Kraken Grid Trading Agent

An autonomous ETH/USD grid trading system built with two AI agents and a deterministic grid bot.

Overview

Classic grid strategy: buy limit orders staged below current price, sell placed one spacing above when a buy fills. USD profit recycled on each round trip.

Strategist Agent → GridConfig → Grid Bot → ProposedOrder → Executor Agent → Kraken

Strategist — runs at startup and every 4 hours. Analyzes price, volatility, and balance to set/update grid configuration. Detects drift and recentres automatically.

Grid Bot — polls every 10s. Detects fills, proposes response orders, seeds missing buy levels.

Executor — evaluates each proposed order: spread, candles, orderbook, sentiment. Places or pauses.

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Quickstart

# Install dependencies
npm install

# Copy and configure environment
cp .env.example .env
# Edit .env with your Kraken API keys and Anthropic key

# Run (validate mode — no real orders)
npm start

# Run live
# Set VALIDATE_ORDERS=false in .env, then:
npm start

# Monitor dashboard (separate terminal)
npm run monitor

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CLI Flags

npm start                    # resume from saved state, skip strategist
npm start -- --reset         # cancel all orders + wipe state + fresh strategist
npm start -- --reset-buys    # cancel bot's open buy orders only
npm start -- --reset-sells   # cancel bot's open sell orders only

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Environment Variables

Variable	Default	Description
KRAKEN_API_KEY	—	Kraken API key
KRAKEN_API_SECRET	—	Kraken API secret
ANTHROPIC_API_KEY	—	Anthropic API key (supports OAuth access tokens)
VALIDATE_ORDERS	true	false to place real orders
TRADING_BUDGET_USD	4000	Max USD the strategist can deploy

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How It Works

Grid Setup

• Strategist fetches current price, 14-day ATR, and available balance
• Sets grid range at ~1x ATR above and below current price
• Sizes orders at 90% of budget split across all levels
• Saves config to data/state.json

Seeding

• Grid bot places buy orders below current price only (closest-first)
• Levels within 0.5x spacing of current price are skipped (too close to market)
• Sell orders are never placed speculatively — only reactively on fills

Fill Response

• Buy fills → sell placed one spacing above
• Sell fills → buy placed one spacing below
• Filled buy levels automatically refilled with new buy on next tick

Auto-Recentre (4hr review)

• If price drifts > 2x spacing from grid centre → cancel all + reseed around new price
• If minor drift → adjust bounds only
• Strategist sees previous config history for continuity across restarts

Safety

• Grid pauses on: 3+ fills in same direction in 60s, bad spread (>$2), config errors
• Stale pauses cleared automatically on restart
• Auth errors pause grid instead of hammering Kraken
• Only bot-placed orders are ever cancelled — existing account orders untouched

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File Structure

src/
├── index.ts              # entry point, CLI flags, startup logic
├── grid.ts               # grid bot: polling, fill detection, seeding
├── state.ts              # shared state + persistence
├── kraken.ts             # ccxt singleton
├── tokens.ts             # token/cost tracking
├── logger.ts             # JSON event log + status.json writer
├── monitor.ts            # terminal dashboard (npm run monitor)
├── types.ts              # TypeScript types
├── agents/
│   ├── strategist.ts     # Strategist agent + system prompt
│   └── executor.ts       # Executor agent + system prompt
└── tools/
    ├── cancel_orders.ts       # cancel all tracked orders + reset bootstrap
    ├── get_balance.ts         # ETH/USD balance (budget capped)
    ├── get_candles.ts         # OHLCV candles
    ├── get_grid_state.ts      # current state dump
    ├── get_orderbook.ts       # depth + spread
    ├── get_price.ts           # ETH/USD mid price
    ├── get_sentiment.ts       # Fear & Greed index
    ├── get_volatility.ts      # ATR + std dev
    ├── pause_grid.ts          # pause with reason
    ├── place_order.ts         # limit order (validate or live)
    ├── propose_grid_config.ts # save new grid config
    └── update_grid_config.ts  # modify running grid

data/
└── state.json            # persisted state (gitignored)

logs/
├── status.json           # live status, updated every tick (gitignored)
├── YYYY-MM-DD.jsonl      # event log (gitignored)
├── YYYY-MM-DD-executor.log  # executor reasoning audit (gitignored)
└── config-history.jsonl  # all grid configs ever set (gitignored)

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Monitoring

npm run monitor

KRAKEN GRID AGENT                    2026-03-06 14:00:00
----------------------------------------------------------
ETH/USD   $2,001.70  ▼ -2.31
Grid      $1916  ────────────●───────────  $2184
----------------------------------------------------------
OPEN ORDERS
  SELL 0.22 @ $2050.00   $48.30 away   ░░░░░░░░░░░░░░░░
  BUY  0.22 @ $1983.00   $18.70 away   ████████████░░░░
  BUY  0.22 @ $1949.50   $52.20 away   ████████░░░░░░░░
  BUY  0.22 @ $1916.00   $85.70 away   ████░░░░░░░░░░░░
----------------------------------------------------------
FILLS TODAY  1     P&L TODAY  +$0.00
STATUS  RUNNING
----------------------------------------------------------
API COST   $0.1376 total   (19 calls)
  strategist  3 calls  16789 tokens  $0.0205
  executor    16 calls  62840 tokens  $0.1171
----------------------------------------------------------
Last tick: 3s ago

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Stack

• @mariozechner/pi-agent-core — agent loop + tool calling
• @mariozechner/pi-ai — LLM provider abstraction
• ccxt — Kraken connectivity
• claude-sonnet-4-20250514 — model for both agents
• TypeScript + tsx — no compile step needed

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Roadmap

See ROADMAP.md for planned features including:

• Batch market data fetching
• Telegram notifications
• P&L tracking per round trip
• Risk modes (conservative / normal / aggressive)
• ETH accumulation mode
• Localhost status dashboard
• Market analyst agent (regime detection, BTC correlation)