Autonomous algorithmic perpetual trading bot and risk management engine designed for DreamDEX on the Somnia Tokyo Testnet for the dreamDEX Perps Builder Bounty ($3,000 USD Prize Pool on DoraHacks).

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graph TD subgraph Somnia CLOB Infrastructure ["Somnia Tokyo Testnet • DreamDEX CLOB"] OrderBook[(ETH-PERP / BTC-PERP Depth)] --> MarketData[Depth & Spread Streamer] OrderContract["placeOrder(bool isBid, ...)"] end subgraph Autonomous Agent Core ["DreamDEX Agent Bot Core"] MarketData --> Strategy[DreamDEX Strategy Agent] SessionKey[Session Key Operator] -->|grantOperator Check| Engine[DreamDEX Order Engine] Strategy -->|OPEN_LONG / OPEN_SHORT| Engine Engine -->|Execute Order| OrderContract OrderContract -->|Execution Receipt| PositionTracker[Position & Margin State] PositionTracker --> RiskManager[DreamDEX Risk Manager] RiskManager -->|Liquidation Buffer Alert| Strategy RiskManager -->|AUTO_DELEVERAGE / LIQUIDATE| Engine end

Non-Custodial Session Key Delegation (grantOperator):

Strictly separates trade execution authorization from withdrawal privileges.

Enforces cryptographic notional allowance caps, market whitelisting, and expiration timestamps.

Eliminates private key exposure on trading servers.

Somnia v2 CLOB Order Placement:

Implements current Somnia contract standard: placeOrder(bool isBid, ...) with exact taker fill modeling against live order book depth.

0.05% taker fee accounting with exact slippage calculation.

Autonomous Order Book Imbalance & Momentum Strategy:

Computes bid/ask depth volume imbalance: Imbalance = ∑ Bids − ∑ Asks ∑ Bids + ∑ Asks .

Enforces spread quality filters ( ≤ 0.20 ) to suppress adverse selection.

Emits directional signals (OPEN_LONG, OPEN_SHORT, HOLD) with dynamic confidence scoring.

Institutional Perpetual Risk Management Engine:

Real-time liquidation price calculation for Long and Short positions.

5.0% Maintenance Margin Requirement (MMR) for 20x maximum leverage.

Multi-tier safety alerts: MARGIN_CALL at 12% margin ratio, AUTO_DELEVERAGE at 8% margin ratio, and LIQUIDATE containment at 5% MMR.

Automated Tests: 14/14 tests passing across 3 test suites in ~398ms (npm test).

DreamDEX Order Engine & Session Key Suite (4 tests)

DreamDEX Risk Manager Suite (6 tests)

DreamDEX Strategy Agent Suite (4 tests)

Type Safety: 100% strict TypeScript compilation with zero errors (tsc --noEmit).

Automated CI: Node.js 20.x & 22.x matrix via GitHub Actions.

Autonomous CLOB Perpetual Trading Engine implemented on Somnia Tokyo Testnet.

Full session key operator delegation (grantOperator) with dynamic notional caps and expiration timestamps.

Direct integration with Somnia v2 placeOrder(bool isBid, ...) interface and 0.05% taker fee accounting.

Multi-tier institutional liquidation risk management (12% margin call, 8% deleverage, 5% MMR liquidation).

Comprehensive vulnerability, contract desynchronization, and fee precision audit report documented in feedback/FEEDBACK_REPORT.md .

Finding 1 [MAJOR]: Interface Desynchronization in CLOB Order Placement (placeTakerOrderWithoutVault vs placeOrder).

Finding 2 [MAJOR]: Fractional Tick Size Precision Underflow in Taker Fee Calculation.

Finding 3 [NORMAL]: Session Key Operator Expiry Timestamp Boundary Ambiguity.

Author: Siddharth Srivastava ( @sidsri14 )

Email: sidsri1502@gmail.com

Payout PayPal: sidsri1302@gmail.com

Hackathon: dreamDEX Perps Builder Bounty (DoraHacks)

License: MIT