ahmedengu/pyalgotrade_Bitmex

Python Algorithmic Trading Library with bitmex support

PyAlgoTrade fork with bitmex and telegram support

PyAlgoTrade is an event driven algorithmic trading Python library. Although the initial focus was on backtesting, paper trading is now possible using:

• Bitstamp for Bitcoins
• Bitmex for Bitcoins

and live trading is now possible using:

• Bitstamp for Bitcoins
• Bitmex for Bitcoins

To get started with PyAlgoTrade take a look at the tutorial and the full documentation.

Main Features

• Event driven.
• Supports Market, Limit, Stop and StopLimit orders.
• Supports any type of time-series data in CSV format like Yahoo! Finance, Google Finance, Quandl and NinjaTrader.
• Bitcoin trading support through Bitstamp and Bitmex.
• Technical indicators and filters like SMA, WMA, EMA, RSI, Bollinger Bands, Hurst exponent and others.
• Performance metrics like Sharpe ratio and drawdown analysis.
• Handling Twitter events in realtime.
• Event profiler.
• TA-Lib integration.
• Telegram bot.
• websocket support.

Installation

PyAlgoTrade is developed and tested using Python 2.7/3.7 and depends on:

• NumPy and SciPy.
• pytz.
• dateutil.
• requests.
• matplotlib for plotting support.
• ws4py for Bitstamp support.
• tornado for Bitstamp support.
• tweepy for Twitter support.
• Bitmex for bitmex support.
• python-telegram-bot for telegram support.

You can install PyAlgoTrade using pip like this:

pip install git+https://github.com/ahmedengu/pyalgotrade_Bitmex.git