RoboNado

An AI trading copilot for the markets other Nado bots ignore.

RoboNado trades commodities, FX, and equities on Nado — the unified spot/perp/margin CLOB on Ink L2 — through plain-language instructions. Not another BTC perp bot with a chat box on top.

Status: pre-alpha. The order construction and EIP-712 signing layer is complete and tested. No orders have been placed against a live book yet. See Roadmap.

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Why these markets

Nado lists 29 non-crypto perpetuals — 39% of its perp book:

Class	Markets
Commodities	Crude oil (WTI), Silver (XAG), Gold (XAUT)
FX	EUR/USD, GBP/USD, USD/JPY
Indices	S&P 500 (SPY), Nasdaq 100 (QQQ)
Equities	NVDA, TSLA, AAPL, MSFT, META, GOOGL, AMZN, AMD, AVGO, MSTR, SpaceX, Circle, and more

Every trading bot in the ecosystem points at BTC and ETH. Meanwhile a trader who wants to short oil, hedge with silver, and hold TSLA exposure in the same margin account has no tooling at all — despite Nado's unified margin engine being the only place that portfolio can exist as one account.

That is the gap RoboNado fills.

Why these markets need different code

Non-crypto markets are not crypto markets with different tickers. Three differences break any bot that assumes otherwise:

They close. FX follows real market hours. Outside them the venue reports soft_reduce_only and refuses to open positions. A crypto-native bot surfaces a bare error code; RoboNado says "FX is closed until the weekly open — but I can still close your existing EUR position."

FX is isolated-margin only. isolated_only: true on all three pairs. An order that doesn't set the isolated bit and pack margin into the appendix's value bits is rejected 100% of the time.

Fee economics invert. Nado's taker fee on FX is 0.7bps against 3.5bps elsewhere. The 1bps builder fee from Nado's own integration example would be 143% of the venue's own fee — you'd more than double the cost of trading FX. RoboNado tiers its builder fee by asset class so the burden stays near-constant:

Class	Our fee	Share of venue taker fee
FX	0.2bps	29%
Commodity	1bps	29%
Equity	1bps	29%

Run npm run markets to see this computed against live mainnet data.

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Quick start

Requires Node 22.6+ (the sources are erasable TypeScript and run directly — no build step).

npm install
npm test          # 33 tests
npm run markets   # live non-crypto surface, status, fee burden
npm run dry-run   # build + sign real orders against Ink Sepolia, send nothing

dry-run generates a throwaway key each run and submits nothing. Sample output:

── WTI-PERP  (commodity, id 90, live)
   buy 100 @ 58
   appendix   3689348814753735021000917249
              isolated=true builderId=42 fee=1bps (policy 1bps)
   digest     0x9067c7c79b12aa2e6baf6c6dc67136c1eb348d31534b6aa43fa9b0e7ac3e38a6
   our fee    0.580000 USDT0 on this order

── EURUSD-PERP  (fx, id 92, soft_reduce_only)
   blocked by guard: EURUSD-PERP is closed for new positions — FX follows
   real market hours and is reduce-only outside them.

Trading for real

Orders need a funded subaccount. On testnet both inputs are free:

1. Mint testnet USDT0 at testnet.nado.xyz/portfolio/faucet — at least $5, or the subaccount is never created
2. Get Ink Sepolia ETH for gas from Ink's faucets

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Architecture

Module	Responsibility
src/markets.ts	Live market registry; classifies the non-crypto planes
src/guards.ts	Trading-status guard, isolated-margin check, fee policy
src/appendix.ts	The bit-packed 128-bit order appendix, including builder code
src/signing.ts	EIP-712 domains, per-product verifying contract, digest, signer
src/subaccount.ts	bytes32 sender encoding
src/nonce.ts	44-bit recv-time / 20-bit random nonce packing
src/units.ts	x18 fixed-point, increment rounding, side-from-sign
src/order.ts	Composes the above into a validated, signed order

Three decisions worth explaining

The verifying contract is per-product. Nado signs place_order against address(productId) — the 20-byte rendering of the product id — not the endpoint address. Every market has a different EIP-712 domain. Signing against the endpoint produces a structurally valid signature the sequencer rejects, with an error that doesn't name the cause. Tests assert that a signature for WTI does not verify as EURUSD, and that a testnet signature does not verify on mainnet.

Market config is read live, never hardcoded. isolated_only genuinely differs between networks: WTI, XAG, SPY, QQQ, NVDA, TSLA and AAPL are isolated-only on testnet but cross-margin on mainnet. Config copied from testnet would build every one of those orders wrong in production.

No floating point past the parse. Prices and sizes are x18 integers. A decimal slip is not a rounding error, it is a factor of ten — a limit buy placed 10× above market fills instantly against the whole book. All conversion goes through units.ts on strings, and bigint from there down.

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Roadmap

• Market registry, asset-class classification, fee policy
• Order appendix encoding with builder codes
• EIP-712 signing, subaccount encoding, nonce packing
• Gateway REST/WS client — place, cancel, and read back a resting order
• Position and health queries across the unified margin account
• Natural-language intent layer
• Market-hours awareness: pre-open warnings, weekly FX open/close
• Telegram interface

Builder codes

RoboNado is built to run as a registered Nado builder. Attribution is a single config value (ROBONADO_BUILDER_ID); with it unset, orders are placed unattributed and no fee is charged to anyone. Fee rates come from asset-class policy in guards.ts rather than per-call arguments, so a market's rate cannot drift by accident.

Security

• Never commit a private key. .env and *.key are gitignored.
• dry-run uses an ephemeral generated key and submits nothing.
• Linked signers are supported by design: the signing layer accepts any viem Account, so a trading-only key can sign while the funding wallet stays cold.

License

MIT