/kraken_algo

Backend for automated cryptocurrency trading system

Primary LanguagePython

This requires python-virtualenv and python-pip. Setup python virual environment

mkdir my-project
cd my-project
# bootstrap virtualenv
export VIRTUAL_ENV=.virtualenv/krakenex
mkdir -p $VIRTUAL_ENV
virtualenv $VIRTUAL_ENV
source $VIRTUAL_ENV/bin/activate
# install from PyPI
pip install -r requirements.txt

To activate the virtual environment on a new terminal session

export VIRTUAL_ENV=.virtualenv/krakenex
source $VIRTUAL_ENV/bin/activate

OR

source .virtualenv/krakenex/bin/activate

Crontab entry for updating tradable pairs daily

0   1 * * *     /home/peter/kraken/.virtualenv/krakenex/bin/python /home/peter/kraken/get-all-tradable-pairs.py

Simple moving average SQL

SELECT a.timestamp, a.open, 
	Round( 
		( select SUM(b.open) / count(b.open) 
		FROM ohlc_data as b WHERE TIMEDIFF(a.timestamp, b.timestamp) 
		BETWEEN 0 AND 10
		), 2) as '10MinuteMovingAvg' 
	FROM ohlc_data as a 
	order by a.timestamp;

Currency codes meaning

XBT is BTC

XXBTZUSD is a currency pair that represents BTC/USD

X denotes crypto Z denotes cash

https://support.kraken.com/hc/en-us/articles/360001185506-How-to-interpret-asset-codes https://support.kraken.com/hc/en-us/articles/360001206766-Bitcoin-currency-code-XBT-vs-BTC

Automated Trading

Strategies

SMA Cross

BUY: SMA30 goes above SMA200
SELL: SMA30 goes below SMA200