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I’m looking for a Python developer with trading data experience to build, optimize, and fully set up a bot that scans SPX 0DTE sweeps in real time using the Unusual Whales API and sends Telegram alerts. The developer must also run backtests to deliver optimized parameters and handle the full setup on my system or cloud server. ⸻ Key Deliverables 1. Bot Development • Connect to Unusual Whales API. • Scan for SPX 0DTE aggressive sweeps (calls/puts). • Apply filters (defaults, subject to tuning): • Premium clusters ≥ $5M (3–10 min window). • OTM strikes only, delta 0.15–0.35. • Volume/OI ≥ 3 or OI ≥ 10k. • Bid-ask spread ≤ 10%. • Exclude hedges/collars. • Cluster sweeps into bursts (3–10 min). • Scoring system with color/emoji. • Telegram alerts (09:30–16:00 ET) with strike entered, recommended strike, cluster stats, SPX spot, and score. • Configurable via .env (API keys, Telegram chat ID, thresholds). 2. Backtesting & Optimization • Build a backtesting module for historical UW data. • Run backtests over multiple months of SPX 0DTE flow. • Deliver optimized parameters (premium threshold, delta range, Vol/OI, clustering window). • Provide CSV/Excel output with win rates, ROI multiples, time-to-ROI. 3. Full Setup • Install and configure all dependencies. • Integrate my Unusual Whales API token and Telegram bot. • Deploy bot to run automatically during market hours (09:30–16:00 ET). • Provide simple start/stop instructions for me. • Ensure everything works reliably in production. 4. Delivery • Clean, modular, documented Python code. • Backtest report + optimized strategy parameters. • Full setup on my local machine or cloud server (developer to guide). • Bug-fix support for 2 weeks after delivery. ⸻ Requirements • Python + APIs expertise. • Experience with market/option data. • Prior work with Telegram bots. • Ability to handle setup and deployment (local or server). Budget: Flexible, milestone-based. Timeline: 2–3 weeks max.
Project ID: 39720389
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