Feature: Identify Low Volume and High-Risk Trading Pairs

[cj4c0b1]

Feature: Identify Low Volume and High-Risk Trading Pairs

Overview

We need to implement functionality to identify and handle low volume and high-risk trading pairs to prevent potential trading issues and optimize execution quality.

Problem Statement

Currently, the bot may trade pairs with insufficient liquidity or high risk, which can lead to:

• Slippage
• Poor order fills
• Increased trading costs
• Higher risk of manipulation

Proposed Solution

Implement a PairAnalyzer service that:

1. Tracks Volume Metrics:

   • 24h trading volume
   • 7-day average volume
   • Volume change trends

2. Assesses Risk Factors:

   • Bid-ask spread analysis
   • Order book imbalance
   • Price volatility
   • Composite risk scoring

3. Provides Utility Methods:

   • analyzePair(symbol): Get detailed analysis for a single pair
   • getHighRiskPairs(symbols): Filter high-risk pairs
   • getLowVolumePairs(symbols): Filter low-volume pairs

Implementation Details

• New service: src/lib/services/pairAnalyzer.ts
• Caching for performance (5-minute TTL)
• Configurable thresholds for volume and risk
• Integration points with existing trading logic

Acceptance Criteria

• Identify pairs with volume below threshold
• Calculate and expose risk scores
• Provide filtering methods
• Add documentation
• Unit tests

Technical Notes

• Uses existing market data APIs
• Implements in-memory caching
• Handles errors gracefully
• Follows existing code patterns