Multi-Exchange Trading Bot Development

I want a single, well-structured codebase that can trade automatically on Binance, ByBit and MEXC through their official APIs. The bot has to read and write securely-stored keys, place, amend and cancel orders in real time, and allow me to switch each exchange on or off without touching the code.

Robust back-testing is essential. I need to drop in either .CSV or .OHLV files and test any combination of 1 m, 15 m, 30 m, 1 h, 4 h and 1 d charts—individually or mixed—then see equity curves, drawdown, and basic trade analytics before going live.

The live engine must let me define entry/exit rules, leverage and size adjustments from the full indicator set below and keep them configurable (YAML/JSON or similar is fine).

• EMA crosses
• RSI (user-set period)
• ATR (user-set period) for stop sizing
• ATR-20 on 1 h bars for “gusty-day” size reduction
• Funding rate filters (multi-time-frame)
• Open-interest Δ on the 1 h aggregation from 5 m series
• Perp–spot basis premium
• Order-book imbalance (top-10 bids vs. asks)
• Last-bar price-change %
• Bollinger Bands
• MACD
• VWAP
• Simple moving averages
• Pure-volume metrics such as OBV/MFI

Key expectations
1. Modular indicator engine so I can toggle or combine conditions without rewriting the strategy.
2. Position-sizing logic that adjusts leverage or contract size whenever a chosen indicator meets my thresholds.
3. Accurate latency-handled execution; no double fills, safe reconnection after network drops.
4. Clear logging plus an HTML/CLI dashboard summarising current positions, P&L and active signals.
5. Fully commented source code, a brief setup guide and at least two sample strategies demonstrating both back-testing and live trading.

Delivery is complete when I can:
• Run a back-test on historical files of my choice;
• Switch to paper mode and see orders fire in a testnet;
• Push the same config to live and watch real trades execute correctly on all three exchanges.