密锻
DHARMAXIS GROUP PHASE 4 — SMALL POSITION LIVE
◈
$5,000
Initial Capital
◉
4 / 5
Phase
✓
—
Tasks Done
⚠
-12%
Max Drawdown
↑
8-25%
Target APY

Strategy

Funding Rate
Rotation Arbitrage
80%
Scan 300+ Binance perpetual contracts every 8h. Long spot + Short perp = delta-neutral. Sticky rotation with limit orders. Backtested: +11.4% APY, Sharpe 14.17.
MARKET-NEUTRALLIMIT ORDERS8-25% APYBACKTESTED
Cross-Exchange
Spread Capture
20%
Capture price divergence between Coinbase and Binance. Trigger when spread exceeds 0.15%. Active during high volatility windows.
EVENT-DRIVENDUAL-LEGLOW FREQUENCY

Capital Allocation

$1,000
$4,000
Phase A — Live (2 slots × $500)$1,000
Reserve (USDT)$4,000

Capital Flow

US Bank
ACH
Coinbase
US Identity
USDC
On-chain
Binance
CN Identity
Trading
Spot + Perp

Implementation Roadmap

0
Account SetupComplete
▼

Exchange account registration, KYC verification, API key creation, and initial transfer test.

  • ✓Project initialization + CLAUDE.md + Architecture docs
  • ✓GitHub repository created (dharmaxis-group/xryptoforge)
  • ✓Project proposal PDF → Drive & shareholder distribution
  • ✓Coinbase registration + KYC (US identity)
  • ✓Binance.com registration + KYC (CN identity)
  • ✓API keys created (trade + read-only, NO withdrawal)
  • ✓API keys stored in VPS .env (permission 600)
1
InfrastructureComplete
▼

Core trading infrastructure: exchange API integration, order execution, risk management, tax compliance engine, and real-time monitoring. Deployed on Vultr Osaka VPS via systemd.

  • ✓Exchange Layer — Binance + Coinbase unified API (ccxt)
  • ✓Order Executor — place / cancel / query interface
  • ✓Risk Engine — pre-trade approval + realtime monitoring
  • ✓Tax Ledger — SQLite + FIFO cost basis + IRS 8949
  • ✓Telegram Monitor — trade alerts + daily P&L report
  • ✓Config system — settings.json + VPS env credentials
  • ✓VPS Deployment — Vultr Osaka + systemd + Stats Server
2
Strategy EngineComplete
▼

Trading strategy implementation: funding rate scanner, arbitrage execution, cross-exchange spread capture, and async scheduler.

  • ✓Funding Rate Scanner — 300+ contracts scan + rank + filter
  • ✓Funding Rate Arb — spot hedge + perp short + auto-rotation
  • ✓Cross-Exchange Arb — spread monitor + dual-leg execution
  • ✓Async Scheduler — main loop + strategy coordination
  • ✓Backtest Engine — 6-month historical validation via data.binance.vision
  • ✓Strategy Calibration — taker fee fatal flaw found, switched to maker + sticky rotation
  • ✓Parameter Sweep — 144 configs tested, optimal: hold=9/rot=3.0x (Sharpe 10.11)
  • ✓Limit Order Fill-or-Cancel — 30s timeout + retry + market fallback + leg unwind
  • ✓Test Suite — 40 tests covering sticky rotation, backtest engine, position management
  • ✓systemd Service + Heartbeat — VPS daemon + health monitor + auto-restart + Telegram alerts
3
Paper TradingComplete
▼

Simulation with real market data, no real orders. 25 closed positions, +$199.51 net P&L. Strategy and risk engine validated.

  • ✓Paper trading mode — signal logging without execution
  • ✓10-day simulation — 30 positions traded, +$199.51 net P&L
  • ✓Parameter optimization — 144-config sweep completed, settings applied
4
Small Position LiveIn Progress
▼

Deploy $1,000 (20%) with 2 slots for live validation. Real orders, real P&L, real tax events. Verify limit order execution path.

  • Verify Binance API permissions (trade=yes, withdraw=no, IP whitelist)
  • Deploy $1,000 / 2 slots to live trading
  • 1-week live monitoring — verify limit fills + fallback behavior
  • Scale to $2,500 / 3 slots (Phase B)
  • Performance & risk review
5
Full DeploymentPending
▼

Scale to full $5,000 capital across 5 slots. VPS systemd 7×24 daemon already running. Monthly tax reconciliation.

  • Scale to full $5,000 capital / 5 slots
  • Enable cross-exchange arbitrage (Coinbase)
  • First month tax report validation (IRS 8949)

Risk Controls

Total Drawdown
-12% ($600)
Full liquidation + system shutdown + Telegram alert
Daily Loss Limit
-5% ($250)
All strategies pause until next trading day
Per-Coin Position
15% ($750)
Hard cap enforced in code, cannot override
Leverage Limit
3x maximum
Hardcoded constant, not configurable
Margin Ratio
< 80%
Auto-deleverage 50% of position
Funding Reversal
3 consecutive negative
Close arbitrage position immediately
Network Down
> 3 minutes
Alert + cancel all pending orders

Tech Stack

Python 3.12
ccxt 4.5
asyncio
aiohttp
SQLite
Telegram Bot
Vultr VPS
systemd
--
Net P&L
--
Est. APR
--
Deployed
--
Max Drawdown
--
Cost Ratio
Equity Curve
Risk Monitor

Active Positions

SymbolSideSizeFundingCostNet P&LCyclesEfficiencyHealth
Cost Breakdown
Alpha Monitor

Cycle History