DeFi-Kaiser: Quant Trading Bot for RWA and Dex

A high-frequency trading bot focused on Real-World Assets (RWA) and emerging chains like Berachain. Designed to automate cross-chain arbitrage and liquidity optimization strategies.

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📊 Architecture Overview

graph TD
  A[Data Sources] --> B[Data Pipeline]
  B --> C[Strategy Engine]
  C --> D[Risk Management]
  D --> E[Execution Engine]
  E --> F[Blockchain Networks]
  F --> G[Monitoring]
  G --> A

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🧩 Core Components

1. Data Pipeline Sources:

• RWA APIs (Ondo Finance, Centrifuge)
• Berachain/EVM nodes
• DEX liquidity pools

Key Files:

• app/data/fetcher.py: Fetches real-time prices and yields
• app/data/processors.py: Cleans and normalizes data

2. Strategy Engine Location: app/strategies/

Key Strategies:

graph LR
  A[Cross-Chain Arbitrage] -->|RWA vs DeFi| B[Execution]
  C[Liquidity Mining] -->|Berachain Pools| B

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• cross_chain_arb.py: Cross-chain arbitrage logic
• liquidity_mining.py: Liquidity mining strategy

Cross-Chain Arbitrage File: cross_chain_arb.py

Logic:

if (rwa_yield - defi_yield) > threshold:
    execute_trade()

Liquidity Optimization File: liquidity_mining.py

Logic:

best_pool = max(pools, key=lambda x: x.apr * (1 - x.il_risk))

3. Risk Management Location: app/risk/

Key Checks:

• Position sizing (max 10% per trade)
• Liquidity thresholds ($500k+ TVL)
• Market volatility circuit breakers

4. Execution Engine Location: app/execution/

Features:

• Multi-DEX order routing
• Slippage control
• MEV protection

5. Monitoring

• Prometheus metrics endpoint (:8000/metrics)
• Health checks (:8000/health)