Trading bot based on Tinkoff Invest Python gRPC client API

Project Status

The project status is an example of trading bot and isn't ready for any production using. The provided trade strategy is just an example and have negative profit by the end.

Description

Here is trading bot for MOEX Exchange with ability to send information about trading to a telegram chat. The bot is using Tinkoff Invest Python gRPC client api.

Features

Trading RUB stocks via Тинькофф Инвестиции on MOEX Exchange
Ability to use personal trade strategy for every stock
Trade information sends to a telegram chat (orders details, trade day summary etc.)

Note: trade strategy is represented in code is just example and not a trade or invest recommendation.

Before Start

Dependencies

Tinkoff Invest Python gRPC client

$ pip install tinkoff-investments

aiogram

$ pip install -U aiogram

Brokerage account

Open brokerage account Тинькофф Инвестиции and top up your account:

"Margin trading" must be enabled

Do not forget to take TOKEN for API trading.

Telegram (optional)

Create a chat and get chat_id.

PS. Please use Google to find detailed instruction how to get chat_id.

Required configuration (minimal)

Open settings.ini file
Specify token for trade API in TOKEN (section INVEST_API)
(Optinal) Specify token for a telegram bot in TELEGRAM_BOT_TOKEN (section BLOG)
(Optinal) Specify id of a telegram chat in TELEGRAM_CHAT_ID (section BLOG)

Run

Recommendation is to use python 3.10 (bot has been tested on 3.10 version include real trading).

Run main.py

Configuration

Configuration can be specified via settings.ini file.

Section INVEST_API

Token and app name for Тинькофф Инвестиции api.

Section BLOG

status - telegram working mode:
- 0 - disabled
- 1 - enabled
token and chat id for telegram api

Section TRADING_ACCOUNT

Minimal amount of rub on account for start trading.

Section TRADING_SETTINGS

Settings for time management. Bot trades only in main trade session. Bot ignore pre\post market etc.

Section Strategies

Settings for trade strategies.

Section STRATEGY_ticker_name:

STRATEGY_NAME - name of algorithm
TICKER - ticker name (human-friendly name for telegram messages)
FIGI - figi of stock. Required for API
MAX_LOTS_PER_ORDER - Maximum count of lots per order

Section STRATEGY_ticker_name_SETTINGS:

Detailed settings for strategy. Strategy class reads and parses settings manually.

Note: Only one strategy for one stock in configuration.

Trading on stocks exchange

Before start:

Token verification
Appropriate account selects automatically by token
By trading schedule, bot selects time to start trading (start main trading session)

Main session:

Bot checks:
- stock status for every stock (list of strategies from configuration)
- minimum amount of rub on account
Starts gRPC stream for data from API
Strategies analyse candles and return signals if needed
Bot opens orders by signals from strategies
If stop or take price levels are confirmed, bot closes orders

Trading schedule:

Bot awaits start and end of main trading session
Bot works every trade day
Restart doesn't require for trading. Only in emergency situations.

How to add a new strategy

Write a new class with trade logic
The new class must have IStrategy as super class
Give a name for the new class
Extend StrategyFactory class by the name and return the new class by the name
Specify new settings in settings.ini file. Put the new class name in STRATEGY_NAME
Test the new class on historical candles

Telegram messages

Information about:

Trading day summary at start and list of stocks
Open and close orders, take profit and stop loss price levels
Trading day summary in the end of day

Telegram messages are optional and can be disabled without any effect on trading.

Logging

All logs are written in logs/robot.log. Any kind of settings can be changed in main.py code

Project change log

Here

Disclaimer

The author is not responsible for any errors or omissions, or for the trade results obtained from the use of this bot.

EIDiamond/invest-bot