ThatsMyQuant

Quantitative crypto trading system for OKX (demo / live), with a .NET 9 worker, WPF command center, and pre-registered strategy tests.

Paper trading is the supported path today. Live mode is gated behind the same credential and risk controls.

---

Stack

Layer	Tech
Runtime	.NET 9
Worker	ThatsMyQuant.Bot (hosted services)
Exchange	OKX REST / WebSocket (demo or live)
UI	WPF Dashboard + Launcher
Persistence	SQLite (Postgres-ready)
Observability	Prometheus /metrics, health endpoints, Serilog
Optional AI	DeepSeek / Semantic Kernel (analysis assist, not required for core strategies)

---

Repository layout

01_Services/          Worker, Listener API, Execution, Gateway, CLI
02_Core/              Domain + application logic
03_Infrastructure/    Persistence, exchange adapters, AI.DeepSeek
04_UI/                WPF Dashboard and Launcher
05_Tests/             Unit / integration / dashboard tests
06_Contracts/         Shared interfaces and options
docs/                 Runbooks, hypotheses, observability configs

Path	Role
01_Services/QuantEngine.Worker	Main bot (ThatsMyQuant.Bot) — strategies, risk, paper/live execution
01_Services/Listener.Api	Signed webhook ingress (e.g. TradingView)
01_Services/Execution.Worker	Order execution service
01_Services/Gateway.Api	API gateway
04_UI/ThatsMyQuant.Dashboard	Operator UI
04_UI/ThatsMyQuant.Launcher	Desktop launcher

---

Requirements

• Windows 10/11 (DPAPI credential store and WPF UI)
• .NET 9 SDK
• OKX API keys (demo recommended for paper)
• Optional: Telegram bot token for alerts

---

Quick start (paper trade)

Credentials are stored locally as DPAPI-protected blobs (exchange_credentials.dpapi). They are not committed. Decrypting them requires an interactive Windows session, so the worker must be started through the launcher — not with bare dotnet run.

1. Configure credentials

Use the Dashboard / Launcher to save OKX demo keys and optional Telegram settings. Files written at the repo root (gitignored):

• exchange_credentials.dpapi
• exchange_settings.json
• telegram_settings.json

See docs/PAPER_TRADE_LAUNCH_CHECKLIST.md for the full checklist.

2. Build and launch

From the repository root:

# First run (builds Release, then starts paper mode)
.\Launch-PaperTrade-Clean.ps1

# Already built
.\Launch-PaperTrade-Clean.ps1 -SkipBuild

The launcher:

1. Decrypts OKX credentials via Windows DPAPI
2. Exports OKX__ApiKey, OKX__SecretKey, OKX__Passphrase, Telegram env vars
3. Sets TMQ_MODE=paper and DOTNET_ENVIRONMENT=Paper
4. Starts ThatsMyQuant.Bot in Release

Do not start the worker with:

# Wrong — falls back to mock fills (or exits with code 78)
dotnet run --project 01_Services\QuantEngine.Worker
Start-Process .\01_Services\QuantEngine.Worker\bin\Release\net9.0\ThatsMyQuant.Bot.exe

If you see REFUSING TO START: TMQ_MODE=paper but no real-exchange credentials, you bypassed the launcher.

3. Confirm the worker is alive

Within ~10 seconds of launch you should see credential and heartbeat lines:

[CRED] OKX ApiKey=...c
OKX execution service registered (Demo=True)
[HB BOOT]

Heartbeat ([HB]) continues every 60 seconds.

4. Ops helpers

Script	Purpose
Get-PaperTradeStatus.ps1	Process / status snapshot
Show-PaperTradeLogs.ps1	Tail worker logs
Restart-Worker.ps1	Stop and relaunch cleanly
Watchdog-PaperTrade.ps1	Auto-recover on worker death
Kill-OkxPositions.ps1	Emergency flatten (use with care)

Full runbook: docs/PAPER_TRADE_RUNBOOK_2026_04_24.md.

---

Dashboard

dotnet run --project 04_UI\ThatsMyQuant.Dashboard

Or use Launch-Dashboard.bat / Launch-Launcher.bat from the repo root.

---

Build and test

dotnet restore ThatsMyQuant.sln
dotnet build ThatsMyQuant.sln -c Release
dotnet test 05_Tests\ThatsMyQuant.Tests\ThatsMyQuant.Tests.csproj -c Release

CI (GitHub Actions) restores, builds the dashboard, and runs core + dashboard tests on windows-latest.

Note: Stop ThatsMyQuant.Bot before rebuilding — it locks referenced DLLs.

Stop-Process -Name 'ThatsMyQuant.Bot' -Force -ErrorAction SilentlyContinue
dotnet build .\01_Services\QuantEngine.Worker\ThatsMyQuant.Bot.csproj -c Release
.\Launch-PaperTrade-Clean.ps1 -SkipBuild

---

Strategies (pre-registered)

Active paper tests use fixed thresholds. Do not retune mid-test — that invalidates the statistical gate.

Strategy	Notes	Spec
Funding-Long	Entry thresholds pre-registered; N=200 stopping rule	docs/PRE_REGISTERED_HYPOTHESIS_funding_long.md
Pairs-Long	Z-score entry on 4h; allowlisted pairs; N=50	docs/PRE_REGISTERED_HYPOTHESIS_pairs_long.md

---

Secrets and configuration

Never commit:

• API keys, passphrases, webhook HMAC secrets
• exchange_credentials.dpapi, exchange_settings.json, telegram_settings.json
• appsettings.Paper.json, appsettings.Live.json, appsettings.runtime.json, .env*

Prefer:

• Dashboard-written DPAPI blobs (paper path above), or
• User secrets / environment variables for service-specific keys

Listener.Api validates webhooks with TMQ_WEBHOOK_SECRET (HMAC). Use the same secret when signing outbound test requests.

---

Observability

Workers expose Prometheus text metrics and health endpoints where wired. Sample configs:

• docs/observability/prometheus-scrape.yml
• docs/observability/grafana-dashboard.json

---

Documentation

Doc	Contents
Paper launch checklist	Credentials and first start
Paper runbook	Day-to-day operations
Live readiness audit	Pre-live checklist
Postgres migration / cutover	SQLite → Postgres
Funding hypothesis	Pre-registered Funding-Long test
Pairs hypothesis	Pre-registered Pairs-Long test

---

License

Private repository. All rights reserved.