yolo

Automation for the RobotWealth cryptocurrency YOLO strategies

YOLO Console - Windows x64 Deployment

There is a pre-built win64 console app in the releases section, which can be scheduled to run daily.

Quick Start

• download YoloKonsole.exe, appsettings.json and ./setup-secrets.ps1 and save to a new folder on your computer

1. Setup Secrets (First time only):

   .\setup-secrets.ps1

2. Edit appsettings.json:

   Adjust additional settings as desired

3. Run Application:

   ./YoloKonsole.exe

Files Included

• YoloKonsole.exe - Main application
• setup-secrets.ps1 - Configure your API keys and addresses securely
• appsettings.json - Application configuration settings
• README.md - This file

Security Notes

• Secrets are stored in .\secrets under the install directory with restricted permissions
• Only your Windows user account can access the secret files

Requirements

• Windows 10/11 x64
• .NET 10 installation required
• PowerShell 5.1+ (included with Windows)

Troubleshooting

If you get execution policy errors:

Set-ExecutionPolicy -ExecutionPolicy RemoteSigned -Scope CurrentUser

appsettings.json

There is an example of this file included in the build. You will need to add config as follows to either run the RobotWealth YOLO strategy or a combination of single factors from Unravel.

Example for RobotWealth YOLO

As per the original intention, the app supports running the RobotWealth YOLO crypto strategy.

The relevant config elements to include in this case are as follows:

{
  "RobotWealth": {
    "ApiBaseUrl": "https://api.robotwealth.com/v1/yolo",
    "ApiKey": ""
  },
  "Yolo": {
    "FactorWeights": {
      "Carry": 1,
      "Momentum": 1,
      "Trend": 1
    },
  }
}

Unravel Example

The app also supports combining multiple single factors from Unravel.

The relevant config elements to include in this case are as follows (note the required Aliases config for SHIB - there may be other tickers in future that require similar treatment):

{
  "Hyperliquid": {
    "Aliases": {
      "SHIB": "kSHIB"
    }
  },
  "Unravel": {
    "ApiBaseUrl": "https://unravel.finance/api/v1",
    "ApiKey": "",
    "Factors": [
      "Carry",
      "Momentum",
      "OpenInterestDivergence",
      "RelativeIlliquidity",
      "RetailFlow",
      "SupplyVelocity",
      "TrendLongonlyAdaptive"
    ]
  },
  "Yolo": {
    "FactorWeights": {
      "Carry": 1,
      "Momentum": 1,
      "OpenInterestDivergence": 1,
      "RelativeIlliquidity": 1,
      "RetailFlow": 1,
      "SupplyVelocity": 1,
      "TrendLongonlyAdaptive": 1
    },
    "FactorNormalizationMethod": "CrossSectionalZScore",
  }
}

Factor normalisation is currently cross-sectional rank / quantile normalisation (TODO: time-series normalisation).

Hyperliquid

The app currently only supports Hyperliquid - even if the architecture would easily allow the implementation of further brokers.

Address and PrivateKey can be configure directly in appsettings.json for e.g. testing - or via single-file secrets configured by the script setup-secrets.ps1

  "Hyperliquid": {
    "Address": "",
    "PrivateKey": "",
    "UseTestnet": false
  },

Azure Key Vault Signing

The app also now supports signing via a private key stored in an Azure Key Vault - in this case omit Hyperliquid config for PrivateKey detailed above, as it will be ignored even if present.

  "AzureVault": {
    "VaultUri": "",
    "KeyName": "",
    "ExpectedAddress": ""  // optional verification
  },

The key must be created in Azure Key Vault as EC (elliptic curve) and P256K in order to be compatible with Ethereum wallet signing (see: Key types, algorithms, and operations).

You will need to install Azure Command-Line Interface and authenticate on the host machine in order to facilitate this.

Logging/PathFormat

This determines where the application will write logs to. Windows paths using \ must be escaped as \\ as below. The substitution token {Date} included in the path means that a new file will be written each day. You can omit this if you would prefer to have a single file.

{
  "Logging": {
    "PathFormat": "C:\\logs\\yolo-{Date}.log"
  }
}

Yolo/BaseAsset

This is the token that the application will trade in and out of. It defaults to USDC as this is what Hyperliquid supports.

Yolo/AssetPermissions

In case your account does not have margin trading or futures enabled, it is possible to configure accordingly via the AssetPermissions setting - possible settings of which are currently:

    None
    LongSpot
    ShortSpot
    Spot
    PerpetualFutures
    LongSpotAndPerp
    SpotAndPerp
    ExpiringFutures
    All

N.B. only PerpetualFutures has been fully implemented and tested for use with Hyperliquid.

Yolo/RebalanceMode

This setting determines the target weight when rebalancing positions that are outside the tolerance band (TradeBuffer).

The default setting of Center will rebalance to the ideal calculated asset weighting (the center of the tolerance band).

Setting this to Edge will rebalance to the nearest edge of the tolerance band instead. This can be optimal depending on broker fee structure, as price is theoretically nearly as likely to reverse away from the ideal weight as it is to continue.

For example, with a target weight of 10% and a TradeBuffer of 4%:

• The tolerance band is [6%, 14%]
• If current weight is 2% (below the band):
  • Center mode: rebalance to 10% (ideal weight)
  • Edge mode: rebalance to 6% (lower edge)
• If current weight is 16% (above the band):
  • Center mode: rebalance to 10% (ideal weight)
  • Edge mode: rebalance to 14% (upper edge)

Possible values:

Center  // (default)
Edge

Yolo/SpreadSplit

This setting determines the placement of the limit price within the bid-ask price spread and can take any value between 0 and 1 (values greater than 1 will be treated as 1).

The default setting of 0.5 ensures that the limit price will always be placed exactly in the middle of the spread.

e.g. a setting of 0.618 would place the limit price for a buy order at the best bid price + 61.8% of the current bid-ask spread; conversely for a sell it would be the lowest ask price - 61.8% of the current bid-ask spread.

Limit price must be divisible by the intrument price step i.e. in the case where the spread equals the minimum price increment, an order will be submitted that matches the current best bid or ask price.

Order Management

The application will submit an initial limit order at best bid/ask and then after the timeout period, cancel that and submit a market order.