OF-Trader — Order-Flow Imbalance Auto-Trader (Binance Futures)

Repurposed from grid-bot (v3.2). Trades the Order-Flow Imbalance signals produced by the Futures Screener (signal_log type=orderflow_imbalance).

Origin

• Scaffolded from grid-bot/ infra. Grid strategy frozen in branch grid-v3-archive.
• Reused as-is: exchange.py (Binance maker limit), risk_manager.py, tg_bot.py, tmm_client.py.
• Removed (grid-specific): grid_manager.py, screener.py.

Deploy / run

Runs on the screener VPS (Malaysia) next to the Futures Screener so it reads server/data/users.db → signal_log locally (no cross-server hop). Source of truth = this repo on the main server; deployed to VPS via rsync.

Strategy spec

• Source: OF signals (metadata.ticket) — paper TP 2% / SL 0.5% / time-stop 10m, $50 × 5x.
• Entry: maker limit at best price + chase/timeout (taker kills the thin edge).
• Risk: max 1 concurrent position, daily loss limit, notional cap (risk_manager).
• Notifications: reuse grid-bot's Telegram bot (its own token — NOT Bender).

Status

🚧 WIP — Chunk 0 (scaffold). DRY_RUN=true until testnet + micro-mainnet validated.

Build plan (chunks)

0. ✅ Archive grid + scaffold of-trader
1. Signal reader + dry-run loop
2. Maker entry (chase) + bracket + time-stop
3. Telegram control + live trade journal + PM2 ecosystem
4. Binance testnet support + pre-flight checklist