walrasquant-strategy

name	walrasquant-strategy
description	Help write, modify, review, and debug WalrasQuant trading strategy files. Use when Codex needs to create or edit strategy scripts under the strategy directory, subclass walrasquant.strategy.Strategy, wire Config and Engine, use subscriptions, event handlers, schedules, indicators, cache access, order APIs, precision helpers, execution algorithms, or wq process commands for WalrasQuant strategies.

WalrasQuant Strategy

Overview

Use this skill to produce WalrasQuant strategy code for the installed walrasquant package. Prefer source-grounded framework APIs and concrete examples over generic trading-bot patterns.

Workflow

1. Inspect the closest existing example before editing:
   • Exchange examples live under strategy/binance/, strategy/bitget/, strategy/bybit/, strategy/hyperliquid/, and strategy/okx/.
   • Core strategy API lives in src/walrasquant/strategy.py.
   • If local source is unavailable because WalrasQuant was installed from pip, infer from this skill's references and inspect the installed package with Python or site-packages paths when needed.
2. Identify the requested mode:
   • Event-driven: subscribe in on_start, implement on_bookl1, on_bookl2, on_trade, on_kline, or funding/price handlers.
   • Timer-driven: call self.schedule(...) in on_start and implement a synchronous function.
   • External signal: configure ZeroMQSignalConfig and implement on_custom_signal.
   • Execution algorithm: register the algorithm on engine and call create_algo_order.
3. Implement a complete runnable strategy script when the user asks for a new strategy:
   • Include imports, constants from walrasquant.constants.settings, a Strategy subclass, Config, Engine, and a guarded engine.start() / engine.dispose() block.
   • Put exchange-specific account types and symbols in the same style as existing examples.
4. Validate cheaply before finishing:
   • Run python3 -m py_compile <strategy-file> for edited strategy files when possible.
   • Avoid starting a live strategy unless the user explicitly asks.

Guardrails

• Do not define async def methods on a Strategy subclass. Strategy.__init_subclass__ rejects coroutine methods.
• Always call super().__init__() in the strategy constructor.
• Put subscriptions, schedule(...), and register_indicator(...) in on_start, not __init__, because these APIs require the strategy to be registered by the engine.
• Use Decimal("...") for order amounts and prices supplied directly.
• Convert prices with self.price_to_precision(symbol, px) and amounts with self.amount_to_precision(...) or self.min_order_amount(...).
• Check self.ready before timer-driven cache reads, and check self.can_trade, self.can_open, or self.close_only before submitting orders when connection state matters.
• Prefer create_order_ws / cancel_order_ws for websocket order paths when the matching exchange example uses websocket trading.
• Track active order IDs in strategy state and clear them in order handlers when fills, cancels, or failures arrive.
• Use WalrasQuant's American spelling for cancel hooks and properties: on_canceled_order, OrderStatus.CANCELED, order.is_canceled. Do not write on_cancelled_order, CANCELLED, or is_cancelled in strategy code.
• Use self.log instead of print inside strategy logic unless matching a tiny demo.
• Keep secrets in settings.<EXCHANGE>...; do not hard-code API keys.

Reference

Load only the reference files needed for the task:

• references/source-map.md: source files and example files to inspect first.
• references/strategy-api.md: concrete Strategy lifecycle, handlers, subscription, order, timing, params, precision, and alert APIs.
• references/schema-cache.md: market data schemas, order and position fields, cache access, symbols, constants, and indicators.
• references/exchange-configs.md: exchange account types, settings paths, symbol forms, and config templates.
• references/execution-web-signals.md: TWAP/custom execution algorithms, ZeroMQ custom signals, FastAPI callbacks, process commands.
• references/patterns.md: ready-to-adapt strategy implementation patterns.
• references/review-checklist.md: bug checklist for reviewing WalrasQuant strategy code.