A Go + Python hybrid trading system. A single Go binary (~8MB idle RAM) orchestrates 50+ strategies across spot, options, perpetual futures, and CME futures by spawning short-lived Python scripts. Both paper and live execution are supported per strategy.

Supported platforms: Binance US, Deribit, IBKR/CME, Hyperliquid, TopStep, Robinhood (crypto + stock options), OKX (spot + perps + options), Luno. Per-platform Discord/Telegram channels post hourly summaries plus immediate trade alerts. When a new release ships, the bot DMs the configured owner — reply yes and it pulls, rebuilds, and restarts itself.

Join the Discord: https://discord.gg/46d7Fa2dXz

Quick flow for a new server: tell OpenClaw or Hermes:

install https://github.com/richkuo/go-trader and init.

Give your AI agent SKILL.md (raw: https://raw.githubusercontent.com/richkuo/go-trader/main/SKILL.md) — it clones the repo, installs deps, walks through configuration, builds the binary, and starts the service. For non-Claude agents see AGENTS.md. Using OpenClaw or Hermes? Just say "Set up go-trader".

./go-trader init

Walks asset/strategy/platform/capital/risk/Discord choices and writes scheduler/config.json. Defaults to a minimal BTC spot starter; risk prompts appear only when live trading is selected. Scripted: ./go-trader init --json '{"assets":["BTC"],"enableSpot":true,"spotStrategies":["sma_crossover"],"spotCapital":1000,"spotDrawdown":10}' --output config.json

git clone https://github.com/richkuo/go-trader.git && cd go-trader
curl -LsSf https://astral.sh/uv/install.sh | sh    # install uv if needed
uv sync                                             # Python deps from lockfile

VER=$(git describe --tags --always --dirty 2>/dev/null || echo dev)
cd scheduler && go build -ldflags "-X main.Version=$VER" -o ../go-trader . && cd ..

./go-trader init                                    # or --json '{...}', or copy config.example.json
./go-trader --config scheduler/config.json --once   # smoke-test one cycle

export DISCORD_BOT_TOKEN="your-token"
sudo bash scripts/install-service.sh                # systemd install + enable + start
curl -s localhost:8099/status | python3 -m json.tool

Use systemd/go-trader@.service. Code under /opt/go-trader-<name>/; runtime config outside the tree at /var/lib/go-trader/<name>/config.json (#1056) so rsync/git clean cannot clobber live config. StateDirectory=go-trader/%i keeps that path writable under ProtectSystem=strict.

sudo mkdir -p /opt/go-trader-paper-testing/scheduler /var/lib/go-trader/paper-testing
sudo cp go-trader /opt/go-trader-paper-testing/
sudo cp scheduler/config.json /var/lib/go-trader/paper-testing/config.json
sudo ln -s /var/lib/go-trader/paper-testing/config.json /opt/go-trader-paper-testing/scheduler/config.json
sudo chown -R go-trader:go-trader /opt/go-trader-paper-testing /var/lib/go-trader/paper-testing
sudo bash scripts/install-service.sh systemd/go-trader@.service paper-testing

Existing in-tree deploy: stop the service, then scripts/migrate-config-out-of-tree.sh --instance <name> (refuses while daemon is live). NO_START=1 enables without starting. Detail: SKILL.md / docs/ARCHITECTURE.md.

Go scheduler (always running, ~8MB idle)
  ↓ each cycle, spawns short-lived Python check scripts
  ↓ receives JSON signals, executes paper/live trades, manages risk
  ↓ persists to scheduler/state.db, serves localhost:8099/status
  ↓ posts Discord/Telegram summaries and trade alerts

Python adapters: binanceus, deribit, ibkr, hyperliquid, topstep, robinhood, okx, luno

Python provides quant libraries (pandas, numpy, scipy, CCXT); Go provides memory efficiency. Peak ~220MB for ~30s during checks, then back to ~8MB idle.

Strategies are auto-discovered from shared_strategies/ at go-trader init time. Common picks: spot entries include sma_crossover, ema_crossover, momentum, rsi, bollinger_bands, macd, mean_reversion, triple_ema, tema_cross, pairs_spread, chart_pattern, anchored_vwap, anchored_vwap_channel, anchored_vwap_reversion, liquidity_sweeps; futures/perps also include triple_ema_bidir, bear_pullback_st, vwap_rejection_st, delta_neutral_funding, funding_skew, momentum_pro, mean_reversion_pro, consolidation_range, atr_band_revert, mtf_confluence, regime_adaptive, regime_adaptive_htf. Options use vol_mean_reversion, momentum_options, protective_puts, covered_calls (plus wheel and butterfly on Robinhood); new trades are scored vs. existing positions (strike distance, expiry spread, Greek balance). Max 4 positions per options strategy; min score 0.3 to execute.

Hyperliquid perps direction — per-strategy direction: "long" | "short" | "both". long (default) opens longs only; short opens shorts only; both flips on reversals. Bidirectional/short-focused strategies (triple_ema_bidir, bear_pullback_st, vwap_rejection_st, chart_pattern, anchored_vwap, anchored_vwap_channel, anchored_vwap_reversion, liquidity_sweeps, momentum_pro, mean_reversion_pro, consolidation_range, atr_band_revert, mtf_confluence, funding_skew, regime_adaptive) require "short" or "both". Legacy allow_shorts migrates automatically. donchian_breakout is deprecated (hidden from discovery, still loadable via explicit config).

Coin sharing on Hyperliquid — multiple HL strategies (including type: "manual") can share a coin/wallet with per-strategy SQLite bookkeeping over one on-chain position. Peers must share margin_mode + leverage; reduce-only SL/TP are sized per strategy. Sub-accounts are the only path to fully independent direction/leverage/margin.

Generate via ./go-trader init or --json. Skeleton:

{
  "config_version": 16,
  "interval_seconds": 3600,
  "db_file": "scheduler/state.db",
  "log_dir": "logs",
  "auto_update": "daily",
  "status_port": 8099,
  "risk_free_rate": 0.04,
  "default_stop_loss_atr_mult": 1.0,
  "portfolio_risk": {
    "max_drawdown_pct": 25,
    "max_notional_usd": 0,
    "warn_threshold_pct": 60
  },
  "regime": {
    "enabled": false,
    "period": 14,
    "adx_threshold": 20
  },
  "discord": {
    "enabled": true,
    "token": "",
    "owner_id": "",
    "channels": { "spot": "CHANNEL_ID", "options": "CHANNEL_ID", "hyperliquid": "CHANNEL_ID", "topstep": "CHANNEL_ID", "robinhood": "CHANNEL_ID", "okx": "CHANNEL_ID", "luno": "CHANNEL_ID" },
    "trade_alert_channels": { "hyperliquid": "TRADE_CHANNEL_ID" }
  },
  "platforms": {
    "hyperliquid": { "risk": { "max_drawdown_pct": 50 } }
  },
  "strategies": [ ... ]
}

config_version migrates on startup (current 15: single close_strategy ref, canonical close params). Older versions upgrade automatically.

Optional ADX+DI 3-state gate (trending_up / trending_down / ranging) from the strategy's OHLCV. allowed_regimes blocks new entries when the current regime isn't whitelisted (closes always pass). regime.enabled and regime.windows require restart; allowed_regimes and per-strategy window selectors are SIGHUP-reloadable when flat. Options strategies don't emit a regime label yet.

{
  "regime": { "enabled": true, "period": 14, "adx_threshold": 20 },
  "strategies": [{ "id": "hl-momentum-btc", "allowed_regimes": ["trending_up", "trending_down"] }]
}

regime.period defaults to 14; regime.adx_threshold to 20 (below → ranging).

Multi-window regime (#792). Optional regime.windows runs independent ADX classifiers per named horizon (value = ADX period in bars). Empty windows → legacy single-window from regime.period. Three per-strategy selectors (empty/default → regime.period):

OHLCV fetch scales to the longest window. go-trader inspect <id> shows resolved selectors and stamped windows on open positions.

Regime-aware ATR multipliers (HL perps). With regime.enabled, swap scalar stop/TP fields for *_regime siblings (stop_loss_atr_regime, trailing_stop_atr_regime, tiered_tp_atr_regime, tiered_tp_atr_live_regime). {"use_defaults": true} expands a baseline table; explicit form requires all three ADX labels. Regime is frozen at open for stops; live TP regime refs re-resolve each tick.

Opt-in via correlation.enabled: true. Warns when a single asset exceeds max_concentration_pct (default 60) of gross exposure or max_same_direction_pct (default 75) of strategies on an asset share a direction.

auto_update: "off" (default), "daily", or "heartbeat". When an update is found, channels are notified; with discord.owner_id set, reply yes to a DM to run scripts/update.sh and restart. Post-upgrade, new config fields may be collected via DM (10-minute window per field). Discord user ID: right-click username → Copy User ID (Developer Mode: Settings → Advanced).

Top-level summary_frequency map keyed by channel name. Trades always post immediately.

{ "summary_frequency": { "spot": "hourly", "hyperliquid": "every", "topstep": "30m" } }

Values: every / per_check / always, hourly, daily, Go durations (30m, 2h), or "" (legacy defaults). Wall-clock based, persisted in SQLite.

Per-strategy params merges under built-in defaults (config wins; runtime data wins over config).

{ "id": "ts-st-es", "type": "futures", "platform": "topstep",
  "script": "shared_scripts/check_topstep.py",
  "args": ["supertrend", "ES", "5m", "--mode=paper"],
  "params": {"multiplier": 2.0, "atr_period": 10} }

profit_target_pct (% premium captured), stop_loss_pct (% premium lost), min_dte_close (force-close inside N days).

{ "theta_harvest": { "enabled": true, "profit_target_pct": 60, "stop_loss_pct": 200, "min_dte_close": 3 } }

Hand-placed positions (or TradingView alerts) tracked for P&L, stops/TPs, and Discord summaries — declare type: "manual" and use:

./go-trader manual-open  hl-manual-btc                                          # defaults: --side long --margin 50
./go-trader manual-open  hl-manual-btc --side long  --notional 500 --atr 250
./go-trader manual-open  hl-manual-btc --side short --size 0.05 --record-only --fill-price 64500
./go-trader manual-open  hl-manual-btc --limit-price 68000 --side long --margin 50
./go-trader manual-open  hl-manual-btc --limit-price 68000 --tif Gtc --expire-after 4h
./go-trader manual-cancel <limit-order-id>
./go-trader manual-update-sl hl-manual-btc --trigger 66000
./go-trader manual-cancel-sl hl-manual-btc
./go-trader manual-close hl-manual-btc [--qty 0.025]
./go-trader force-close hl-tcross-eth-live [--qty 0.025]                 # live HL perps strategy close

Sizing: mutually exclusive --size / --notional / --margin (default --margin 50 when omitted). --side defaults to long. Omitting --atr auto-fetches ATR(14); leverage-aware fallback if fetch fails. SL + tiered TPs placed inline so the position is never naked.

Close defaults (#1115/#1135): with regime.enabled and a resolvable per-regime trail, manual defaults to trailing_tp_ratchet_regime (regime trail owns the SL); otherwise tiered_tp_atr_live + scalar 2.0×ATR SL (#1121). Override via close_strategy, stop fields, or user_defaults.manual (hot-reloadable via SIGHUP). Fleet close ladders live under user_defaults.close; standalone *_atr_regime defaults live under user_defaults.regime_atr.

manual-update-sl / manual-cancel-sl queue daemon-side cancel-then-place edits — rejected when automated ATR/regime/trailing protection would re-pin next cycle. force-close is for live Hyperliquid type=perps strategy positions; it submits the reduce-only close and queues the fill for the scheduler to adopt into state/trades. --dry-run previews without exchange calls. Limit opens are post-only (ALO) by default or GTC with --tif Gtc; scheduler polls fills each cycle.

./go-trader backfill hl-fees --strategy hl-btc-momentum               # dry-run
./go-trader backfill hl-fees --all --apply                            # apply (stop daemon first)
./go-trader backfill trade-ledger --all --apply                       # shared-wallet gross-PnL migration

--apply refuses while another go-trader process holds the same DB. Trade-ledger backfill is idempotent — run once after adopting the gross-PnL convention.

Canonical path: scripts/update.sh — git pull --ff-only → uv sync → version-stamped go build → atomic binary swap → optional restart with /health verify and rollback on failure. Startup probe refuses Go/Python version mismatch — prefer the script over hand-rolled rebuilds.

sudo bash scripts/update.sh --restart                              # systemd (default)
bash scripts/update.sh --restart --restart-mode signal             # bare-process (pidfile + run.sh)
bash scripts/update.sh --rsync-from /path/to/staged-build --restart
bash scripts/update.sh --all --restart                             # batch all instances

Restart modes, batch discovery, and graceful drain: SKILL.md / docs/ARCHITECTURE.md.

systemctl status go-trader
curl -s localhost:8099/status            # live prices + P&L
curl -s localhost:8099/health
open http://localhost:8099/dashboard     # charts, trades, equity, regime badge, tuner, reports
journalctl -u go-trader -n 50
./go-trader inspect <strategy-id>        # resolved config + SL/TP provenance
./go-trader inspect --all --json
./go-trader agent-info                   # capabilities, schema, env vars, live state

Loopback-only status server (localhost:<port>). Dashboard includes candle charts, trade history, equity sparklines, strategy tuner, and /reports. Set status_token for mutating API calls from the browser. Prefer VPN or reverse proxy over binding 0.0.0.0.

Tailscale Serve — publish HTTPS on the tailnet while go-trader stays on loopback:

tailscale serve --bg --https=8443 http://127.0.0.1:8099   # live (8099)
tailscale serve --bg --https=8444 http://127.0.0.1:8100   # paper instance (8100)

Open https://<node>.tailnet.ts.net:8443/dashboard. status_token still applies.

inspect is read-only against live deploys — shows which stop field won, resolved TP tiers, and direction provenance. Discord summaries: header shows aggregate initial capital; table columns Value | PnL | PnL% | DD | Wallet% | Tf | Int | #T | W/L plus Book Sharpe footer.

• Portfolio kill switch — halts at portfolio_risk.max_drawdown_pct (default 25); submits real closes on HL / OKX perps / Robinhood crypto / TopStep.
• Per-strategy circuit breakers — max-drawdown or 5 consecutive losses (24h cooldown). HL/OKX perps, Robinhood crypto, TopStep auto-close; OKX spot and Robinhood options need manual flatten. Latched HL perps CB still permits trailing-SL management. circuit_breaker: false disables firing.
• Hyperliquid stop-loss — one positive field among five scalar stop types; omitted → default_stop_loss_atr_mult × entry_atr (1.0); 0 opts out.
• On-chain N-tier TP/SL — tiered_tp_atr / tiered_tp_atr_live (default tiers [{1.5×, 0.4}, {3×, 0.8}, {5×, 1.0}]).
• Trailing-ratchet close — trailing_tp_ratchet / trailing_tp_ratchet_regime: cleared tiers tighten a single trailing stop; no fixed on-chain TPs. HL perps + manual.
• Regime gate, HL margin mode (isolated default), correlation warnings (opt-in), options position limits, theta harvesting.

./go-trader export tradingview --strategy hl-btc-momentum --output tv-hl-btc.csv
./go-trader export tradingview --all --output tv-all.csv

Built-in mappings cover known OKX/BinanceUS pairs; add tradingview_export.symbol_overrides for the rest.

Live fills record exchange-reported fees and order IDs.

scheduler/ (Go) · shared_scripts/ · platforms/ · shared_tools/, shared_strategies/ · backtest/ · systemd/, scripts/ · SKILL.md, AGENTS.md, docs/ARCHITECTURE.md.

Python 3.12+ via uv; Go 1.26.2; systemd.

This software is provided for informational and educational purposes only and does not constitute financial advice. Trading involves substantial risk of loss; past performance is not indicative of future results. The authors make no guarantees regarding accuracy, profitability, or outcomes, and accept no liability for any losses incurred. You are solely responsible for your investment decisions — only trade with funds you can afford to lose.

This is not financial advice. Trade at your own risk.