YOLO Crypto Trading Bot

Overview

This project implements a Python-based trading application that integrates with the Robot Wealth YOLO Crypto strategy. The strategy is based on Cross-Sectional and Time-Series momentum factors and is designed to execute trades and rebalance the portfolio weights through the Hyperliquid DEX.

For more info on Robot Wealth, check out https://robotwealth.com/
For more info on Hyperliquid Exchange, check out https://app.hyperliquid.xyz/

Features

Fetches YOLO weights using the Robot Wealth API.
Retrieves positions from the Hyperliquid DEX.
Calculates and executes trades based on the YOLO strategy.
Handles trade execution with market and limit orders.
Includes error handling and logging for better auditing and debugging.
Deployed as a Google Cloud Function triggered by Pub/Sub messages and scheduled via Cloud Scheduler.
example_utils.py from hyperliquid python SDK. https://github.com/hyperliquid-dex/hyperliquid-python-sdk

Version History

Version 1.0: Main function deployed to GCP Cloud Function. Added "No Yolo Trades" message when filtered DataFrame is empty.
Version 1.1: Added 500 error handler with a retry mechanism.
Version 1.2: Fixed a bug where duplicate orders were created due to duplicate code.
Version 1.3: Added a function to cancel unfilled open orders after a specific time and create market orders.

Setup

Prerequisites

Python 3.x
Google Cloud SDK
Git
Virtualenv (optional but recommended)

Installation

Clone the repository:

git clone https://github.com/your-username/your-repo.git
cd your-repo

Create and activate a virtual environment (optional but recommended):
```
python3 -m venv venv
source venv/bin/activate
```
Install the required Python packages:
```
pip install -r requirements.txt
```

Create a config.json file with your configuration parameters. See example_config.json :

{
    "cash": 10000,
    "buffer": 0.02,
    "MM": 0.5,
    "TM": 0.5,
    "ML": 2,
    "rw_api_key": "your_robot_wealth_api_key",
    "wallet_address": "your_hyperliquid_wallet_address"
}

Usage

Running Locally

To run the application locally, you can invoke the main function directly. Make sure to set up your logging and configuration properly.

Deploying to Google Cloud

Create a Cloud Function:

gcloud functions deploy yolo-crypto-trading-bot \
--runtime python39 \
--trigger-topic YOUR_TOPIC_NAME \
--entry-point hello_pubsub \
--memory 512MB \
--timeout 540s

Set Up Google Cloud Pub/Sub:

Create a Pub/Sub topic:

gcloud pubsub topics create YOUR_TOPIC_NAME

Create a subscription to the topic (optional):

gcloud pubsub subscriptions create YOUR_SUBSCRIPTION_NAME --topic YOUR_TOPIC_NAME

Set Up Cloud Scheduler:

Create a Cloud Scheduler job to trigger the Cloud Function:

gcloud scheduler jobs create pubsub yolo-crypto-scheduler-job \
--schedule="0 */1 * * *" \
--time-zone="UTC" \
--topic=YOUR_TOPIC_NAME \
--message-body="{}"

Code Description

Main Components

PortfolioManager Class:
- Manages the portfolio and executes trades based on YOLO weights and Hyperliquid positions.
- Methods include fetching YOLO weights and Hyperliquid positions, merging and processing data, calculating target weights, handling price information, and executing trades.
hello_pubsub Function:
- Triggered by Pub/Sub messages.
- Loads configuration, creates an instance of PortfolioManager, processes data, and executes trades.

Key Functions

setup_logging(): Configures logging to write logs to a file.
get_yolo_weights(): Fetches YOLO weights from the Robot Wealth API.
get_hyperliquid_positions(): Retrieves current positions from Hyperliquid.
merge_and_process_data(): Merges YOLO weights with Hyperliquid positions and processes the data.
execute_trades(): Executes the trades based on the processed data.
check_and_modify_orders(): Sleep timer to check if orders have been filled, if not will execute market orders, needs some refactoring and future imprmovements.

Contributing

Contributions are welcome! If you have suggestions, feature requests, or find a bug, please open an issue or submit a pull request.

License

This project is licensed under the MIT License.

mirceagrelus/hyperliquid-yolo