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zaBor

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

Python License


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/alt_4h_scanner/ Binance spot scanner — 4H accumulation breakout detection with 9-filter stack, computes structured limit-order levels for pullback entries
scripts/alt_4h_reversal_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/funding_arb_research/ Funding rate arbitrage research stack — async collectors for 6 venues, strategy-agnostic backtest engine, 8 strategies evaluated
scripts/long_gate_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/liquidation_signal_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/funding_arb_research/)

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

→ See scripts/funding_arb_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 mm_sim.py --data data/sol_1m_sample.csv --full-run

# Walk-forward parameter optimization
python mm_sim.py --data data/sol_1m_sample.csv --walk-forward

→ See scripts/lighter_mm/README.md


ALT 4H Reversal Scanner (scripts/alt_4h_reversal_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/alt_4h_reversal_scanner
pip install -r requirements.txt
cp .env.example .env   # optional — runs and logs without keys
python signal_bot.py

→ See scripts/alt_4h_reversal_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/zaBor_RSI_AO_Stoch_Entry_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/crypto_context_dashboard/README.md


Configuration

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

export BINANCE_API_KEY="..."
export BINANCE_API_SECRET="..."
export BYBIT_API_KEY="..."
export BYBIT_API_SECRET="..."
export BITGET_API_KEY="..."
export BITGET_API_SECRET="..."
export BITGET_PASSWORD="..."

See .env.example for the full list.


What is intentionally NOT in this repository

  • Live strategy logic and signal parameters (alpha)
  • Backtesting results and performance metrics
  • Position history, trade logs, or runtime state
  • Private configuration files (.env, config.yaml with real keys)

Requirements

  • Python 3.10+
  • Per-script dependencies listed in each scripts/*/requirements.txt
  • Exchange API keys with trade-only permissions (no withdrawal)

License

MIT — see LICENSE.
TradingView Pine Script components carry their own license — see indicator subdirectory.

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Production-grade crypto trading toolset: execution/OMS, risk controls (kill switch), backtesting, monitoring, TradingView indicators.

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