Vega - Advanced AI Trading Agent

Vega is an autonomous AI-powered trading agent for GMX perpetual futures on Arbitrum/Avalanche networks. Built with the Daydreams AI framework, it implements sophisticated scalping strategies with advanced risk management and AI-driven market intelligence.

🚀 Features

Core Trading Capabilities

• Autonomous Trading: AI-driven decision making with Claude Sonnet 4
• Multi-Network Support: Arbitrum and Avalanche GMX markets
• Advanced Risk Management: Comprehensive failsafe validations and position sizing
• Intelligent Market Analysis: Synth AI integration with multi-timeframe momentum analysis
• Real-time Execution: Sequential transaction queue with nonce management

Enhanced Safety

• Failsafe Validations: Price direction validation for all take profit/stop loss orders
• Error Prevention: Pre-validation eliminates common trading mistakes
• Dynamic Leverage Management: Adjusts position sizes based on market volatility

AI Intelligence

• Synth AI Integration: Decentralized AI miner predictions for BTC/ETH/SOL
• Percentile-Based Mean Reversion: Simplified strategy using exact percentile interpolation within 24h price distributions
• 4-Tier Volatility System: VERY_LOW/LOW/MEDIUM/HIGH volatility regimes with different entry thresholds
• 7-Snapshot Averaging: Robust 24h lookback using 7 snapshots around 24h mark to avoid cherry-picking
• Strict Error Handling: Requires all 7 snapshots for trading decisions, ensuring data integrity
• Dynamic Levels: Prediction-based stops and targets (not arbitrary percentages)
• Smart Setup Detection: WAIT vs actionable signals with trade quality grading (A-D)

Dynamic Multi-Asset Architecture

• Scalable Design: Single codebase supports BTC, ETH, SOL with easy expansion
• Dynamic Market Detection: Automatically handles new assets through ASSETS configuration
• Unified Processing: Same intelligence system works across all trading pairs
• Asset-Agnostic Logic: Add new cryptocurrencies by simply updating the ASSETS array

Performance Optimization

• Advanced Caching System: 5-minute TTL cache with promise deduplication prevents redundant API calls
• Smart Data Loading: Context-based data loading with cache-first architecture
• Request Deduplication: Prevents concurrent duplicate API calls at cache level
• Transaction Queue: Sequential execution prevents nonce errors
• Optimized Trading Cycles: Event-driven architecture with intelligent triggers

📋 Quick Start

Prerequisites

• Bun Runtime: Fast JavaScript runtime and package manager
• Funded Wallet: Arbitrum/Avalanche wallet with trading capital and ETH for gas
• API Keys: Anthropic, OpenAI, Synth AI, Supabase

Installation

# Clone repository
git clone <repository-url>
cd agent-gmx

# Install dependencies
bun install

Configuration

Create a .env file with required API keys and wallet configuration:

# Required API Keys
ANTHROPIC_API_KEY=your_anthropic_key
OPENAI_API_KEY=your_openai_key
SYNTH_API_KEY=your_synth_key
SUPABASE_URL=your_supabase_url
SUPABASE_KEY=your_supabase_key

# GMX Configuration
GMX_NETWORK=arbitrum  # or avalanche
GMX_CHAIN_ID=42161    # 43114 for avalanche
GMX_RPC_URL=your_rpc_url
GMX_ORACLE_URL=your_oracle_url
GMX_SUBSQUID_URL=your_subsquid_url
GMX_WALLET_ADDRESS=0x...  # 40 hex chars
GMX_PRIVATE_KEY=0x...     # 64 hex chars

Run Trading Agent

# Start the autonomous trading agent
bun run start

# Or run directly
bun run agent-gmx.ts

# Development mode
bun run dev

🛠 Trading Actions

Market Intelligence

• get_portfolio_balance - Complete portfolio analysis with token balances
• get_positions - Position analysis with PnL, liquidation prices, risk metrics
• get_orders - Pending orders with execution probability analysis
• get_trading_history - Performance metrics and trade analysis
• get_synth_analysis - Advanced AI analysis for BTC/ETH/SOL with regime detection
• get_technical_analysis - Technical indicator analysis for all supported assets

Position Management

• open_long_market / open_long_limit - Long position entry (market/limit orders)
• open_short_market / open_short_limit - Short position entry (market/limit orders)
• close_position - Complete position closure with optimal execution
• cancel_orders - Cancel pending limit orders

Risk Management

• set_take_profit - Take profit orders with failsafe validation
• set_stop_loss - Stop loss orders with direction and distance validation
• swap_tokens - Token swaps for capital management

🏗 Architecture

Core Components

• agent-gmx.ts - Main agent with Vega personality and trading cycle
• gmx-actions.ts - All trading actions with GMX SDK integration
• gmx-queries.ts - Market data queries and Synth AI analysis
• gmx-cache.ts - High-performance caching system with 5-minute TTL and promise deduplication
• gmx-utils.ts - Financial calculations and BigInt precision utilities
• gmx-wallet.ts - Wallet initialization and network configuration
• synth-utils.ts - Synth AI integration for volatility and predictions
• transaction-queue.ts - Sequential transaction execution management
• gmx-types.ts - TypeScript type definitions for GMX data structures

Design Patterns

• AI-First Data Formatting: All data returned as AI-readable strings
• Cache-First Architecture: Minimizes API calls with intelligent caching
• Sequential Transaction Execution: Prevents nonce errors and race conditions
• Failsafe Validations: Comprehensive error prevention in risk management
• Modular Actions: Consistent structure for easy extension and maintenance

🧠 AI Intelligence System

Synth AI Integration

Vega leverages decentralized AI miners for market predictions across all supported assets:

Percentile-Based Mean Reversion Strategy

• Current Price Percentile: Calculates exact position of current price within 24h ago distribution
• 4-Tier Volatility Classification:
  • VERY_LOW (0-25th percentile): Tightest entry thresholds
  • LOW (25-50th percentile): Conservative entry points
  • MEDIUM (50-75th percentile): Moderate risk tolerance
  • HIGH (75-100th percentile): Widest entry bands for volatile conditions
• 7-Snapshot Robustness: Uses timestamps 22h, 23h, 24h, 25h, 26h from current time
• Anti-Cherry-Picking: Requires ALL 7 snapshots to be available, preventing data selection bias
• Exact Interpolation: Precise percentile calculation using sorted price arrays
• Multi-Asset Analysis → Compares opportunities across BTC/ETH/SOL for optimal allocation

⚠️ Risk Warning

HIGH RISK - REAL MONEY TRADING: This is a live trading system that uses real cryptocurrency.

• Only use funds you can afford to lose completely
• Cryptocurrency trading involves significant financial risk
• Past performance does not guarantee future results
• This software is for educational/research purposes
• Not financial advice - trade at your own risk
• Test with small amounts before deploying significant capital
• Monitor the agent continuously during operation

🔧 Development

Testing

# No formal testing framework - relies on TypeScript strict mode
# Test manually with small amounts first
bun run agent-gmx.ts

Key Files to Understand

1. CLAUDE.md - Comprehensive development guide and architecture documentation
2. agent-gmx.ts - Main entry point and agent configuration
3. gmx-actions.ts - All trading logic and risk management
4. gmx-queries.ts - Market data and AI analysis functions
5. gmx-cache.ts - High-performance caching system for optimal data access

📝 License

MIT License - Copyright (c) 2025 zkorp

🏆 Credits

Built with:

• GMX SDK - Decentralized perpetual futures
• Daydreams AI - AI agent framework
• Anthropic Claude - Advanced AI reasoning
• Synth AI - Decentralized market predictions
• Supabase - Database and vector storage

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Built by zkorp
Powered by Daydreams AI