Building an FVG Trading Bot for OKX with Rejection Logic and AI Agents

Описание и применение

Автор создал торгового бота FVG Killer для OKX, который использует стратегию Fair Value Gap. Ключевая особенность — жесткая фильтрация сигналов (отклонение 99% шума), управление рисками по критерию Келли и консенсус шести AI-агентов. Проект включает строгие инженерные гарантии, такие как тесты и предохранители.

Задача

Manual crypto futures trading is prone to emotional errors, missed entries, and catastrophic liquidations due to poor risk management and signal noise.

Результат

The bot successfully filters out 99% of noisy signals using strict gates. It implements a risk management system that survives edge decay better than fixed sizing, supported by 197 unit tests and AI agent consensus.

Рабочий процесс

• Clone the repository and install dependencies.
• Configure OKX API keys in config.json.
• Run the bot in paper/dry-run mode to validate logic without real funds.
• Bot scans top 100 contracts for Fair Value Gaps (3-sigma move, 5x volume).
• Apply five rejection gates: Freshness, ATR grade, Direction, Depth, and Liquidity.
• Six AI analyst agents debate the signal and reach a consensus.
• Calculate position size using rolling fractional Kelly criterion.
• Execute trade with circuit breakers and atomic state writes.
• Monitor performance and auto-withdraw profits on-chain.

Доказательства

A naive detector spits out dozens of signals a day and 99% of them are garbage.

Источник

Rolling Kelly median drawdown 83.1%, fixed 30% sizing wipes out 100% of accounts

Источник