Reject weak markets
Excludes bookless or delisted markets, thin rolling volume, and spreads above the configured ceiling.
Hyperliquid · public data · simulation only
Market research without live orders.
A restart-safe Python service that reads public Hyperliquid spot and HIP-3 TradFi data, models a four-hour strategy, and records every paper fill in a reviewable ledger.
Hard safety boundary
The project contains no wallet, private key, signing code, or call to Hyperliquid's exchange endpoint. It cannot place a real order and makes no profit claim.
0Live orders
possible
possible
1×Modeled
maximum exposure
maximum exposure
4hCompleted-bar
signal interval
signal interval
100%Public market
data inputs
data inputs
01
What the simulator actually tests
The useful output is a falsifiable execution record—not a forecast or an invitation to trade.
Use visible depth
Paper entries and exits are modeled against current L2 depth with explicit fee and residual-slippage assumptions.
Keep a durable ledger
Cash, positions, stops, signals, and simulated fills survive restarts and remain inspectable after a run.
02
Open to independent verification
Useful contributions challenge assumptions, add regression evidence, or make simulation limits clearer. They do not add live execution.
Public source · Python · Docker
SOURCE ↗ Inspect the implementation and safety boundary
The README documents data sources, assumptions, risk limits, test commands, and the explicit separation from live trading.