Delta Exchange Crypto Algo

I need a complete, trend-following algorithm that trades cryptocurrencies on Delta Exchange with an intraday horizon. The core job is to translate my rule-set into production-ready code that connects reliably to Delta’s REST and WebSocket APIs, streams live market data, detects emerging trends, and executes market or limit orders automatically.

Key elements the solution must cover:
• API integration: secure authentication, position and balance queries, order placement, error handling, and reconnection logic.
• Strategy logic: real-time trend detection (e.g., moving-average cross, breakout, or comparable technique), configurable risk controls per trade and per session, automatic stop-loss/take-profit placement, and end-of-day position flattening.
• Back-test & forward demo: a historical test harness using Delta’s data or compatible OHLCV sources, plus a paper-trading or sandbox mode before going live.
• Deployment: a lightweight service—Python preferred, but I’ll consider Node.js or Rust—that can run 24/7 on a VPS, logging all decisions to a local file and an external dashboard (Grafana or similar).
• Documentation: clear setup instructions and a short README covering environment variables, dependency versions, and how to tweak the strategy parameters.

Acceptance criteria
1. Back-test report showing at least three months of data with equity curve, drawdown, and trade metrics.
2. Live demo session on a sandbox or low-stake account proving order execution and risk limits.
3. Delivered code passes a code-review walk-through and installs cleanly via requirements.txt or package.json.

Once these are met I’ll release final sign-off and move to live capital.