XMR Quant Trading System

An indie quant project to (hopefully?) find alpha on the Monero (XMR) market.

🎯 Overview

This repository provides a framework for algorithmic trading of Monero (XMR) with:

• Multi-strategy support: Modular architecture for implementing and testing different trading strategies
• Risk management: Position sizing, stop-loss/take-profit, and drawdown monitoring
• Real-time monitoring: Comprehensive logging, metrics collection, and alerting
• Market data integration: CCXT (Kraken) for multi-asset price data (BTC, XMR, ZEC, LTC)
• Exchange integration: CCXT for order execution and portfolio management
• Notifications: Telegram bot for real-time trade alerts and system status

📁 Project Structure

xmr-quant/
├── shared/                 # Shared utilities across all strategies
│   ├── config.py          # Centralized configuration management
│   ├── market_data/       # Market data collection and processing
│   ├── exchange/          # Exchange API integration (Kraken)
│   ├── risk/              # Risk management and position sizing
│   ├── monitoring/        # Logging and metrics collection
│   └── notification/      # Telegram bot for alerts
├── strategies/            # Trading strategy implementations
│   └── README.md         # Strategy development guidelines
├── .env.example          # Environment variable template
├── requirements.txt      # Python dependencies
└── pyproject.toml        # Project configuration

🚀 Quick Start

Prerequisites

• Python 3.8+
• API keys for:
  • Kraken (exchange & market data)
  • Telegram Bot (notifications)

Installation

1. Clone the repository

   git clone https://github.com/xerk-dot/xmr-quant.git
   cd xmr-quant

2. Install dependencies

   pip install -r requirements.txt

3. Set up pre-commit hooks (optional but recommended)

   ./setup_precommit.sh
   # or manually:
   pre-commit install

4. Configure environment variables

   cp .env.example .env
   # Edit .env with your API keys

Configuration

Edit .env with your credentials:

# Kraken API
KRAKEN_API_KEY=your_api_key_here
KRAKEN_API_SECRET=your_api_secret_here

# Telegram Bot
TELEGRAM_BOT_TOKEN=your_bot_token_here
TELEGRAM_CHAT_ID=your_chat_id_here

# Trading Parameters
MAX_POSITION_SIZE=1000.0
MAX_DRAWDOWN_PERCENT=10.0
RISK_PER_TRADE_PERCENT=2.0

📊 Shared Modules

Market Data (shared/market_data/)

• CCXTClient: Fetch real-time and historical price data for BTC, XMR, ZEC, LTC via CCXT (defaults to Kraken)
• DataProcessor: Technical indicators (RSI, Bollinger Bands), moving averages, volatility calculations

from shared.market_data import CCXTClient, DataProcessor

client = CCXTClient()
quotes = client.get_latest_quotes(['XMR'])
print(f"XMR Price: ${quotes['XMR']['price']:.2f}")

Exchange Integration (shared/exchange/)

• KrakenClient: Full Kraken API integration for order execution and portfolio management
• Support for market orders, limit orders, order cancellation, and trade history

from shared.exchange import KrakenClient

kraken = KrakenClient()
balance = kraken.get_account_balance()
ticker = kraken.get_ticker('XMRUSD')

Risk Management (shared/risk/)

• RiskManager: Position sizing, stop-loss/take-profit calculation, drawdown monitoring
• Risk metrics: Sharpe ratio, maximum drawdown, win rate

from shared.risk import RiskManager

risk_mgr = RiskManager()
position_size = risk_mgr.calculate_position_size(
    portfolio_value=10000,
    entry_price=150.0,
    stop_loss_price=145.0
)

Monitoring (shared/monitoring/)

• Logger: Structured logging with file rotation
• MetricsCollector: Track API calls, trade execution, system performance

Notifications (shared/notification/)

• TelegramNotifier: Real-time alerts for trades, system status, and performance reports

from shared.notification import TelegramNotifier

notifier = TelegramNotifier()
notifier.send_trade_notification(
    symbol='XMR',
    side='buy',
    price=150.0,
    volume=10.0
)

🧠 Trading Strategies

The strategies/ directory is designed to house multiple trading strategies, each in its own subdirectory. Strategies are currently under development and will be implemented based on various market analysis approaches.

Strategy Framework

Each strategy should implement:

• Signal generation based on market data
• Position sizing logic
• Entry/exit criteria
• Backtesting capabilities

See strategies/README.md for detailed development guidelines.

Planned Strategy Categories

• Technical Analysis: Price action, indicators, chart patterns
• Machine Learning: Predictive models using historical data
• Market Correlation: Cross-asset analysis (BTC correlation, privacy coin dynamics)
• Sentiment Analysis: News and social media sentiment

Individual strategy implementations will be added in future updates.

🛠️ Development

Code Quality

This project uses pre-commit hooks to ensure code quality:

• Ruff: Fast Python linter and formatter
• Mypy: Static type checking
• Additional checks: Trailing whitespace, YAML validation, private key detection

Run manually:

pre-commit run --all-files

Testing

# Run all tests (when implemented)
pytest

# Run specific test file
pytest tests/test_strategy.py

Project Configuration

• pyproject.toml: Ruff and mypy configuration
• requirements.txt: Python dependencies
• .pre-commit-config.yaml: Pre-commit hook configuration

📈 Usage Example

from shared.market_data import CCXTClient
from shared.exchange import KrakenClient
from shared.risk import RiskManager
from shared.monitoring import setup_logger
from shared.notification import TelegramNotifier

# Initialize components
logger = setup_logger('trading_bot')
cmc = CCXTClient()
kraken = KrakenClient()
risk_mgr = RiskManager()
notifier = TelegramNotifier()

# Get market data
quotes = cmc.get_latest_quotes(['XMR'])
xmr_price = quotes['XMR']['price']

# Calculate position size
position_size = risk_mgr.calculate_position_size(
    portfolio_value=10000,
    entry_price=xmr_price,
    stop_loss_price=xmr_price * 0.98  # 2% stop loss
)

# Place order (validation mode)
order = kraken.place_market_order(
    pair='XMRUSD',
    side='buy',
    volume=position_size,
    validate=True  # Validate without executing
)

# Send notification
notifier.send_trade_notification(
    symbol='XMR',
    side='buy',
    price=xmr_price,
    volume=position_size
)

🔒 Security

• Never commit API keys: Use .env file (gitignored)
• Pre-commit hooks: Detect private keys before commit
• Validation mode: Test orders without execution

📝 License

This project is for educational and research purposes. Use at your own risk. Cryptocurrency trading involves substantial risk of loss.

🤝 Contributing

Contributions are welcome! Please:

1. Fork the repository
2. Create a feature branch
3. Ensure pre-commit hooks pass
4. Submit a pull request

📧 Contact

For questions or suggestions, please open an issue on GitHub.

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Disclaimer: This software is provided "as is" without warranty. Trading cryptocurrencies carries significant financial risk. Always do your own research and never invest more than you can afford to lose.