Meteora Meme Pool Fee Harvest Strategy

A sophisticated automated strategy for harvesting fees from Solana meme token pools using Meteora's Dynamic Liquidity Market Maker (DLMM).

🎯 Overview

This strategy implements the meme-pool fee-harvest methodology described in the requirements, focusing on:

• Fee Farming over Directional Betting: Capture fees from volatile meme tokens without taking directional risk
• Diversified Risk Management: Spread risk across multiple uncorrelated meme tokens
• Automated Rebalancing: Leverage Solana's low transaction costs for frequent optimization
• Risk Controls: Implement hard stops and monitoring for tail risk events

📋 Features

Core Strategy Components

• ✅ Token Screening: Filter tokens by market cap, volume, age, and social activity
• ✅ Volatility Matching: Automatically match fee tiers to token volatility
• ✅ Dual-Range CLMM: Core (15%) and outer (40%) liquidity bands
• ✅ Auto-Compounding: Reinvest fees weekly with optimal rebalancing
• ✅ Risk Management: Hard stops, liquidity monitoring, social sentiment tracking

Technical Features

• 🔧 JSON Configuration: Flexible strategy parameters via config file
• 📊 Real-time Monitoring: Comprehensive metrics and logging
• 🔄 Automated Rebalancing: Scheduled and threshold-based position management
• 🚨 Emergency Controls: Manual intervention and emergency stops
• 📈 Performance Tracking: APR calculation, IL monitoring, fee collection

🚀 Quick Start

Prerequisites

• Node.js 18+ and npm
• Solana wallet with SOL for gas fees
• API key for Birdeye (recommended for comprehensive data)

Installation

# Clone the repository
git clone <repository-url>
cd meteora-meme-strategy

# Install dependencies
npm install

# Copy and configure environment variables
cp .env.example .env
# Edit .env with your configuration

# Build the project
npm run build

Configuration

Edit config/strategy.json to customize your strategy:

{
  "strategy": {
    "name": "Meme Pool Fee Harvest",
    "maxPositions": 5,
    "capitalPerPool": 0.05,
    "rebalanceInterval": "7d"
  },
  "filters": {
    "minMarketCap": 200000000,
    "minVolumeRatio": 0.15,
    "minAge": 60
  },
  "tokens": [
    {
      "symbol": "BONK",
      "mint": "DezXAZ8z7PnrnRJjz3wXBoRgixCa6xjnB7YaB1pPB263",
      "enabled": true
    }
  ]
}

Running the Strategy

# Start the strategy
npm start

# Or run in development mode
npm run dev

# Run with custom config
CONFIG_FILE=./my-config.json npm start

📊 Strategy Logic

1. Token Universe → Shortlist

• Pull current "Solana Meme" tokens from screeners
• Apply filters:
  • Market Cap ≥ $200M: Reduces blow-up risk
  • 24h Volume ≥ 15% of market cap: Ensures constant fee flow
  • Age > 60 days: Avoid very new tokens
  • Active social presence: Twitter/GitHub activity

2. Volatility & Fee Tier Matching

• Calculate 7-day realized volatility from price data
• Match to appropriate fee tiers:
  • σ < 5% → 0.05% fee tier
  • 5% ≤ σ < 15% → 0.30% fee tier
  • σ ≥ 15% → 1.00% fee tier

3. Position Sizing & Range Design

• Portfolio Level: Max 5% capital per pool
• Pool Level: Two overlapping ranges
  • Core Band: ±15% (60% of liquidity)
  • Outer Band: ±40% (40% of liquidity)
• Rebalance Triggers: Price exits 80% of core band OR 7 days elapsed

4. Risk Management

• Hard Stops:
  • 40% drop in 24h
  • 70% drop from ATH
• Liquidity Monitoring: Exit if on-chain depth < 30% of 14-day average
• Social Sentiment: Monitor Twitter activity for early warning

🔧 Configuration Reference

Strategy Parameters

{
  "strategy": {
    "name": "Strategy name",
    "maxPositions": 5,              // Max concurrent positions
    "capitalPerPool": 0.05,         // 5% of capital per pool
    "rebalanceInterval": "7d"       // Rebalance frequency
  }
}

Screening Filters

{
  "filters": {
    "minMarketCap": 200000000,      // $200M minimum market cap
    "minVolumeRatio": 0.15,         // 15% volume/mcap ratio
    "minAge": 60,                   // 60 days minimum age
    "requiredSocial": true          // Require social activity
  }
}

Risk Management

{
  "riskManagement": {
    "hardStop": {
      "dailyDrop": 0.4,             // 40% daily drop limit
      "athDrop": 0.7                // 70% from ATH limit
    },
    "liquidityDrain": {
      "threshold": 0.3,             // 30% liquidity threshold
      "period": 14                  // 14-day lookback
    }
  }
}

📈 Performance Monitoring

Metrics Dashboard

The strategy tracks comprehensive metrics:

interface StrategyMetrics {
  totalValueLocked: number;         // Total capital deployed
  totalFeesEarned: number;          // Cumulative fees collected
  totalImpermanentLoss: number;     // Total IL experienced
  netAPR: number;                   // Net APR after IL
  activePositions: number;          // Current position count
  rebalanceCount: number;           // Total rebalances executed
  lastUpdate: Date;                 // Last metrics update
}

Logging

All activities are logged with different levels:

• INFO: Strategy execution, position changes
• WARN: Risk alerts, rebalancing needs
• ERROR: Failures, exceptions
• DEBUG: Detailed technical information

🔐 Security Considerations

Private Key Management

• Store private keys securely (use hardware wallets in production)
• Never commit private keys to version control
• Use environment variables for sensitive data

Risk Controls

• Start with small amounts for testing
• Monitor positions closely during initial runs
• Set appropriate risk limits in configuration
• Use emergency stop functionality if needed

🛠️ Development

Project Structure

src/
├── types/              # TypeScript type definitions
├── providers/          # Data providers (Jupiter, Birdeye, etc.)
├── managers/           # Position and risk managers
├── utils/              # Utilities (logger, etc.)
├── strategy.ts         # Main strategy implementation
└── index.ts           # Entry point

config/
└── strategy.json      # Strategy configuration

logs/                  # Application logs

Building and Testing

# Build TypeScript
npm run build

# Run tests (when available)
npm test

# Type checking
npx tsc --noEmit

🎮 Commands

Strategy Control

# Start strategy
npm start

# Stop strategy (Ctrl+C)
# Graceful shutdown with position cleanup

# Emergency stop
# Closes all positions immediately

Monitoring

# View logs
tail -f logs/combined.log

# View errors only
tail -f logs/error.log

# Monitor metrics
# Check application output for periodic updates

🤝 Contributing

1. Fork the repository
2. Create a feature branch
3. Implement your changes
4. Add tests if applicable
5. Submit a pull request

📄 License

MIT License - see LICENSE file for details.

⚠️ Disclaimer

This software is provided for educational and research purposes. Cryptocurrency trading involves significant risk and may result in financial loss. Always:

• Start with small amounts
• Understand the risks involved
• Never invest more than you can afford to lose
• Consider consulting with financial professionals
• Review and test thoroughly before production use

The authors are not responsible for any financial losses incurred through the use of this software.

🔗 Links

• Meteora Documentation
• Solana Documentation
• DLMM Integration Guide

📞 Support

For issues, questions, or contributions:

• Open an issue on GitHub
• Review the documentation
• Check the logs for error details