Algorithmic-trading

Open-source tools & strategies for algorithmic trading — from traditional markets to DeFi.
Commercial products by AlgoSphere Quant are listed below but hosted on the MQL5 Marketplace.

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📖 About

This repository brings together my algorithmic trading work across two worlds:

	TradFi	DeFi
Platforms	MetaTrader 5, NinjaTrader	Ethereum, Arbitrum, Polygon, Solana
Languages	MQL5, C#	Python, Solidity (learning)
Focus	Indicators, EAs, position management	CEX/DEX connectors, arbitrage, MEV
Status	Mature (14+ products)	Active development

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🛢️ Spotlight — Djibril AI

My most advanced open-source system: AI-powered crude oil trading based on real-time geopolitical analysis.

Claude API scores Iran/Middle East tensions (-10 to +10), a composite engine blends geo + technical + sentiment signals, Kelly sizing computes position size, and a MetaTrader 5 EA executes WTI/Brent trades — with a real-time React dashboard on top.

FastAPI · React/TypeScript · MQL5 · Docker · 98 tests

➡️ e49nana/Djibril-AI

📂 Repository Structure

Algorithmic-Trading/
│
├── tradfi/
│   ├── mql5/
│   │   ├── libraries/
│   │   │   ├── SessionTimeFilter.mqh
│   │   │   └── PositionSizer.mqh
│   │   ├── indicators/
│   │   │   ├── SpreadAnalyzer.mq5
│   │   │   ├── CandlePatternDetector.mq5
│   │   │   └── MultiTimeframeDashboard.mq5
│   │   ├── experts/
│   │   │   ├── DrawdownGuard.mq5
│   │   │   └── TradeStatistics.mq5
│   │   └── scripts/
│   │       ├── RiskCalculator.mq5
│   │       └── TradeJournal.mq5
│   │
│   └── ninjatrader/
│       ├── indicators/
│       │   ├── VolumeProfile.cs
│       │   ├── OrderFlowImbalance.cs
│       │   └── SessionHighLow.cs
│       └── strategies/
│           └── snippets/
│
├── defi/
│   ├── crypto-trade-bot/
│   │   ├── connectors/
│   │   │   ├── cex/                       # CEX connectors (Binance, Bybit, OKX)
│   │   │   │   ├── base.py
│   │   │   │   ├── binance.py
│   │   │   │   ├── bybit.py
│   │   │   │   └── okx.py
│   │   │   └── dex/                       # DEX connectors
│   │   │       ├── base.py                # AbstractDEXConnector
│   │   │       └── uniswap.py             # Uniswap V3 (Web3.py)
│   │   ├── services/
│   │   │   └── exchange_rate_limiter.py   # Token bucket rate limiting
│   │   ├── config/
│   │   └── tests/                         # 294 tests, 0 failures
│   │
│   └── contracts/                         # Solidity (coming soon)
│       └── README.md
│
└── docs/
    ├── architecture.md
    └── defi-roadmap.md

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💹 TradFi — MetaTrader 5 & NinjaTrader

MQL5 — Open-Source Tools

Tool	Description	Type
SessionTimeFilter	Filter trades by session (London, NY, Tokyo, Sydney) with overlap detection	Library
PositionSizer	Risk-based position sizing — fixed lot, percent risk, Kelly criterion	Library
SpreadAnalyzer	Real-time spread monitoring with statistics (avg, max, percentile)	Indicator
CandlePatternDetector	Automated detection of 15+ candlestick patterns with alerts	Indicator
MultiTimeframeDashboard	Multi-timeframe trend direction panel (RSI, MA, ADX)	Indicator
DrawdownGuard	Automated equity protection with daily/weekly drawdown limits	Expert
TradeStatistics	Real-time win rate, expectancy, profit factor, Sharpe ratio	Expert
RiskCalculator	One-click lot size calculator based on SL distance & risk %	Script
TradeJournal	Export complete trade history to CSV for external analysis	Script

All MQL5 tools are also available on the MQL5 Code Base.

NinjaTrader — C# Indicators

Indicator	Description	Market
VolumeProfile	Volume distribution at each price level, VAH/VAL/POC	Futures
OrderFlowImbalance	Bid/Ask imbalance detection for scalping	Futures
SessionHighLow	Automatic session (RTH/ETH) high/low/mid levels	Futures

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⛓️ DeFi — Crypto Trading Bot

Multi-exchange, multi-chain trading bot with CEX and DEX support, built in Python with async architecture.

Architecture

┌──────────────────────────────────────────────────────────────┐
│                     Telegram Bot Interface                    │
├──────────────────────────────────────────────────────────────┤
│                      Strategy Engine                          │
├────────────────────┬─────────────────────────────────────────┤
│   CEX Connectors   │            DEX Connectors               │
│  ┌───────────────┐ │  ┌────────────────────────────────────┐ │
│  │   Binance     │ │  │   Uniswap V3 (Web3.py)            │ │
│  │   Bybit       │ │  │   ├─ Ethereum mainnet              │ │
│  │   OKX         │ │  │   ├─ Arbitrum                      │ │
│  └───────┬───────┘ │  │   └─ Polygon                       │ │
│          │         │  └────────────────────────────────────┘ │
│          ▼         │                                         │
│  ┌───────────────┐ │           Smart Contracts               │
│  │  Rate Limiter │ │  ┌────────────────────────────────────┐ │
│  │ Token Bucket  │ │  │   Quoter V2    (price quotes)      │ │
│  │ per-exchange  │ │  │   SwapRouter02 (execute swaps)     │ │
│  │ per-endpoint  │ │  │   ERC-20       (approve/balance)   │ │
│  └───────────────┘ │  └────────────────────────────────────┘ │
├────────────────────┴─────────────────────────────────────────┤
│              Config  │  Logging  │  294 Tests                │
└──────────────────────────────────────────────────────────────┘

Key Features

• 3 CEX connectors — Binance, Bybit, OKX via ccxt (async)
• Uniswap V3 DEX connector — Direct smart contract interaction via Web3.py (Quoter V2, SwapRouter02)
• Multi-chain — Ethereum mainnet, Arbitrum, Polygon
• Token bucket rate limiter — Per-exchange, per-endpoint (order/market_data/account), with 10-20% headroom below real limits
• Async-first — aiogram for Telegram, asyncio.to_thread() for sync ccxt calls
• 294 tests, 0 failures

Rate Limiter — Exchange Limits

Exchange	Global	Orders	Market Data	Account
Binance	1000/min	400/min	800/min	400/min
Bybit	5000/min	500/min	2000/min	600/min
OKX	2000/min	500/min	1200/min	500/min

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🔗 Blockchain & Smart Contracts (Roadmap)

Currently learning Solidity and smart contract development. Planned projects:

Phase	Project	Stack	Status
1	Solidity fundamentals + first contract deployment	Solidity, Remix, Hardhat	📋 Planned
2	DEX mechanics — study Uniswap V2/V3 source code	Solidity, Foundry	📋 Planned
3	Flashloan arbitrage bot	Solidity, Aave V3, Foundry	📋 Planned
4	MEV extraction (backrunning, sandwich detection)	Solidity, Flashbots	📋 Planned
5	Smart contract security auditing	Slither, Mythril, CTFs	📋 Planned

Learning resources in progress: CryptoZombies, Ethernaut, Damn Vulnerable DeFi

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🏢 AlgoSphere Quant — Commercial Products

Source code is private — links point to the MQL5 Marketplace.

🏆 Flagship Products

Product	Description	Version
Trade Manager PRO	Position management — automated BE, trailing, partial closes, TP ladders, session filter, journal export	v7.10
SafeScalperPro	Automated scalping EA with risk management and prop firm compliance	v3.0

Product Suite (14 products)

Indicators: SmartMoney Concepts, Liquidity Heatmap, Volume Profile, Divergence Scanner, Order Flow, Correlation Matrix, Session Control, Account Analytics, Risk Manager

Utilities: PropGuard (prop firm compliance), Risk Manager (drawdown protection), Trade Journal, Position Sizer, News Filter

All products feature the unified ASQ Dark Theme built on shared includes (ASQ_Theme.mqh, ASQ_Common.mqh).

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🏗️ Architecture Philosophy

┌─────────────────────────────────────────────────────┐
│                    EA / Bot / DApp                    │
├─────────────────────────────────────────────────────┤
│  ┌──────────┐  ┌──────────┐  ┌───────────────────┐ │
│  │  Signal   │  │  Filter  │  │  Risk Management  │ │
│  │  Module   │  │  Module  │  │     Module        │ │
│  └────┬─────┘  └────┬─────┘  └────────┬──────────┘ │
│       └──────────────┼─────────────────┘            │
│                      ▼                               │
│            ┌──────────────────┐                      │
│            │ Trade Management │                      │
│            └────────┬─────────┘                      │
│                     ▼                                │
│         ┌────────────────────┐                       │
│         │   Execution Layer  │                       │
│         │  (Deterministic)   │                       │
│         └────────────────────┘                       │
├─────────────────────────────────────────────────────┤
│  TradFi: MQL5/C#  │  DeFi: Web3.py/Solidity        │
└─────────────────────────────────────────────────────┘

Shared principles across TradFi & DeFi:

• Deterministic execution — Timer/block-driven, no race conditions
• Monotonic state machines — States progress forward, never backward
• Rate limiting — Token bucket per exchange/endpoint
• Modular composition — Reusable signal, filter, risk modules

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🚀 Quick Start

git clone https://github.com/e49nana/Algorithmic-trading.git
cd Algorithmic-trading

# ── TradFi ──
# MQL5: Copy to MetaTrader data folder (Indicators/, Experts/, Include/, Scripts/)
# NinjaTrader: Tools → Import → NinjaScript Add-On

# ── DeFi ──
cd defi/crypto-trade-bot
pip install -r requirements.txt
# Configure your API keys in config/
python -m pytest tests/ -q   # 294 tests

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🛠️ Tech Stack

Domain	Languages	Frameworks & Tools
TradFi	MQL5, C#	MetaTrader 5, NinjaTrader
DeFi	Python, Solidity (learning)	Web3.py, ccxt, aiogram, Hardhat
Blockchain	—	Ethereum, Arbitrum, Polygon, Solana
Testing	Python	pytest (294 tests)
Smart Contracts	—	Uniswap V3 (Quoter, Router, Pool)