Create a decentralized API for candlestick data for major cryptos, the performance of trading bots in simulated trades, and the performance of virtual trading environments (VTEs).
Price data for major cryptos comes from a public API and is relayed to data feeds once per minute by keeper scripts running on GCP cloud functions. Each crypto has one or more timeframes (1-minute, 5-minute, 1-hour, or 1-day). The data is aggregated into candlesticks containing the open price, close price, high price, low price, and volume over the timeframe.
Data feeds for trading bots are updated by the associated trading bot contract whenever the bot makes a simulated trade. Trading bots are updated once per minute by keeper scripts that call the trading bot contract with the latest oracle data.
The performance of a trading bot is measured as a price that starts at $1.00 and fluctuates based on the bot's lifetime performance. For example, a bot with a lifetime return of +50% will have a $1.50 price and a bot with -30% lifetime return will have a $0.70 price.
Data feeds for VTEs are updated by the associated VTE contract whenever the VTE owner makes a simulated trade. Unlike trading bots, VTEs are not maintained by keepers; instead, they are updated manually by the VTE owner.
The performance of a VTE is measured similarly to that of a trading bot.
- BotPerformanceDataFeed - Tracks the lifetime performance of a trading bot.
- BotPerformanceDataFeedRegistry - Creates/tracks BotPerformanceDataFeed contracts and provides a function for requesting data from a BotPerformanceDataFeed.
- CandlestickDataFeed - Aggregates the price data of a major crypto into a candlestick.
- CandlestickDataFeedRegistry - Creates/tracks CandlestickDataFeed contracts and provides a function for requesting data from a CandlestickDataFeed.
- FeePool - Stores 'data usage' fees collected by BotPerformanceDataFeeds and VTEDataFeeds.
- VTEDataFeed - Tracks the lifetime performance of a virtual trading environment.
- VTEDataFeedFactory - Creates a VTEDataFeed contract when registering a VTE data feed.
- VTEDataFeedRegistry - Creates/Tracks VTEDataFeeds and provides a function for requesting data from a VTEDataFeed.
.
├── abi ## Generated ABIs that developers can use to interact with the system.
├── addresses ## Address of each deployed contract, organized by network.
├── contracts ## All source code.
│ ├── interfaces ## Interfaces used for defining/calling contracts.
│ ├── libraries ## Helper functions used throughout the protocol.
│ ├── openzeppelin-solidity ## Helper contracts provided by OpenZeppelin.
│ ├── test ## Mock contracts used for testing main contracts.
├── keeper script ## Keeper scripts for different data feed types.
├── test ## Source code for testing code in //contracts.
These smart contracts have not been audited yet.
Candlestick price data comes from a centralized source and is not checked for quality. Keeper scripts are operated by Tradegen.
To learn more about the Tradegen project, visit the docs at https://docs.tradegen.io.
This protocol is launched on the Celo blockchain. To learn more about Celo, visit their home page: https://celo.org/.
Source code for trading bots: https://github.com/Tradegen/algo-trading.
Source code for virtual trading environments (VTE): https://github.com/Tradegen/virtual-trading-environments.
MIT