zaBor

Production-grade systematic crypto trading toolkit: execution, risk controls, research, and TradingView indicators.

Safety (READ FIRST)

This repository contains live-trading capable components. Default mode is dry_run: true. You are responsible for:

API key security and IP whitelisting
Position sizing and risk limits
Exchange-specific rules (min size, lot size, tick, leverage caps)
Compliance with local regulations

Never run in live mode without a dry-run validation period (24–48 hours minimum).

What's inside

| Path | Description | |------|-------------| | scripts/alt4h_scanner/ | Binance spot scanner — 4H accumulation breakout detection with 9-filter stack, computes structured limit-order levels for pullback entries | | scripts/alt4hreversal_scanner/ | Binance/Bitget perps scanner — 4H LONG reversal detection with three independent detectors (squeeze breakout, failed breakdown, sweep reclaim), filter stack, MTF 1H confirmation, and regime-adaptive R-multiple TP ladders | | scripts/killswitch/ | Emergency risk management system v7.0 — PnL attribution + staged closure plus a portfolio-level Regime Guard for slow-bleed drawdowns, Binance/Bybit/Bitget, 139 tests | | scripts/fundingarb_research/ | Funding rate arbitrage research stack — async collectors for 6 venues, strategy-agnostic backtest engine, 8 strategies evaluated | | scripts/longgate_orchestrator/ | Causal regime-gating layer for swing-long strategies — enable in favorable regimes, suppress the downtrend tail; shared regime panel + per-strategy thresholds, full WFO/placebo validation battery | | scripts/liquidationsignal_research/ | Binance liquidation cascade signal — event-sourced paper-trading pipeline, microstructure features, 22K paper trade validation. Research in progress. | | scripts/lighter_mm/ | Market-making strategy simulator for Lighter.xyz DEX — spread quoting, inventory skew, toxicity filter, walk-forward optimization | | exchanges/bitget/ | Typed Bitget REST client adapter (order lifecycle, credentials, retries) | | indicators/tradingview/ | Pine Script indicators — entry-signal overlay + visual market-context dashboard | | configs/ | YAML config templates |

Quickstart

git clone git@github.com:zabor-crypto/zaBor.git
cd zaBor
python -m venv .venv
source .venv/bin/activate   # Windows: .venv\Scripts\activate
pip install -U pip
pip install -e ".[dev]"

Scripts

Kill-Switch v7.0 (`scripts/killswitch/`)

Emergency risk management system with two complementary contours. The fast-crash stages identify which side caused a sharp loss (longs vs shorts), rank positions by a composite risk score, and close surgically — escalating only if it worsens. The Regime Guard (v7.0) adds a portfolio-level contour for the slow bleed the fast stages never see: positions held underwater for days, or a single coin squeezed against you. Close-only, with drawdown-velocity selection and a side-aware macro gate.

Stages: 1 → close top-N risk contributors · 2 → close dominant losing direction · 3 → full stop (manual reset required) Regime Guard: L0 catastrophe cap · L2 peak-drawdown · L3 correlated cluster · L4 daily loss · log-only rollout mode Exchanges: Binance, Bybit, Bitget · Futures + Spot · SQLite state · 139 tests

cd scripts/killswitch
cp .env.example .env  # fill in API keys
python3 killswitch.py --test-mock
python3 -m pytest tests/ -v
python3 killswitch.py --config config.yaml   # dry_run: true by default

→ See scripts/killswitch/README.md

Funding Rate Arbitrage Research (`scripts/fundingarbresearch/`)

Multi-venue funding rate arbitrage research stack. Async data collectors for 6 venues (Binance, Bybit, OKX, Hyperliquid, Bitget, GMX v2), strategy-agnostic backtest engine, 8 strategies tested across multiple hypotheses.

Honest result: all strategies REJECT at current fee levels. Research infra is reusable for further hypotheses.

cd scripts/fundingarbresearch
pip install -r requirements.txt
cp .env.example .env
python3 main_collect.py      # start data collection
python3 main_backtest.py     # run backtest

→ See scripts/fundingarb_research/README.md

Lighter MM Simulator (`scripts/lighter_mm/`)

Bar-by-bar simulation of a spread-based market-making strategy calibrated to Lighter.xyz DEX mechanics (zero protocol fees, on-chain order book).

Key mechanics: ATR-scaled spread · inventory skew · momentum toxicity filter · maker exit ladder · edge gate · daily drawdown stop

cd scripts/lighter_mm
pip install -r ../../requirements-sim.txt
Full simulation on included sample data
python mmsim.py --data data/sol1m_sample.csv --full-run
Walk-forward parameter optimization
python mmsim.py --data data/sol1m_sample.csv --walk-forward

→ See scripts/lighter_mm/README.md

ALT 4H Reversal Scanner (`scripts/alt4hreversal_scanner/`)

LONG-only 4H reversal scanner for USDT-M perpetuals (Binance ∩ Bitget). Three independent, orthogonal detectors fire under a common parent tag and a multi-stage filter stack, each with its own R-multiple take-profit ladder and a 2H-close stop.

Detectors: squeeze breakout · failed breakdown · sweep reclaim Filter stack: RSI context · 4H ATR% volatility floor · liquidity-cohort filter · day/hour blacklist · 1H MTF confirmation · optional BTC-regime gate Backtest (honest): raw detection edge PF ~1.26 across 556 signals over 80 days (squeeze the strongest at 1.63); with the full exit-management stack — not in this repo — rolling walk-forward reads PF 1.92 IS / 2.56 med OOS, realistic-close 1.53–1.85, regime-conditional. Signal-generation only.

cd scripts/alt4hreversal_scanner
pip install -r requirements.txt
cp .env.example .env   # optional — runs and logs without keys
python signal_bot.py

→ See scripts/alt4hreversal_scanner/README.md

TradingView Indicators (`indicators/tradingview/`)

Pine Script indicators for signal research and visual chart validation.

zaBor RSI + AO + Stochastic Entry System — structured BUY/SELL signal overlay:

RSI regular & hidden divergences
Awesome Oscillator momentum filter
Stochastic reversal trigger with cooldown anti-spam

→ See indicators/tradingview/zaBorRSIAOStochEntry_System/README.md

Crypto Context Dashboard — visual present-state context panel (not a strategy):

Trend / MTF agreement / volatility / extension / candle-noise context in a compact table
Causal, trailing-only formulas; non-repainting higher-timeframe context
Descriptive only — no trade calls, no forecasts; neutral state-change alerts

→ See indicators/tradingview/cryptocontext_dashboard/README.md

Configuration

All sensitive values are passed via environment variables — never hardcoded.

export BINANCEAPIKEY="..."
export BINANCEAPISECRET="..."
export BYBITAPIKEY="..."
export BYBITAPISECRET="..."
export BITGETAPIKEY="..."
export BITGETAPISECRET="..."
export BITGET_PASSWORD="..."

See .env.example for the full list.