feat: Add Multi-Pair Divergence Live Trading Module

- Introduced a new module for live trading based on the Multi-Pair Divergence Strategy.
- Implemented configuration classes for OKX API and multi-pair settings.
- Developed data feed functionality to fetch real-time OHLCV and funding data for multiple assets.
- Created a trading bot orchestrator to manage trading cycles, including entry and exit signals based on ML model predictions.
- Added comprehensive logging and error handling for robust operation.
- Included a README with setup instructions and usage guidelines for the new module.

live_trading/multi_pair/config.py

@@ -0,0 +1,145 @@
+"""
+Configuration for Multi-Pair Live Trading.
+
+Extends the base live trading config with multi-pair specific settings.
+"""
+import os
+from pathlib import Path
+from dataclasses import dataclass, field
+from dotenv import load_dotenv
+
+load_dotenv()
+
+
+@dataclass
+class OKXConfig:
+    """OKX API configuration."""
+    api_key: str = field(default_factory=lambda: "")
+    secret: str = field(default_factory=lambda: "")
+    password: str = field(default_factory=lambda: "")
+    demo_mode: bool = field(default_factory=lambda: True)
+    
+    def __post_init__(self):
+        """Load credentials based on demo mode setting."""
+        self.demo_mode = os.getenv("OKX_DEMO_MODE", "true").lower() in ("true", "1", "yes")
+        
+        if self.demo_mode:
+            self.api_key = os.getenv("OKX_DEMO_API_KEY", os.getenv("OKX_API_KEY", ""))
+            self.secret = os.getenv("OKX_DEMO_SECRET", os.getenv("OKX_SECRET", ""))
+            self.password = os.getenv("OKX_DEMO_PASSWORD", os.getenv("OKX_PASSWORD", ""))
+        else:
+            self.api_key = os.getenv("OKX_API_KEY", "")
+            self.secret = os.getenv("OKX_SECRET", "")
+            self.password = os.getenv("OKX_PASSWORD", "")
+    
+    def validate(self) -> None:
+        """Validate that required credentials are present."""
+        mode = "demo" if self.demo_mode else "live"
+        if not self.api_key:
+            raise ValueError(f"OKX API key not set for {mode} mode")
+        if not self.secret:
+            raise ValueError(f"OKX secret not set for {mode} mode")
+        if not self.password:
+            raise ValueError(f"OKX password not set for {mode} mode")
+
+
+@dataclass
+class MultiPairLiveConfig:
+    """
+    Configuration for multi-pair live trading.
+    
+    Combines trading parameters, strategy settings, and risk management.
+    """
+    # Asset Universe (top 10 by market cap perpetuals)
+    assets: list[str] = field(default_factory=lambda: [
+        "BTC/USDT:USDT", "ETH/USDT:USDT", "SOL/USDT:USDT", "XRP/USDT:USDT",
+        "BNB/USDT:USDT", "DOGE/USDT:USDT", "ADA/USDT:USDT", "AVAX/USDT:USDT",
+        "LINK/USDT:USDT", "DOT/USDT:USDT"
+    ])
+    
+    # Timeframe
+    timeframe: str = "1h"
+    candles_to_fetch: int = 500  # Enough for feature calculation
+    
+    # Z-Score Thresholds
+    z_window: int = 24
+    z_entry_threshold: float = 1.0
+    z_exit_threshold: float = 0.0  # Exit at mean reversion
+    
+    # ML Thresholds
+    prob_threshold: float = 0.5
+    
+    # Position sizing
+    max_position_usdt: float = -1.0  # If <= 0, use all available funds
+    min_position_usdt: float = 10.0
+    leverage: int = 1
+    margin_mode: str = "cross"
+    max_concurrent_positions: int = 1  # Trade one pair at a time
+    
+    # Risk Management - ATR-Based Stops
+    atr_period: int = 14
+    sl_atr_multiplier: float = 10.0
+    tp_atr_multiplier: float = 8.0
+    
+    # Fallback fixed percentages
+    base_sl_pct: float = 0.06
+    base_tp_pct: float = 0.05
+    
+    # ATR bounds
+    min_sl_pct: float = 0.02
+    max_sl_pct: float = 0.10
+    min_tp_pct: float = 0.02
+    max_tp_pct: float = 0.15
+    
+    # Funding Rate Filter
+    funding_threshold: float = 0.0005  # 0.05%
+    
+    # Trade Management
+    min_hold_bars: int = 0
+    cooldown_bars: int = 0
+    
+    # Execution
+    sleep_seconds: int = 3600  # Run every hour
+    slippage_pct: float = 0.001
+    
+    def get_asset_short_name(self, symbol: str) -> str:
+        """Convert symbol to short name (e.g., BTC/USDT:USDT -> btc)."""
+        return symbol.split("/")[0].lower()
+    
+    def get_pair_count(self) -> int:
+        """Calculate number of unique pairs from asset list."""
+        n = len(self.assets)
+        return n * (n - 1) // 2
+
+
+@dataclass
+class PathConfig:
+    """File paths configuration."""
+    base_dir: Path = field(
+        default_factory=lambda: Path(__file__).parent.parent.parent
+    )
+    data_dir: Path = field(default=None)
+    logs_dir: Path = field(default=None)
+    model_path: Path = field(default=None)
+    positions_file: Path = field(default=None)
+    trade_log_file: Path = field(default=None)
+    
+    def __post_init__(self):
+        self.data_dir = self.base_dir / "data"
+        self.logs_dir = self.base_dir / "logs"
+        # Use the same model as backtesting
+        self.model_path = self.base_dir / "data" / "multi_pair_model.pkl"
+        self.positions_file = self.base_dir / "live_trading" / "multi_pair_positions.json"
+        self.trade_log_file = self.base_dir / "live_trading" / "multi_pair_trade_log.csv"
+        
+        # Ensure directories exist
+        self.data_dir.mkdir(parents=True, exist_ok=True)
+        self.logs_dir.mkdir(parents=True, exist_ok=True)
+
+
+def get_multi_pair_config() -> tuple[OKXConfig, MultiPairLiveConfig, PathConfig]:
+    """Get all configuration objects for multi-pair trading."""
+    okx = OKXConfig()
+    trading = MultiPairLiveConfig()
+    paths = PathConfig()
+    return okx, trading, paths