6f602c0d19
- Add Pydantic settings with trading mode validation (paper/testnet/live) - Implement Binance USDⓈ-M Futures adapter with hedge mode, isolated margin - Add type definitions for orders, positions, and market data - Create documentation (PLAN.md, ARCHITECTURE.md, SECURITY.md) - Add setup.sh with uv/pip auto-detection for consistent dev environments - Configure Docker multi-stage build and docker-compose services - Add pyproject.toml with all dependencies and tool configs
196 lines
5.1 KiB
Markdown
196 lines
5.1 KiB
Markdown
# TradeFinder Development Plan
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## Vision
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Automated crypto trading system for BTC/ETH perpetual futures with regime-adaptive strategy selection, risk management, and full transparency via web UI.
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---
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## Phase 1: Foundation (Current)
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**Goal**: Core infrastructure, exchange connectivity, paper trading capability
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### Milestone 1.1: Project Setup ✅
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- [x] Repository structure
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- [x] pyproject.toml with dependencies
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- [x] Docker configuration
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- [x] Environment template
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### Milestone 1.2: Configuration & Core
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- [ ] Pydantic settings with validation
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- [ ] Structured logging (structlog)
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- [ ] Error handling patterns
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### Milestone 1.3: Exchange Adapter
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- [ ] Abstract exchange interface
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- [ ] Binance USDⓈ-M Futures adapter
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- [ ] Hedge mode (dual position side)
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- [ ] Isolated margin per symbol
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- [ ] Leverage configuration
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- [ ] Order types: limit, stop-market
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- [ ] Testnet connectivity verification
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### Milestone 1.4: Data Ingestion
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- [ ] REST OHLCV fetcher (historical backfill)
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- [ ] WebSocket streams (real-time)
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- [ ] Kline/candlestick
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- [ ] Mark price
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- [ ] Funding rate
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- [ ] DuckDB storage schema
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- [ ] Data validation & gap detection
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---
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## Phase 2: Trading Logic
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**Goal**: Regime detection, strategies, risk management
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### Milestone 2.1: Regime Classifier
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- [ ] ADX-based trend detection
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- [ ] ATR% volatility measurement
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- [ ] Bollinger Band width for squeeze detection
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- [ ] Regime states: trending, ranging, high_volatility
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### Milestone 2.2: Strategy Suite
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- [ ] Base strategy interface
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- [ ] Supertrend (trend-following)
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- [ ] Squeeze Breakout (volatility expansion)
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- [ ] Mean Reversion (range-bound)
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- [ ] Grid logic (optional, later)
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### Milestone 2.3: Risk Engine
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- [ ] Position sizing from stop distance + risk%
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- [ ] Per-trade risk limits (1-3%)
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- [ ] Strategy allocation caps (25% max)
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- [ ] Portfolio heat tracking
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### Milestone 2.4: Order Manager
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- [ ] Limit order entries with retry logic
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- [ ] Stop-market circuit breakers
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- [ ] Order state machine
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- [ ] Fill tracking & slippage logging
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---
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## Phase 3: Optimization & Backtesting
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**Goal**: Walk-forward optimization, performance measurement
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### Milestone 3.1: Backtester
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- [ ] Event-driven backtesting engine
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- [ ] Realistic fill simulation (slippage, fees)
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- [ ] Funding rate impact modeling
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- [ ] Multi-symbol support
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### Milestone 3.2: Optimizer
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- [ ] Optuna integration
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- [ ] Walk-forward validation
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- [ ] Objective functions: Calmar, Sortino
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- [ ] Weekly scheduled optimization runs
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### Milestone 3.3: Scorecard
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- [ ] Performance metrics calculation
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- [ ] Alpha, Beta
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- [ ] Sharpe, Sortino, Calmar ratios
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- [ ] Max drawdown, CAGR
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- [ ] Win rate, profit factor
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- [ ] CHF/EUR currency conversion
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- [ ] Historical comparison
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---
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## Phase 4: User Interface
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**Goal**: Full transparency via Streamlit dashboard
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### Milestone 4.1: Core Dashboard
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- [ ] Account overview (equity, PnL)
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- [ ] Current positions display
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- [ ] Recent trades table
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### Milestone 4.2: Regime & Strategy View
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- [ ] Real-time regime indicator
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- [ ] Active strategy display
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- [ ] Parameter visibility
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- [ ] Allocation breakdown
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### Milestone 4.3: Analytics
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- [ ] Performance charts (equity curve)
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- [ ] Drawdown visualization
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- [ ] Trade distribution analysis
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- [ ] Optimizer results viewer
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---
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## Phase 5: Production Readiness
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**Goal**: Reliable deployment, monitoring, alerting
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### Milestone 5.1: CI/CD
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- [ ] Gitea Actions pipeline
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- [ ] Container builds & registry push
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- [ ] Automated testing on PR
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- [ ] Version tagging
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### Milestone 5.2: Monitoring
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- [ ] Health check endpoints
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- [ ] Error alerting (email/webhook)
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- [ ] Performance logging
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- [ ] Resource monitoring
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### Milestone 5.3: Documentation
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- [x] PLAN.md (this file)
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- [ ] ARCHITECTURE.md
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- [ ] SECURITY.md
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- [ ] RUNBOOK.md (operations)
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- [ ] API reference
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---
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## Phase 6: Enhancements (Future)
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### Email Reports
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- [ ] Daily/weekly PDF reports
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- [ ] Embedded charts
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- [ ] Performance summary
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### Additional Exchanges
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- [ ] Bybit USDT perpetuals
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- [ ] Alpaca crypto
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- [ ] Abstract multi-exchange support
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### Advanced Strategies
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- [ ] Dynamic leverage based on regime
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- [ ] Cross-margin mode (optional)
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- [ ] Funding rate arbitrage
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---
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## Constraints & Decisions
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| Decision | Rationale |
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|----------|-----------|
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| Custom engine (not Freqtrade) | Freqtrade futures requires one-way mode; we need hedge mode |
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| Binance USDⓈ-M only (initial) | Best testnet support, most liquidity |
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| Hedge mode ON | Long+short simultaneously for strategy isolation |
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| Isolated margin | Contain risk per position |
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| 4h signal timeframe | Longer swings, less noise, lower fees |
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| Limit orders for entry | Better fills, avoids slippage |
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| Stop-market for exits | Guaranteed execution on stop-loss |
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| DuckDB for analytics | Fast OLAP queries, single file |
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| Redis for state | Real-time position/order tracking |
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---
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## Timeline (Estimated)
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| Phase | Duration | Status |
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|-------|----------|--------|
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| Phase 1: Foundation | 2 weeks | In Progress |
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| Phase 2: Trading Logic | 3 weeks | Not Started |
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| Phase 3: Optimization | 2 weeks | Not Started |
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| Phase 4: UI | 1 week | Not Started |
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| Phase 5: Production | 1 week | Not Started |
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**Target**: Paper trading operational in ~8 weeks
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