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Details

Quant Agent — multi-agent quant terminal on Hyperliquid

Live HL data → in-browser TA → 4-agent committee → LONG/SHORT/SKIP verdict.
Terminal grid command bar + interactive agent-workflow graph. Paper-trading
worker reuses the browser brain (dry-run + Telegram). Forgejo static deploy.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

2026-06-09 19:00:13 +04:00

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Paper-trading worker

The always-on runtime that makes the swarm real — without real-money risk.

It reuses the exact browser brain (src/lib/hyperliquid.ts · ta.ts · signals.ts, pure functions, no DOM) on a server loop, paper-trades the verdict against live Hyperliquid prices, and broadcasts every fill to Telegram. This turns the site's biggest fiction — the performance track record — into an honest, verifiable record.

real candles → real TA → 4 agents vote → verdict → paper open/close → Telegram + JSON
   (L1)          (L2)        (L3)          (L4)        (L5 paper)        (L6)

Run

pnpm worker        # run forever, polling every QUANT_POLL_MS (default 60s)
pnpm worker:once   # single tick then exit (smoke test)

No setup required — with no Telegram configured it runs head-less and prints every signal/fill to stdout. Add a bot to broadcast (see below).

Telegram (optional)

Create a bot with @BotFather → copy the token.
Message the bot once, then get your chat id from @userinfobot.

Put both in .env.local:

TELEGRAM_BOT_TOKEN=123456:ABC-...
TELEGRAM_CHAT_ID=123456789

pnpm worker. The bot posts on open/close and answers commands: /status · /positions · /pnl (a.k.a. /learn) · /help.

What's real vs. paper

Real: market data, candles, every indicator, the agent votes, the verdict, the entry/exit prices, and therefore the PnL.
Paper: no order is ever signed or sent. mode is fixed to dry-run. Positions are marked to market against the live price; TP/SL are assumed filled at the level. This is the deliberate 80/20 line — all the credibility, none of the key-management / loss risk.

Config (env, all optional)

var	default	meaning
`QUANT_COINS`	`BTC,ETH,SOL`	universe
`QUANT_INTERVAL`	`1h`	candle timeframe
`QUANT_POLL_MS`	`60000`	tick cadence
`QUANT_EQUITY_START`	`10000`	starting paper bankroll (USD)
`QUANT_LEVERAGE`	`5`	applied to `sizePct` → notional
`QUANT_CONF_FLOOR`	`0.55`	min verdict confidence to open
`QUANT_MAX_OPEN_PER_COIN`	`1`	concurrent positions per coin
`QUANT_DATA_FILE`	`worker/data/state.json`	persisted state

State

A single JSON file (worker/data/, gitignored) written atomically each tick: equity, open positions, closed trades, signals log, and an equityCurve. It is exactly the shape a future /api/equity · /api/signals endpoint would serve so the site's Performance section and "recent fills" can read the real record instead of the seeded one.

Next 20% (deliberately skipped)

Live execution: sign + send real Hyperliquid orders. Needs an account, key management, and accepts real loss — keep behind a flag, dry-run stays default.
/api/* + frontend wiring: serve this state and point Performance / fills at it.
Claude in the loop: LLM-written reasoning per verdict and a real LLM /learn retrospective (off the risk path).

3.1 KiB Raw Blame History