hft-paper-trader

name	hft-paper-trader
version	1.0.0
description	High-frequency paper trading framework for crypto. Multi-indicator TA scoring (RSI/MACD/EMA/BB/OBV/StochRSI), position sizing (Kelly criterion), stop-loss management, and trade ledger. Targets 300+ trades/day at 0.05% risk per trade. Use for paper trading, backtesting trading logic, HFT simulation, or building an autonomous trading agent.
author	JamieRossouw
tags	["trading","paper-trading","hft","crypto","kelly","backtesting","autonomous-agent"]

HFT Paper Trader — Autonomous Crypto Trading Framework

A complete high-frequency paper trading system for building and testing autonomous crypto trading agents.

Architecture

Market Data (Binance public API)
    ↓
TA Engine (RSI + MACD + EMA + BB + OBV + StochRSI)
    ↓
Signal Score (-10 to +10)
    ↓
Kelly Position Sizer (0.05% risk per trade)
    ↓
Paper Portfolio Manager (PORTFOLIO.json)
    ↓
Trade Ledger (LEDGER.csv)

Features

• Multi-indicator confluence: 7 indicators combined into one score
• OBV divergence detection: hidden accumulation/distribution
• Quarter-Kelly sizing: conservative risk management
• Drawdown controls: auto-pause at 2% daily NAV
• Full audit trail: every trade logged with entry/stop/target/outcome
• Self-improvement loop: lessons.md updated after each loss

Usage

Use hft-paper-trader to run TA on BTC and place a paper trade

Use hft-paper-trader to check portfolio performance

Use hft-paper-trader to scan the watchlist and trade all signals

Watchlist

BTC ETH SOL XRP TRX DOGE ADA AVAX BNB LINK LTC SUI ARB OP NEAR DOT ATOM UNI MATIC

Performance

Binance paper NAV: $748+ on $750 starting capital. Daily target: 100+ trades.