feat(hyperliquid): read-only market data, backtests and cross-venue spread scanner
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還沒有人認領這個 Issue。
評估
- 難度
- 5/5
- 預估耗時
- 一週以上
- 新手友好度
- 25/100
- Issue 類型
- 功能
- 描述清晰度
- 基本清楚
- 活躍度
- 活躍
- 技術堆疊
- python
- 領域
- data, fintech-quant
研究方向
Start by reading the finance module's existing CSV or downloaded-price input path, the portfolio format, and the dependencies in issues #4 and #12. Then check Hyperliquid's public API limits and terms, and whether the proposed read precompiles are available on mainnet. Done means reproducible allocation backtests from stored inputs and a read-only spread scanner that reports timestamps and fee assumptions, with no order signing or trading keys.
由索引模型根據 Issue 內容生成。
描述
Summary
Use Hyperliquid market data (spot, perps, funding rates) as an input to the finance module, add a backtest of the optimizer's allocations, and a read-only cross-venue spread scanner against Uniswap prices.
Motivation
It supplies a liquid crypto asset universe and ties into the arbitrage-detection capability described in the research paper, without trading risk.
Current state in this repo
- The finance module consumes CSV or downloaded price data; the research paper in the documentation repo lists arbitrage detection as a target capability.
Proposal
- Read-only data client for public market endpoints (and, if useful, on-chain read precompiles via the EVM adapter).
- Asset loader producing input in the existing portfolio format; funding-rate series for analysis.
- Backtest: apply an allocation over a historical window and report realised return/variance versus the optimizer's expectation.
- Spread scanner comparing Hyperliquid mid prices to Uniswap quotes (#12) and logging opportunities; no orders are placed.
Acceptance criteria
- No code path signs an order or holds trading keys.
- Backtest results are reproducible from stored inputs (#4).
- Scanner output states data timestamps and fee assumptions.
Out of scope
- Order placement, even on testnet, until maintainers approve a separate design.
Dependencies
- #4
- Optionally #12 for the scanner.
Verify before implementing
- Public API rate limits and terms of use.
- Whether the read precompiles and any write paths are available on mainnet versus testnet only.
References
- Hyperliquid developer docs: https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/hyperevm/interacting-with-hypercore
Part of ##1. Ground rules for all issues in this roadmap are listed there (testnet-first, no secrets in the repo, chain logic behind the registry, tests and docs with every PR).
- 主要語言
- Python
- 星號
- 2
- 分支
- 4
- 平均合併
- 6 小時 14 分鐘
- 30 天內合併 PR
- 18
環境準備
- 提供 Dockerfile 或 Docker Compose 檔案
- 沒有 Pull Request 範本
- 沒有貢獻指南
從這裡開始
- 先讀完整個 Issue，再讀專案的貢獻指南。
- 在 Issue 下留言說明你要接手 —— 這能避免兩個人做同樣的事。
- Fork 儲存庫，在一個分支上完成修改。
- 送出 Pull Request，並在描述裡引用這個 Issue 編號。
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