alsk1992/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:

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)