Strategy metadata#

Live trade execution has metadata that lives outside the strategy module. Metadata includes on-chain connector data, human description mostly to display and route the trade executor data on the web frontend. Metadata lives outside the core strategy module, in environment file given to the trade-executor.

Configured metadata#

  • Python module: A strategy module as Python source code file. This is slightly different from backtesting notebook, but can be constructed from the backtest with copy-paste. The filename of this module is the same as the strategy id.* In this documentation, we use pancake-eth-usd-sma as an example.

  • Logo: Strategy logo image URL. The image must be 1:1 aspect ratio.

  • Machine readable id e.g. enzyme-polygon-eth-usdc. This is automatically set: If this is not explicitly set then this is the same as the strategy module filename.

  • Domain: A URL and a domain name for trade-executor webhook server. For the sake of convenience, use the same as machine readable id.

  • Configuration files: The strategy execution configuration that include the hot wallet private key, API keys for oracle market data feeds, blockchain nodes, Discord webhook notifications and such. Setting up the configuration files are described below.

  • Server: A server where you run the trade-executor Docker container and any related infrastructure, like a reverse proxy web server.

  • Private key needed for the hot wallet that executes the transactions.

  • Initial test funds: native blockchain token and USDC for gas fees.

  • Backtest results: this will be generated during the strategy deployment process

Enzyme vault-based trading configuration#

For vault-based strategies, you will also need the various smart contracts given by trade-executor enzyme-vault-deploy command.

  • Vault deployment block number (because Ethereum nodes have broken model for reading events)

  • Vault smart contract address

  • USDC payment forwarder address

  • trade-executor adapter address

For more details see Vault deployment.

Strategy state#

The persistent state of the strategy lives in a JSON-based file (“flat file database”). For Docker this file is mapped to the host file system state folder.

The frontend can read the whole state file as is and it does not contain any secrets which could not be deduced from the on-chain activity.

For the state details see Serialisation.

Run-time data#

The live trade executor generates run-time data. This includes things like

  • Is the service healthy

  • What is the exception message in the case of a crash

  • Log output

  • Profiling and diagnostics stats

Run-time data is not persistent and is reset every time the trade-executor restarts. See Website and monitoring for more information.

Webhook routing#

A live trading strategy exposes itself to the world using a Webhook server over an internal web server.

For this you need

  • DNS name e.g. The best practice is to use the id from metadata as the subdomain name.

  • An internal localhost port to map to the Docker container.

  • A reverse proxy web server configuration e.g. via Caddy so that the webhook is securely exposed to the world.