crypto-bot

crypto-bot is a swiss army knife for crypto trading. It is used to probe coin and exchange data, download historical market data and backtest strategies on this data. It will also be able to live test these strategies using a real crypto wallet.

Installation

Use pip to install directly from github:

$ pip install git+https://github.com/dan-velez/crypto_bot.git

The command crypto-bot will be available in your environment.

From Source

Requires python >= 3.6. Installation involves cloning the repo to your local disk, then running the setup.py script.

$ git clone https://github.com/dan-velez/crypto_bot
$ cd crypto_bot
$ python setup.py install

This will expose the command crypto_bot.exe to your terminal.

Settings

The file .crypto.json cotains some configuration for the bot. This file is sensitive and specific to each trader. This should be created manually. It should contain the following keys:

wallet - Set to paper or coinbase.
Coinbase wallet settings:
- cb-secret - Coinbase API secret.
- cb-apikey - Coinbase API Key.
- cb-passphrase - Coinbase API passphrase.`

Usage

crypto-bot contains several commands for automating crypto trading tasks: (not all have been implemented)

exchanges

View and download exchange data such as size and which coins it contains. Use this command to generate a list of coins / exchange pairs to run strategy on.

coins

View and download data on coin / exchange pair such as OHLCV for a coin. Use this command to download historical data to run backtests on.

backtest

Run a strategy on a historical data file. The history data file should be generated using the history subcommand. The strategy file is a python source file which contains your entry and exit function should_buy() and should_sell().

broker

Functions that interact with your wallet and portfolio. Initiate buy / sell for a coin or view portfolio data. The default broker is a paper broker which uses the file paper_portfolio.json to store its assets. The paper broker is used to test strategies and will not use any real money.

run

Run a strategy on a live feed. Select your strategy source file. The wallet set in the settings file will be used.

Help Message

usage: crypto-bot [-h] {exchanges,coins,backtest} ...

Retrieve crypto data and run back tests, live tests, and live trading.     

positional arguments:
  {exchanges,coins,backtest}
                        Command
    exchanges           View / download information on available exchanges.
    coins               View / download OHLCV data on coins of an exchange.
    backtest            Backtest a strategy on historical data.

optional arguments:
  -h, --help            show this help message and exit

crypto-bot <command> -h displays help on a particular command.

Examples

# Get a list of all exchanges and all coins available in each.
# Should print the latest bar for each coin.
crypto-bot exchanges
crypto-bot exchanges --outfile exchanges.json


# Get exchange size and coins available for certain exchanges. 
crypto-bot exchanges --list "coinbase, kraken" --outfile coinbase_kraken.json


# Get exchanges that only contain less than 50 assets available.
crypt-bot exchanges --size-limit 50 --outfile small_exchanges.json


# Run live ticker feed with a list of assets generated from exchanges command.
crypto-bot run --assets .\data\coins_coinbasepro.json


# Download historical data for backtesting. 
crypto-bot history --exchange "coinbasepro" --symbol "BTC/USD" --start 20210101 --end 20210501 --timeframe '1m'

Paper Broker

The paper broker will mimic a wallet/exchange/bank that is used to store your assets. It is a JSON file that is saved to the disk and is in the following format:

{
    "total": 0,
    "assets": [
        {
            "exchange": "coinbasepro",
            "pair": "USD/MOCK",
            "buy_price": 0.005,
            "buy_date": "20210501:01:00"
        }
    ],

    "trades": [
        {
            "exchange": "coinbasepro",
            "pair": "USD/MOCK",
            "buy_price": 0.004,
            "buy_date": "20210501:01:00",
            "sell_price": 0.006,
            "sell_date": "20210501:02:00",
            "profit_loss": 50.00
        }
    ]
}

Bot Workflow

use the bot to select assets with the exchange command
- print out to assets list
paper portfolio to test out strtegies and not lose any real money
create strategies using statistical indicators
use run command to test the strategy on a live market data feed

TODO

for command run, add strategy and broker class parameters.
fully implement paper broker and paper portfolio (JSON file on disk).
for command exchanges, add a datestamp to the output pair.
for command exchanges, add fetch only USD pairs
for command exchanges, size parameter is total number of pairs retrieved, not total size of the exchange.
for command exchanges, add a flag --no-assets, which will force the bot to just return the size attribute of the exchanges, rather than probe the coins.
For live trading with real wallet, need to determine:
- how long does a BUY order take to complete? Instant?
- how long does a SELL order take to complete? Instant?