Trading Strategy framework for Python

Trading Strategy framework is a Python framework for algorithmic trading on decentralised exchanges. It is using backtesting data and real-time price feeds from Trading Strategy Protocol.

Use cases

Analyse cryptocurrency investment opportunities on decentralised exchanges (DEXes)
Creating trading algorithms and trading bots that trade on DEXes
Deploy trading strategies as on-chain smart contracts where users can invest and withdraw with their wallets

Supports multiple blockchains like Ethereum mainnet, Binance Smart Chain and Polygon
Access trading data from on-chain decentralised exchanges like SushiSwap, QuickSwap and PancakeSwap
Integration with Jupyter Notebook for easy manipulation of data. See example notebooks.
Write algorithmic trading strategies for decentralised exchange

Python 3.10
Understanding Python package management and installation (unless using Dev Container from teh above)

You can install this package with

Poetry as a dependency:

poetry add trading-strategy -E direct-feed

Poetry, local development:

poetry install -E direct-feed

Pip:

pip install "trading-strategy[direct-feed]"

Note: trading-strategy package provides trading data download and management functionality only. If you want to developed automated trading strategies you need to install trade-executor package as well.