Deterministic layered crypto trading system — phase detection, momentum signals, regime classification, backtesting, and live trading on Kraken Futures

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Production
Live & Trading on VPS
84%
COMPLETE
ConceptPrototypeTestingProductionMature
Next stage: Mature — needs: Multi-mechanism Exit System, News Sentinel Phase 2 (Live Actions), Position Sizing Optimizationand 1 more
Market Data Fetching
Fetch and store OHLCV candle data for 52+ coins from Binance
Candle Validation
OHLC invariant enforcement on all market data — rejects bad data before it enters the system
Timeframe Consolidation
Aggregate 1m candles to any higher timeframe on-the-fly with full OHLCV+taker_buy preservation
Indicator Registry
10 typed indicators (RSI, MACD, SMA, EMA, Bollinger, ATR, ADX, OBV, ROC, VPD) via a registry with stable IDs
Core Sentiment Loaders
Funding rate, open interest, liquidation, news attention, long/short ratio data feeds
Parquet Storage
Fast columnar storage for historical market data and cached candles
Phase Labeling
Detect market phases: TREND_BEGIN, TREND_ACTIVE, TREND_END, RANGE — the structural backbone of all analysis
Regime Classification
Classify 6 market states: squeeze, breakout, trending exhaustion/conviction, range contested/quiet
Momentum Signal Evaluation
Pure momentum signal with direction, strength, confidence — the core trading trigger
Key Level Detection
Support/resistance via swing points, round numbers, session/day extremes with breach/rejection classification
Multi-mechanism Exit System
Signal Trackers (CVD, Taker, HTF, Volume) · Unit & Integration Test Suite · News Sentinel Phase 2 (Live Actions) · Position Sizing Optimization · Signal Entry Activation (Track B)