Automated crypto trading in Python.
This is my attempt to write a robust python3 framework to implement different automated trading strategies.
This project works with CCXT and is therefor compatible with many exchanges.
This software is for educational purposes only. Do not risk money which you are not ready to lose. USE THE SOFTWARE AT YOUR OWN RISK. I WILL NOT ASSUME RESPONSIBILITY FOR YOUR LOSSES.
NEVER RUN THE SOFTWARE IN LIVE MODE IF YOU'RE NOT 100% SURE OF WHAT YOU ARE DOING. Once again, I will NOT take ANY responsibilities regarding the results of your trades.
As is, the software is obviously not viable, but with some research and a bit of coding, it could become your best ally in automating strategies.
This project is strongly inspired by bwentzloff's trading bot which you can find here: https://github.com/bwentzloff/trading-bot. If you're new to python trading I strongly recommend checking his Youtube Chanel
Shoutout to CCXT for their wonderful work on their super awesome library
And finally a big thx to sentdex who's youtube tutorials inspired me to get into python automated trading years ago
This project is compatible with python3 and there's no reason why I should spend more time to make it compatible with python2.
pip install ccxt
pip install numpy
pip install pandas
git clone https://github.com/Viandoks/python-crypto-bot.git
cd python-crypto-bot
python bot.py -c 'BTC/USDT' -t 1d -s '2019-01-31 00:00:00'
This will launch the trading strategy on the pair BTC/USDT, with a candlestick period of 1 day, starting on 2019-01-31 at 00:00:00.
You can see the result in the command line AND the output/index.html file in the project
Not specifying the -s argument will launch the bot in forward test mode
python bot.py -c 'BTC/USDT' -t 1d
A new call is made every 10 seconds. You can follow the trades almost live be reloading output/index.html
!!!!! DO NOT DO THIS IF YOU'RE NOT 100% SURE OF WHAT YOU'RE DOING! I WILL NOT BE HELD RESPONSIBLE IF YOU LOSE MONEY!!!!! To run the bot live you need to enter your api key and secret in the shared.py file. If you don't know what an api key is, you shouldn't even try to launch that bot live. However feel free to have fun in backtest and forward test mode.
python bot.py -c 'BTC/USDT' -t 1d --live
Mandatory
-c currency_pair to let know the bot on what currency pair it should be woking. eg: -c BTC/USDT
-t candlestick_timeframe timeframe in a humanely readable format. In backtest mode this should be a period compatible with the exchange you decide to use. In forward test and live mode, it can be any increment of seconds you want, eg: 30s, 2m, 3h, 2d.
Optional
-s timestamp if specified bot will automatically launch in backtestmode. This is the timestamp of the starting date eg: -s 1494491969. If -s is not specified then bot will launch in forward test
-e timestamp This is the timestamp of the ending tests for the tests. It should be greater than -s
-exchange str Any exchange available with CCXT
--live Whill launch bot in live mode.
shared.py contains a bunch of variable shared across the different modules
bot.py is where everything start
botapi.py is where the connections are made between the bot and the registered APIs.
botstrategy.py is where the magic happens. The default strategy is a simple Moving Average Crossover strategy. IT WILL NOT WORK LIVE! Feel free to experiment and write your own strategy
botindicators.py contains all the indicator available in bostrategy.py
botchart.py generates the candlesticks data in backtest mode, as well as the data for the final graph viewable in output/output.html. It is based on googlecharts and can be overwelming work with at first. If you change the strategy, there is a 99% that you need to modify output.html and botchart.py as well.
If you want rendering of your trades, you gonna have to dig into this. Sorry.
Other files are pretty much self explanatory. Feel free to checkout bwentzloff if something is not clear.
This project is not perfect, it probably still have a few bugs/unwanted behaviors. It could probably be improved a lot. I already have a few improvement/changes in mind. Feel free to open ticket if you find/think about something. I'll try to work on them when I have time/faith. Even better, work on it yourself and do a pull request :D Unfortunately coding is not my main goal in life anymore so please be patient.
What is this spreadPercentage thingy in shared.py? I implemented this to emulate the difference between ask and bid price. How many time did I think I was gonna get rich in a matter of days just because I forgot about the spread. Going live is full of bad surprises.
Kraken's api has been quite a turbulent child recently, often returning a time out. There is a pull request on krakenex to attempt to fix that but is not merge to master yet... so be patient or try and fix it by yourself ;) Once again I do not recommend the use of Kraken API.
Also pairs on kraken are a bit weird, if you intend to trade on the ETHXBT market you should use XXBT_XETH as the currency_pair argument. I'll probably do some more work on that in the future, but for now... that's the way.
I know this is not the best readme ever but hey... at least there is one.
As I said earlier, the strategy in there DOES NOT WORK. It is merely a tool for you to write your own and pwn the market. It took me years to write a winning strategy, hang in there!
You like what you see? Feel free to tip me, you'll earn my eternal gratitude:
BTC - 1MT45xgCJe68c3eL2iTJMSQLwsDobmzz7r
ETH - 0x4Aa63028CA72D8Ce79E904DE1c53AbC91d2F2347
HAVE FUN!