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https://github.com/code-parth/mean-reversion-bot
A sophisticated trading bot that implements a mean reversion strategy for trading SPL tokens on Solana using Jupiter Exchange. The bot monitors price movements, identifies trading opportunities based on statistical deviations, and executes trades automatically.
https://github.com/code-parth/mean-reversion-bot
bot bun mean-reversion mean-reversion-strategy mean-reversion-trading solana typescript web3
Last synced: 3 days ago
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A sophisticated trading bot that implements a mean reversion strategy for trading SPL tokens on Solana using Jupiter Exchange. The bot monitors price movements, identifies trading opportunities based on statistical deviations, and executes trades automatically.
- Host: GitHub
- URL: https://github.com/code-parth/mean-reversion-bot
- Owner: Code-Parth
- License: mit
- Created: 2025-02-11T01:59:18.000Z (4 days ago)
- Default Branch: main
- Last Pushed: 2025-02-11T02:05:16.000Z (4 days ago)
- Last Synced: 2025-02-11T03:19:49.686Z (4 days ago)
- Topics: bot, bun, mean-reversion, mean-reversion-strategy, mean-reversion-trading, solana, typescript, web3
- Language: TypeScript
- Homepage:
- Size: 19.5 KB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
# Mean Reversion Trading Bot for Solana
A sophisticated trading bot that implements a mean reversion strategy for trading SPL tokens on Solana using Jupiter Exchange. The bot monitors price movements, identifies trading opportunities based on statistical deviations, and executes trades automatically.
## Features
- Real-time price monitoring
- Mean reversion strategy implementation
- Automatic trade execution via Jupiter
- Price history tracking and persistence
- Comprehensive error handling
- Token decimal precision handling
- Configurable trading parameters
## Prerequisites
- [Bun](https://bun.sh/) runtime environment
- Solana wallet with SOL for transaction fees
- USDC for trading
- Helius RPC URL or alternative Solana RPC endpoint
## Installation
1. Clone the repository:
```bash
git clone https://github.com/Code-Parth/mean-reversion-bot
cd mean-reversion-bot
```
2. Install dependencies:
```bash
bun install
```
3. Configure your environment:
- Update `wallet.ts` with your wallet credentials:
```typescript
const WalletInfo1: WalletType = {
Public_Key: "YOUR_PUBLIC_KEY",
Private_Key: "YOUR_PRIVATE_KEY"
};
```
- Set your RPC URL in `wallet.ts`:
```typescript
export const RPC_URL = "YOUR_RPC_URL";
```
## Configuration
The bot's behavior can be customized through the `tokenConfig` object in `mean-reversion.ts`:
```typescript
const tokenConfig: TokenConfig = {
inputMint: "So11111111111111111111111111111111111111112", // SOL
outputMint: "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v", // USDC
symbol: "SOL",
meanPeriod: 100, // Number of price points for mean calculation
deviationThreshold: 2, // Standard deviations for trade signals
tradeSize: 0.01, // Trade size in base token
minLiquidity: 10000 // Minimum pool liquidity in USD
};
```
## Usage
1. Start the simple swap test:
```bash
bun run start
```
2. Run the mean reversion bot:
```bash
bun run mean
```
## Project Structure
```
src/
├── config/
│ └── config.ts # Jupiter API configuration
├── jupAPI/
│ └── jup_method.ts # Jupiter API integration methods
├── transaction/
│ └── sendTransaction.ts # Transaction execution logic
├── index.ts # Simple swap test
├── mean-reversion.ts # Main bot implementation
└── wallet.ts # Wallet configuration
```
## Trading Strategy
The bot implements a mean reversion strategy with the following logic:
1. Monitors token prices every 3 seconds
2. Calculates moving average and standard deviation
3. Generates trading signals when price deviates significantly:
- BUY: Price below mean by `deviationThreshold` standard deviations
- SELL: Price above mean by `deviationThreshold` standard deviations
## Dependencies
- `@jup-ag/api`: Jupiter Exchange API integration
- `@solana/web3.js`: Solana blockchain interaction
- `axios`: HTTP client for API requests
- `bs58`: Base58 encoding/decoding
- `colorette`: Console color formatting
## Safety Features
- Minimum liquidity requirements
- Trade execution validation
- Transaction confirmation checks
- Error handling and logging
- Concurrent trade prevention
## Disclaimer
This bot is provided for educational purposes only. Trading cryptocurrencies involves significant risk. Always:
- Test thoroughly with small amounts first
- Monitor the bot's operation
- Understand the risks involved
- Secure your private keys
- Use at your own risk
## License
[MIT License](LICENSE)