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Maxxit Lazy Trader

Execute perpetual trades on Ostium via Maxxit's Lazy Trading API

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Maxxit Lazy Trading Skill

Execute perpetual futures trades on Ostium, Aster, and Avantis through Maxxit's Lazy Trading API.

Installation

Via ClawHub CLI

npx clawhub@latest install maxxit-lazy-trading

Manual Installation

Copy the maxxit-lazy-trading folder to:

  • Global: ~/.openclaw/skills/
  • Workspace: <project>/skills/

Configuration

Set these environment variables:

export MAXXIT_API_KEY="lt_your_api_key_here"
export MAXXIT_API_URL="https://maxxit.ai"

Quick Start

  1. Get an API Key:

  2. Configure: Set environment variables

  3. Use: Ask your assistant to send trading signals!

Example Usage

"Send a trading signal: Long ETH 5x leverage at 3200"

"Check my lazy trading account status"

"Execute a short on BTC with 10x leverage, TP 60000, SL 68000"

Supported Venues

  • Ostium - Perpetual futures on Arbitrum
  • Aster DEX - Perpetual futures on BNB Chain (testnet setup in Maxxit)
  • Avantis DEX - Perpetual futures on Base mainnet
  • Alpha Marketplace - Trustless ZK-verified trading signals (Arbitrum Sepolia testnet)

Built-in Strategy Scripts

The skill includes standalone Python strategy scripts. Use them when the user wants the agent to run a predefined trading system.

  • ema-strategy.py - EMA crossover trend-following strategy
  • rsi-bollinger-strategy.py - RSI + Bollinger Band mean reversion strategy
  • donchian-adx-strategy.py - Donchian breakout with ADX trend filter
  • taker-strategy.py - Aggressive Taker (Order Flow) HFT strategy. Analyzes Binance taker buy/sell ratios to detect aggressive market participants and catch rapid momentum shifts.
  • mean-reversion-strategy.py - RSI + Bollinger Band mean-reversion strategy. A technical approach using price exhaustion points optimized for high-frequency scalping in sideways or boring markets.
  • breakout-strategy.py - Volatility breakout strategy with ATR filter. Enters trades when price breaks out of a standard deviation channel while ATR confirms increasing volatility and momentum.
  • vwap-strategy.py - VWAP crossover institutional momentum strategy. Uses volume-weighted average price and EMA to confirm institutional trend alignment and confirm trade strength with volume.

Each script fetches Binance klines, derives signals locally, and routes execution through the Maxxit Lazy Trading API.

Command Line Usage

All scripts support dynamic --symbol (e.g. BTC/USD) and --venue (OSTIUM or AVANTIS) arguments.

python taker-strategy.py --symbol BTC/USD --venue AVANTIS
python vwap-strategy.py --symbol ETH/USD --venue OSTIUM