trading

Imported from wrightpt/proxmox-k8s-public (nextjs-market/apps/operations-dashboard/src/app/trading/AGENTS.md). Install upstream with npx skills add wrightpt/proxmox-k8s-public --skill trading. Copyright stays with the author.

AGENTS.md — Trading Dashboard

This directory owns the /trading operations dashboard surface at ops.3xmr.com/trading. The page is authenticated in production, so local source and API routes are usually the fastest way to understand the experience.

What This Page Is For

• Present paper/live trading strategy state in a client-safe way.
• Make the daily operating posture obvious: actionable, managing open risk, stale, or waiting.
• Show strategy thesis, evidence, guardrails, and raw telemetry together.
• Avoid language that promises profit. Use "validated", "candidate", "paper", "paused", and "risk controls" precisely.

Strategy Language For Agents

Translate "highest return possible" as "highest durable after-cost expected return for the risk taken." The dashboard should make it easy to compare expectancy, drawdown, freshness, regime state, liquidity, and operational readiness. It should not reward a strategy for trading more often unless the additional trades improve validated expectancy after costs.

Daily operation means daily evaluation, PnL marking, risk-state refresh, and a clear decision label. A no-trade day with a good reason is a successful product state.

Key Files

• page.tsx — thin route wrapper.
• TradingOverviewClient.tsx — dashboard presentation.
• strategy-insights.ts — pure strategy playbook, status, summary, and execution logic.
• strategy-insights.test.ts — node:test coverage for the pure logic.
• _helpers.ts — formatting helpers shared with positions/executions tabs.
• API source: src/app/api/internal/trading/overview/route.ts.
• ClickHouse source: src/services/clickhouse/analytics.ts.
• Strategy doc: nextjs-market/apps/operations-dashboard/docs/TRADING_STRATEGY_PRESENTATION.md.

Hyperliquid Live Trading (/hyperliquid)

A new top-level page dedicated to live perp-futures positions on Hyperliquid mainnet.

What it shows:

• Open positions (symbol, side, size, entry price, mark price, unrealized PnL)
• Current funding rate (1h and 8h equivalent)
• Cumulative funding collected since position open
• Margin used, liquidation price, account value

Key files:

• src/app/hyperliquid/page.tsx — client dashboard with SWR polling (30s)
• src/app/api/internal/hyperliquid/positions/route.ts — API route querying analytics.hyperliquid_positions
• src/services/clickhouse/analytics.ts — getHyperliquidPositions() query function
• src/components/DashboardNav.tsx — nav link

Bot-side sync job:

• services/xmr-market-data/src/jobs/hyperliquid_position_sync.py — runs every 5 min, fetches position state via HyperliquidExecutor, writes to ClickHouse
• Table: analytics.hyperliquid_positions (ReplacingMergeTree, partitioned monthly, 5-year TTL)

Bot-Side Documentation (services/xmr-market-data)

The strategies displayed here are produced by the Python paper-trader at services/xmr-market-data/. When you need bot-side context:

• Variant taxonomy & lineage — services/xmr-market-data/docs/STRATEGY_REGISTRY.md. Authoritative for which strategy_name strings exist and what each adds. Update both this file's strategy-insights.ts and the bot's STRATEGY_REGISTRY when promoting a variant.
• Term definitions (variant vs candidate vs challenger; carry vs edge vs funding) — services/xmr-market-data/docs/GLOSSARY.md.
• Bot architecture & "Adding a New Variant" recipe — services/xmr-market-data/AGENTS.md.
• ClickHouse schema is owned by services/xmr-market-data/src/xmr_funding_carry/storage.py:SCHEMA_DDL and re-exported by the job facade for compatibility. Coordinate any schema changes with the bot side before changing analytics.ts.

Adding Or Changing A Strategy

1. Add or update the strategy playbook in strategy-insights.ts.
2. Include client narrative, trade rule, risk controls, evidence, docs, and maxSignalAgeHours.
3. Add/adjust tests in strategy-insights.test.ts.
4. Update docs/TRADING_STRATEGY_PRESENTATION.md if the strategy is client-visible.
5. Keep paused/suspended strategies visible as risk-management evidence, not as trade candidates.

Current Strategy Posture

• funding_carry_z30d_15_kraken is the main client-ready paper candidate.
• funding_carry_z30d_15_kraken_v2_short_ta is a paper-only challenger for comparing short-entry RSI/MACD confirmation against the v1 control.
• funding_carry_z7d_15_20venue_median is suspended after the May 2026 regime shift.
• funding_carry_baseline is useful as an educational/research control, not the primary pitch.
• Hyperliquid delta-neutral funding carry (hyperliquid_mainnet) is now live (not paper). Currently running a manual sleeve: long XMR-PERP to collect funding (+0.0035%/h). The infrastructure is in place for multi-asset sizing once forward-paper validation clears. See services/xmr-market-data/docs/PERP_STRATEGY_ENGINE_PLAN.md.

Verification

From nextjs-market/apps/operations-dashboard:

pnpm exec tsx --test src/app/trading/strategy-insights.test.ts
pnpm exec tsc --noEmit --pretty false

Use pnpm dev:local for a local Next.js server on port 3003 when visual QA is needed.

Safety Rules

• Do not add a "trade now" or live execution action without explicit risk gates, audit logging, idempotency, venue health checks, and a kill switch.
• Do not read .env, .mcp.json, credentials, Talos configs, or wallet material to work on this UI.
• Cluster changes still go through GitOps. Do not manually kubectl apply managed resources.
• Daily trading means daily review. A no-trade decision is a valid bot outcome.
• Never present "highest return" without the cost/risk qualifier: after fees, slippage, funding, liquidity, venue risk, and operational risk.