Hedged Liquidity Provision Bot

A Nim-based trading bot designed to hedge impermanent loss in Uniswap V2 ETH/USDC pools by utilizing perpetual futures on Binance.

Author: Daniil Krizhanovskyi

Overview

The bot maintains a delta-neutral position by dynamically adjusting ETH short positions on Binance futures, aiming to mitigate impermanent loss.

Repository Structure

hedged-lp-bot/
├── LICENSE
├── README.md
├── data/
│   └── sample_data.csv
├── docs/
│   └── architecture_overview.md
├── src/
│   ├── main.nim
│   ├── backtest.nim
│   ├── generate_data.nim
│   └── utils.nim
└── tests/
    └── test_backtest.nim

Key Features

• Delta-neutral hedging strategy
• Synthetic data generation for robust backtesting
• Comprehensive performance metrics (fees, PnL, returns)

Quick Start

# Clone the repository
git clone https://github.com/dkrizhanovskyi/hedged-lp-bot
cd hedged-lp-bot

# Compile and run backtest
nim c -r src/main.nim

# Run unit tests
nim c -r tests/test_backtest.nim

Results

Example backtest results:

Initial Investment: $20137.04
Final Value:        $20748.52
Net Return:         3.04%

Documentation

Detailed architecture and workflow can be found here.

Future Enhancements

• Live market data integration (Uniswap, Binance APIs)
• Advanced rebalancing strategies
• Multi-chain and multi-pool support

License

MIT License