left** | 50s | 180s | 600s | 3,600s | | **Force Exit** | 10s | 60s | 120s | 600s | | **Best For** | HFT scalping | Fast swing | Swing trading | Position trading | | **Liquidity** | Thin | Good | Very good | Excellent | | **Fee Impact** | Critical | Moderate | Low | Very low | | **Daily Cycles** | 288 | 24 | 6 | 1 | **Trading Strategy by Duration:** - **5-min**: Ultra-high frequency, requires tight risk management, penny_clipper focus - **1-hour**: Balanced entry points, good for mean reversion + momentum - **4-hour**: Swing trading, catch multi-hour trends, focus on momentum - **Daily**: Position trading, macroeconomic drivers, long holding periods ## Exit Logic Positions are monitored every 500ms with 9 exit types (in priority order): 1. **Force exit** - < 30s before expiry (15-min) or < 10s (5-min) 2. **Take profit** - PnL >= TP% (default 15%) 3. **Stop loss** - PnL <= -SL% (default 12%) 4. **Ratchet floor** - Progressive giveback from confirmed high-water mark 5. **Trailing stop** - Tightens as expiry approaches 6. **Depth collapse** - Orderbook depth dropped 60%+ while price dropping 7. **Stale profit** - Profitable but bid unchanged for 7s 8. **Stagnant profit** - At +3% for 13s with no progress 9. **Time exit** - Approaching minimum time left ## Architecture ``` Binance WS (spot) --> CryptoFeed --> Strategy Evaluators --> Entry Signals Gamma API ---------> MarketScanner --> Round Detection | v Poly Orderbook ----> OBI/Spread/Depth --> Exit Checks --> ExecutionService | PositionManager (ratchet, trailing, depth collapse) ```