Tiny HFT - Docker Setup

Quick Start

Dozzle: http://157.230.41.66:8080/

Environment Variables

Create a .env file in the project root, check env.example for the variables

Local Development

python3 -m venv env
source env/bin/activate
pip install -r requirements.txt
LOG_LEVEL="trace" EXCHANGE="hibachi" make dev

Production

EXCHANGE=extended make start # env file is .env.extended
EXCHANGE=hibachi make start # env file is .env.hibachi

Running bollinger bands on hyperliquid:

docker compose -f ./docker-compose.bb.yml up --build -d

Local

# extended or hibachi are supported
EXCHANGE=extended make dev

strategy notes

• Without TP on shorts:

  • Peak (113%)
  • Final (89%)

• With TP on shorts (2%):

• No Trend Filter: No confirmation that the market is trending before taking positions

• cache fetched data in memory

• handle TP/SL cases when TP/SL happens close the curren opened positionn in memory

• async write position state

• once called order set is waiting to true,

• set position once filled from ws

• retry mechanism

  • if order doesn't get filled in 2 sec retry after closing

• once placed the limit order, it doesn't get filled immidiately

• don't create order in same candle when closed when closed by tp/sl

• backtest bollinger bands with different leverage

• learn about more strategies on bigger time period

• lighter has 0 fee, fuck the shit out of ligher

• websocket connection logic

• backtest with not closing orders in the middle

docker run -p 80:80 -p 443:443     -v $PWD/caddy:/etc/caddy     -v caddy_data:/data   --network "host"  caddy -d