Unified Trading Bot

24/7 Session-Driven Execution Engine

A production trading bot with session-aware strategy rotation, comprehensive risk management, and multi-broker support. Designed for continuous operation across Tokyo, London, and New York trading sessions.

---

Architecture

UnifiedTradingBot
├── bot_core.py                # Main 24/7 execution engine
├── api_server.py              # FastAPI REST + WebSocket server
├── mt5_connector.py           # MetaTrader 5 connection + reconnection
├── market_data.py             # OHLCV data engine
├── risk_manager.py            # Risk calculations + limits
├── session_router.py          # Tokyo/London/NY session detection (SAST)
├── strategies/
│   ├── base.py                # BaseStrategy abstract class
│   ├── tokyo_sweep.py         # Asian session sweep strategy
│   ├── london_open_fade.py    # London open fade strategy
│   ├── london_close_reversal.py # London close reversal strategy
│   └── strategy_plugin.py     # Plugin discovery system
├── risk/
│   ├── margin_guard.py        # Margin level monitoring
│   ├── portfolio_heat.py      # Portfolio heat calculation
│   └── correlation_matrix.py  # Position correlation analysis
├── execution/
│   ├── execution_quality.py   # Slippage + fill rate tracking
│   ├── partial_close.py       # Partial close system
│   └── strategy_rotation.py   # Auto strategy rotation
├── intelligence/
│   ├── ml_validator.py        # ML signal validation
│   ├── volatility_regime.py   # Volatility regime detection
│   └── confluence_filters.py  # POI (Point of Interest) tracker
├── integration/
│   ├── news_filter.py         # High-impact news filtering
│   ├── notifier.py            # Telegram + email alerts
│   ├── sentiment_connector.py # News sentiment analysis
│   └── heartbeat_server.py    # Health monitoring endpoint
├── persistence/
│   ├── state_persistence.py   # Crash recovery + state save
│   └── trade_journal.py       # Trade recording + reporting
├── compliance/
│   └── compliance_reporter.py # Tax + regulatory reporting
├── marketplace/
│   └── strategy_marketplace.py # Strategy marketplace system
└── signal_bus.py              # Inter-module signal distribution

---

Key Features

Session-Aware Strategy Rotation

Automatically detects and adapts to Tokyo, London, and New York trading sessions using SAST timezone handling:

class SessionRouter:
    def get_current_session(self) -> Session:
        sast_now = datetime.now(timezone.utc).astimezone(SAST)
        # Returns: TOKYO, LONDON, NY, or OVERLAP

Strategy Plugin System

Strategies are discoverable at runtime via plugin architecture:

# Auto-discover all strategy classes
strategies = discover_strategy_classes()
for strategy_cls in strategies:
    strategy = strategy_cls(config)
    # Register with rotation system

Comprehensive Risk Management

Module	Purpose
margin_guard.py	Monitors margin level, prevents margin calls
portfolio_heat.py	Calculates total portfolio exposure
correlation_matrix.py	Tracks position correlations
partial_close.py	Tiered partial close system
execution_quality.py	Tracks slippage, fill rates, rejections

ML Signal Validation

Machine learning layer validates signals before execution:

• Feature extraction from market data
• Historical win rate analysis
• Confidence scoring

State Persistence + Crash Recovery

• Saves bot state every 30 seconds to bot_state.json
• On restart, recovers positions and partial close tiers
• Merges persisted metadata with broker truth

---

Quick Start

Prerequisites

• Python 3.12+
• MetaTrader 5 terminal
• MT5 algo trading enabled

Installation

git clone https://github.com/JayV42069/UnifiedTradingBot.git
cd UnifiedTradingBot

python -m venv venv
venv\Scripts\activate
pip install -r requirements.txt

Configuration

cp config.example.json config.json
# Edit config.json with your MT5 credentials and strategy settings

Run Tests

python -m pytest unified_engine_test.py -v

Start Bot

# Normal mode
python bot_core.py --no-info

# Verbose mode
python bot_core.py --verbose

Start API Server

uvicorn api_server:app --host 0.0.0.0 --port 8081

---

Strategies

Strategy	Session	Logic
Tokyo Sweep	Tokyo (00:00-09:00 SAST)	Detects Asian liquidity sweeps
London Open Fade	London (09:00-12:00 SAST)	Fades London opening volatility
London Close Reversal	London Close (16:00-18:00 SAST)	Identifies end-of-day reversals
Post-News Breakout	Any (news-driven)	Post-news breakout on consolidation
Regime Adaptive	Any	BTC regime-adaptive with CVD/absorption

---

Tech Stack

Python 3.12 · MetaTrader5 · pandas · NumPy · FastAPI · Supabase · pytest · ruff · mypy

---

License

MIT — see LICENSE for details.