Trading-Bot-Web3-Quant-Hackathon

A sophisticated Quantitative Algorithmic Trading Agent designed to maximize profit in crypto trading competitions while managing risk through systematic decision-making.

Overview

This trading agent operates autonomously using a 4-tool architecture:

1. Data Collector: Fetches real-time market data and news sentiment from Horus API
2. Data Analysis: Performs technical analysis (RSI, Moving Averages, Trend Detection)
3. Strategy Picker: Selects optimal trading strategy (Momentum Trend or Mean Reversion)
4. Trading Action: Executes trades on the Roostoo paper trading platform

Features

Risk Management

• Maximum Position Size: 25% of portfolio per trade
• Stop-Loss: Automatic 5% stop-loss on all trades
• Maximum Drawdown: 15% portfolio drawdown limit (no new trades if exceeded)

Trading Strategies

• Momentum Trend: Capitalizes on clear uptrends/downtrends
• Mean Reversion: Trades on price reversion in sideways markets

Operational Features

• Automatic analysis every 5 minutes
• Top 5 cryptocurrencies by market cap
• Real-time news sentiment integration
• Comprehensive technical analysis (RSI, SMA, Trend Detection)

Project Structure

Trading-Bot-Web3-Quant-Hackathon-/
├── agent/
│   ├── __init__.py
│   └── trading_agent.py      # Main trading agent orchestrator
├── tools/
│   ├── __init__.py
│   ├── data_collector.py     # Tool #1: Horus API integration
│   ├── data_analysis.py      # Tool #2: Technical analysis
│   ├── strategy_picker.py    # Tool #3: Strategy selection
│   └── trading_action.py     # Tool #4: Roostoo API integration
├── main.py                   # Entry point
├── test_api.py              # Roostoo API test script
├── requirements.txt         # Python dependencies
├── .env                     # Environment variables (create this)
└── README.md

Installation

1. Clone the repository:

   git clone <repository-url>
   cd Trading-Bot-Web3-Quant-Hackathon-

2. Install dependencies:

   pip install -r requirements.txt

3. Set up environment variables: Create a .env file in the root directory:

   ROOSTOO_API_KEY=your_roostoo_api_key
   ROOSTOO_API_SECRET=your_roostoo_api_secret
   HORUS_API_KEY=your_horus_api_key  # Optional if Horus API requires auth

Usage

Running the Agent

Test mode (1 cycle):

python main.py --test

Run for specific duration (minutes):

python main.py --duration 60  # Run for 1 hour

Run for specific number of cycles:

python main.py --cycles 10  # Run 10 cycles (50 minutes)

Run indefinitely (press Ctrl+C to stop):

python main.py

Testing API Connections

Test Roostoo API connection:

python test_api.py

How It Works

Workflow Cycle (Every 5 Minutes)

1. Initiate Cycle: Start timestamp and status check
2. Data Collection: Fetch market data and news sentiment for top 5 cryptos
3. Data Analysis: Calculate RSI, moving averages, identify trends
4. Strategy Selection: Choose Momentum Trend or Mean Reversion based on analysis
5. Decision Making: Determine BUY, SELL, or HOLD based on strategy rules
6. Pre-Trade Checks:
   • Verify no existing position
   • Check portfolio balance
   • Verify drawdown limits
   • Calculate position size
7. Trade Execution: Execute trade with stop-loss if all checks pass
8. Log Output: Record cycle results

Strategy Logic

Momentum Trend Strategy

• Buy Condition: Uptrend AND RSI < 70 (not overbought)
• Sell Condition: Downtrend AND RSI > 30 (not oversold)

Mean Reversion Strategy

• Buy Condition: RSI < 30 (oversold)
• Sell Condition: RSI > 70 (overbought)

API Integration

Horus API

• Base URL: https://api-horus.com
• Endpoints used:
  • /api/v1/market/ohlcv - OHLCV data
  • /api/v1/news/sentiment - News sentiment scores
  • /api/v1/market/top - Top cryptocurrencies by market cap

Roostoo API

• Base URL: https://mock-api.roostoo.com
• Authentication: HMAC-SHA256 signature
• Endpoints used:
  • /v3/balance - Portfolio balance
  • /v3/positions - Open positions
  • /v3/order - Execute trades

Configuration

You can modify risk parameters in agent/trading_agent.py:

self.max_position_size_pct = 0.25  # 25% max per position
self.stop_loss_pct = 0.05          # 5% stop-loss
self.max_drawdown_pct = 0.15       # 15% max drawdown

Example Output

============================================================
🚀 Starting Analysis Cycle: 2025-11-04 15:40:00 UTC
============================================================

💰 Portfolio Status:
   Total Value: $10000.00
   Available Cash: $10000.00

📊 Analyzing Top 5 Cryptocurrencies: BTC, ETH, BNB, SOL, XRP

🔍 Analyzing BTC/USD...
   📈 Current Price: $50000.00
   📊 Trend: uptrend
   📉 RSI: 65.00
   📰 Sentiment: 0.60
   🎯 Strategy: Momentum Trend
   💡 Decision: BUY
   📏 Quantity: 0.05000000
   🛑 Stop-Loss: $47500.00
   ✅ Trade Executed Successfully!
      Order ID: 1234567890

Error Handling

The agent includes comprehensive error handling:

• API connection failures (retries with fallbacks)
• Invalid data handling
• Risk limit enforcement
• Trade execution validation

Development

Adding New Strategies

1. Update tools/strategy_picker.py with new strategy logic
2. Add strategy rules in get_strategy_rules()
3. Update decision logic in agent/trading_agent.py

Adding New Indicators

1. Add calculation method in tools/data_analysis.py
2. Include in analyze() method
3. Update decision logic to use new indicator

License

[Your License Here]

Disclaimer

This is a trading bot for educational and competition purposes. Trading cryptocurrencies involves substantial risk of loss. Use at your own risk.