Crypto momentum paper trader with dual-variant tracking

[Magicalmeow]

Parent PRD

#60

What to build

Create backend/strategy_decoder/momentum_trader.py — the main paper trading loop. Monitors live Polymarket prices, executes entry/exit signals, manages positions with TP/SL, runs both strategy variants in parallel, records snapshots, enforces risk limits.

End-to-end: discover markets → poll prices → check entries → manage open positions (TP/SL) → record results → snapshot collection.

Acceptance criteria

• MomentumPaperTrader class with async run loop
• Discovers markets via crypto_markets module, polls prices every ~10s
• Enters positions when strategy signals fire (both variants run simultaneously)
• Manages open positions: checks TP/SL on every poll, exits when triggered
• For trailing TP variant: tracks whether TP level was touched, switches to trailing mode
• 10% high-water-mark kill switch stops all trading when triggered
• Kelly-based sizing using bankroll and estimated win rates from research
• Per-position tracking: entry_time, entry_price, side, asset, timeframe, config, variant
• Records every market price snapshot to TSV (timestamp, slug, up_price, down_price)
• State persistence to JSON (survives crash/restart)
• TSV trade log with all fields for analysis
• Performance summary: per-asset, per-timeframe, per-config win rates and P&L
• CLI entry point: python -m backend.strategy_decoder.momentum_trader
• Uses $3,000 starting bankroll

Blocked by

• Crypto market discovery module (ETH/SOL, all timeframes) #61 (market discovery)
• Crypto momentum strategy engine with Kelly sizing and fee model #62 (strategy engine)

User stories addressed

• User stories 2, 3, 4, 5, 6, 7, 8, 10 from PRD