KrakenMeanReversionBot — Open‑Source Mean Reversion Trading Bot for Kraken
A fully‑autonomous, real‑time crypto mean reversion trading bot built for the Kraken exchange.
It listens to live WebSocket ticker data, evaluates price deviations using Bollinger Bands, RSI, volatility, and Monte Carlo reversion confidence, and executes trades using a rules‑based strategy. Includes a full HUD, dynamic top‑30 asset universe, trailing stops, take‑profit logic, and detailed JSONL order logging.

📌 Overview
KrakenMeanReversionBot is a standalone, open‑source trading bot designed for clarity, transparency, and ease of use.
It requires no external services, no overseers, and no AI reviewer — just Python, a config file, and (optionally) Kraken API keys.

The bot:

Streams live ticker data from Kraken WebSockets

Computes Bollinger Bands, RSI, volatility, and Monte Carlo reversion probability

Selects trades from a dynamic top‑30 crypto universe

Manages open positions with hard stop, take profit, and trailing stop

Displays a clean HUD every 30 seconds

Logs all trades to a JSONL file

Supports paper mode (default) and live mode

🚀 Features
✔ Bollinger‑Band Mean Reversion
Buys when price deviates below the mean and conditions confirm a likely reversion.

✔ RSI Filter
Avoids longs when RSI is too high.

✔ Volatility Guardrails
Only trades when volatility is within a safe range.

✔ Monte Carlo Reversion Confidence
Simulates short‑term paths to estimate probability of mean reversion.

✔ Dynamic Universe
Pulls the top 30 crypto assets by market cap & volume, then filters to Kraken USD pairs.

✔ Full HUD
Shows PnL, open positions, and USDC balance (live mode).

✔ JSONL Order Logging
Every trade is logged to:

Code
kraken_meanrev_orders_log.jsonl
📁 Project Structure
Code
KrakenMeanReversionBot/
│
├── bot.py                 # Main trading bot
├── config.example.json    # Config template
├── requirements.txt       # Python dependencies
└── README.md              # Documentation
⚙️ Installation
Clone the repo:

bash
git clone https://github.com/YOUR_USERNAME/KrakenMeanReversionBot
cd KrakenMeanReversionBot
Install dependencies:

bash
pip install -r requirements.txt
🛠 Configuration
Copy the example config:

bash
cp config.example.json config.json
Tune:

Bollinger period

RSI threshold

Volatility limits

Monte Carlo settings

Stop loss / take profit

HUD interval

All values have safe defaults.

🔑 Live Trading Setup (Optional)
Set your Kraken API keys:

Windows (PowerShell):

powershell
setx KRAKEN_API_KEY "your_key_here"
setx KRAKEN_API_SECRET "your_secret_here"
macOS/Linux:

bash
export KRAKEN_API_KEY="your_key_here"
export KRAKEN_API_SECRET="your_secret_here"
Enable live mode:

bash
setx KRAKEN_MR_MODE "live"
Paper mode is default.

▶️ Running the Bot
bash
python bot.py
You’ll see:

version banner

universe selection

HUD updates

trade entries/exits

order logs

📄 Order Log Format
Example entry:

json
{
  "timestamp": "2026-04-10T17:32:10Z",
  "symbol": "ETH/USD",
  "side": "long",
  "volume": 0.0421,
  "mode": "paper",
  "reason": "LONG ETH/USD mean-reversion ...",
  "price": 3452.12,
  "status": "paper"
}
🧠 Strategy Summary
The bot enters long positions when:

Price is below the Bollinger mean

RSI is below the max threshold

Volatility is within range

Monte Carlo reversion confidence is high

Position size is scaled by Monte Carlo confidence.

Exits occur via:

Hard stop loss

Take profit

Trailing stop

⚠️ Disclaimer
This bot is provided as‑is, with no guarantees.
Crypto trading involves risk.
Use paper mode to test before enabling live trading.
You are responsible for your own trading decisions.

💬 Support
Open an issue on GitHub if you:

find a bug

want to request a feature

want help configuring the bot