📖 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 |

📂 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/
│   │   │   └── exchangeratelimiter.py   # Token bucket rate limiting
│   │   ├── config/
│   │   └── tests/                         # 294 tests, 0 failures
│   │
│   └── contracts/                         # Solidity (coming soon)
│       └── README.md
│
└── docs/
    ├── architecture.md
    └── defi-roadmap.md

💹 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 |

⛓️ 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 |

🔗 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

🏢 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)

🏗️ 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

🚀 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

🛠️ Tech Stack

📈 Roadmap

TradFi:

• [x] 10 open-source MQL5 Code Base publications
• [x] NinjaTrader indicator suite for futures
• [x] AlgoSphere Quant product suite (14 products)
• [x] TradeManager v7.10 with deterministic engine
• [ ] Modular EA Framework (CTradeManager, CPositionSizer, CRiskManager)

• [x] Multi-CEX async connector (Binance, Bybit, OKX)
• [x] Uniswap V3 DEX connector (Web3.py)
• [x] Token bucket rate limiter (294 tests)
• [ ] Solidity fundamentals + first testnet deployment
• [ ] Flashloan arbitrage contract (Aave V3)
• [ ] MEV extraction bot (Flashbots)
• [ ] Smart contract security auditing

⚠️ Disclaimer

Trading involves significant risk of loss. The code in this repository is provided for educational and research purposes only. Past performance does not guarantee future results. Always test on demo/testnet before live trading.

👤 Author

Emmanuel Nana Nana Founder, AlgoSphere Quant B.Sc. Applied Mathematics & Physics — TH Nürnberg

📄 License

Open-source code: MIT License. AlgoSphere Quant products: proprietary — see algosphere-quant.com.