A comprehensive Telegram-based crypto portfolio risk management and automated hedging system with real-time monitoring, advanced analytics, and professional-grade risk controls.
Note: Currently the project works on sort of Demo portfolio. Further it will be given the functionality to connect to real accounts and manage accordingly. Although it uses real time price and data from Deribit api.
- Greeks Calculation: Delta, Gamma, Theta, Vega for all assets including options
- VaR Analysis: 95% and 99% Value at Risk calculations
- Portfolio Metrics: Maximum drawdown, correlation matrices, beta calculation
- Continuous Monitoring: 30-second intervals with configurable thresholds
- Real-time Alerts: Instant notifications for risk threshold breaches
- Multiple Strategies: Delta-neutral, options-based, dynamic rebalancing
- Smart Order Routing: Multi-exchange support with slippage estimation
- User Confirmation: Large trade confirmation (>$100k) for safety
- Manual Hedging: Direct hedge execution with real-time feedback
- Hedge History: Complete audit trail of all hedging activities
- Portfolio Analytics: Comprehensive risk dashboard with interactive charts
- P&L Attribution: Factor-based profit/loss breakdown (Delta, Gamma, Theta, Vega)
- Stress Testing: Scenario analysis for market crashes, bull runs, etc.
- Risk Reports: Detailed PDF/text reports with export capabilities
- Interactive Charts: VaR, drawdown, Greeks, allocation visualizations
- Flexible Alerts: Configure alerts for any risk metric (delta, var, pnl, etc.)
- Condition Support: Above/below thresholds with real-time monitoring
- Alert Management: Add, view, delete custom alerts via Telegram
- Emergency Controls: Instant stop all monitoring and hedging activities
- Scheduled Summaries: Daily/weekly risk summaries with key metrics
- Performance Tracking: Portfolio performance over time
- Summary Management: Configure frequency, view status, manual triggers
- Background Delivery: Automatic delivery at specified times
- Multi-User Support: Independent user sessions and data
- Real Exchange Integration: Deribit API for live market data
- Error Handling: Comprehensive error handling and logging
- System Health: Status monitoring and health checks
- Version Control: Bot versioning and feature tracking
/monitor_risk <asset> <size> <threshold>- Start monitoring position/stop_monitoring <asset>- Stop monitoring position/configure_monitor <asset> <delta_threshold> [var_threshold]- Update thresholds
/auto_hedge <strategy> <threshold>- Enable automated hedging/hedge_now <asset> <size>- Manual hedge execution/hedge_status <asset>- Check hedging status/hedge_history <asset> [timeframe]- View hedging history
/risk_analytics- Comprehensive risk dashboard/pnl_attribution- P&L breakdown by factor/risk_report- Detailed risk report with export/risk_charts- Interactive risk metric charts/chart <asset>- Asset-specific charts
/set_alert <metric> <condition> <value>- Configure custom alerts/alerts_status- View current alert settings/delete_alert <id>- Remove specific alerts/schedule_summary <frequency>- Configure periodic summaries/summary_status- Check summary schedule/send_summary_now- Trigger immediate summary
/status- Overall bot status and system health/version- Bot version and features/emergency_stop- Emergency stop all activities/help- Complete command reference
pip install -r requirements.txt- Copy
env_template.txtto.env - Add your Telegram Bot Token
- Configure Deribit API credentials
- Set risk thresholds and preferences
python main.py- Real-time portfolio risk monitoring
- Automated hedging for large positions
- Professional-grade analytics and reporting
- Custom alert systems for risk management
- Simple position monitoring
- Automated risk management
- Educational analytics and insights
- Mobile-friendly Telegram interface
- Comprehensive risk metrics
- Stress testing and scenario analysis
- Audit trails and compliance reporting
- Custom alert configurations
- Risk Calculator: Greeks, VaR, correlation calculations
- Hedging Manager: Strategy execution and order management
- Analytics Reporter: Portfolio analysis and reporting
- Exchange Integration: Real-time market data and execution
- Telegram Interface: User interaction and notifications
- Price Polling: Continuous market data collection
- Risk Calculation: Real-time portfolio risk metrics
- Alert Checking: Custom alert condition evaluation
- Hedge Execution: Automated/manual hedging actions
- Reporting: Analytics, summaries, and notifications
- User confirmation for large trades
- Emergency stop functionality
- Comprehensive error handling
- Audit logging for all actions
- Delta: Price sensitivity
- Gamma: Delta sensitivity to price changes
- Theta: Time decay
- Vega: Volatility sensitivity
- VaR: Value at Risk (95%, 99%)
- Maximum Drawdown: Worst historical loss
- Correlation: Asset correlation matrices
- Beta: Market sensitivity
- P&L Attribution: Factor-based profit/loss analysis
- Real-time Charts: Price, PnL, VaR, allocation
- Interactive Buttons: Quick actions and navigation
- Export Capabilities: PDF reports and chart exports
- Customizable Alerts: Flexible alert conditions
- Status Dashboards: System health and portfolio status
This bot is production-ready with:
- ✅ Comprehensive error handling
- ✅ Multi-user support
- ✅ Real exchange integration
- ✅ Professional risk management
- ✅ Automated hedging strategies
- ✅ Advanced analytics
- ✅ Custom alerting system
- ✅ Periodic reporting
- ✅ Emergency controls
- ✅ Complete documentation
For questions or issues:
- Check the
/helpcommand in the bot - Review the command reference above
- Check system status with
/status - Use
/versionfor feature information
Version: 2.0.0
Status: Production Ready
Last Updated: 2024