Krypto-trading-bot: A C++ repository from xDESTROYx

self reminder:

*** REFUGEES WELCOME! ***
*** FATAL ROUTES? ***

K.sh is a very low latency market making trading bot with a fully featured web interface. The bot can place and cancel orders on one of several supported cryptocoin exchanges in less than a few miliseconds per order on a decent machine.

Latest version at https://github.com/ctubio/Krypto-trading-bot

Runs on unix-like systems. Persistence is achieved through a built-in server-less SQLite C++ interface. Installation via Docker is supported, but manual installation in a dedicated Debian/Raspbian, CentOS or macOS instance is recommended.

The web UI is compatible with most web browsers/devices/resolutions, but Firefox or Chrome at 1600px are recommended. Doesn't require configuration of any web server (unless installed behind your own reverse proxy).

Compatible Exchanges

	with Post-Only Orders support	without Post-Only
without Maker fees	Coinbase ⟿ REST + WebSocket + FIX HitBTC ⟿ REST + WebSocket
with Maker and Taker fees	Bitfinex Ethfinex ⟿ REST + WebSocket Kraken ⟿ REST Poloniex ⟿ REST	FCoin ⟿ REST + WebSocket Korbit ⟿ REST

All currency pairs are supported.

Docker Installation

See etc/Dockerfile section if you use winy (because the Manual Installation only works on unix-like platforms).

Manual GIT Installation

Ensure you agree to install collaborative non-free software (see Unlock section).
Ensure your target machine has git, make and vim installed.
Install it wherever you want (feel free to customize the suggested folder name K):

 $ git clone ssh://git@github.com/ctubio/Krypto-trading-bot K
 $ cd K
 $ make install

Open the config file in your favorite text editor:

 $ vim K.sh

To upgrade anytime see Upgrade to the latest commit section.

Manual ZIP Installation

Ensure you agree to install collaborative non-free software (see Unlock section).
Ensure your target machine has curl, make and vim installed.
Install it wherever you want (feel free to customize the suggested folder name K):

 $ mkdir K
 $ cd K
 $ curl https://raw.githubusercontent.com/ctubio/Krypto-trading-bot/master/Makefile > Makefile
 $ make install

Open the config file in your favorite text editor:

 $ vim K.sh

To upgrade anytime just run make reinstall.

After Manual Installation

See configuration section while setting up the configuration options in your new config file K.sh.

Once the config file is ready, you can start the bot:

 $ ./K.sh

Alternatively use make start to run K.sh in the background using screen (to see the output, attach the screen with make screen [or run all at once with make start screen]).

Feel free to run make stop or make restart anytime, and don't forget to read the fucking manual.

Troubleshooting:

If there is no wallet data on a given exchange, do a manual buy/sell order first using the website of the exchange.

Optional:

See ./K.sh --help and make help.
Use your own SSL certificate with --ssl-crt and --ssl-key, see web ui section. Otherwise, the unsecure built-in certificate is a fully featured default openssl, that you may just need to authorise in your browser.

Configuration

See etc/K.sh.dist file or your own ./K.sh file.

It just contains a few variables with examples ready to be reused. The very end of the file contains the code that starts the bot.

Upgrade to the latest commit

After reinstalling, you will need to manually restart any running instances using make restart or make restartall.

To upgrade under Manual ZIP Installation, please run make reinstall.

To upgrade under Manual GIT Installation:

Feel free anytime to check if there are new modifications with make diff.

Once you decide that is time to upgrade, execute make latest to download and install the latest modifications in your remote branch (or directly make reinstall to skip the validation of the new commit messages).

If you only use git to pull the latest commits, you will still need to recompile using make reinstall (or using make dist K or just make if you have modified source files) and then make restart to start using the latest version.

Multiple instances party time

Please note, an "instance" is in fact a *.sh config file located in the top level path; using a single machine and the same source folder, you can run as many instances as *.sh files you have in the top level path (limited by the available free RAM).

You can list the current running instances with make list.

If you haven't defined a config file, make start, make screen, make stop and make restart will use the default config file K.sh.

To run multiple instances using a collection of config files:

Create a new config file with cp etc/K.sh.dist X.sh && chmod +x X.sh (use X.sh or any name but keep .sh extension).
Edit the new config file vim X.sh
Run the new instance with ./X.sh or to run in the background, use K=X.sh make start. To attach to the new instance's screen, use K=X.sh make screen. To stop the new instance, use K=X.sh make stop and to restart it, use K=X.sh make restart. The environment variable K specifies the filename of the config file that you want to use.
Open in the web browser the different pages of the ports of the different running instances, or display the UI of all instances together in a single page using the MATRYOSHKA link in the footer (that can be predefined using the optional argument --matryoshka=URL).

After multiple config files are setup, to control them all together instead of one by one, the commands make startall, make stopall and make restartall are also available, just remember that config files with a filename starting with underscore symbol "_" will be skipped.

Application Usage

Open your web browser to connect to HTTPS port 3000 (or your configured port number) of the machine running K. If you're running K locally on Mac/Windows on Docker, replace "localhost" with the address returned by boot2docker ip.
Read up on how to use K and market making in the manual.
Use the web UI to change the quoting parameters. Click the "BTC/USD" button to start making markets. Click it again to stop. When the button is green, the bot is actively placing orders.

Web UI

Once K is up and running, visit HTTPS port 3000 (or your configured port number) to access the UI (i.e. https://localhost:3000). There are inputs for quoting parameters, grids to display market orders, market trades, your trades, your order history, your positions, and a big button with the currency pair you are trading. When you're ready, click that button green to begin sending out quotes. The UI uses angularjs hydrated with websockets observed with reactivexjs.

If you want to generate your own certificate see SSL for internal usage.

In case you really want to use plain HTTP, use --without-ssl argument.

Databases

Each currency pair of each exchange will use a different sqlite database file.

All database files are located at /data/db/K.*.db. It is located outside the application path to survive reinstalls and wild rm -rf path/to/K.

You can copy any *.db file to another machine when migrating or as a backup.

If a database file does not exist, the application will create it on boot; otherwise, it will use the existing one.

To explore each database file you can use https://github.com/sqlitebrowser/sqlitebrowser or a similar tool.

To set a different database path or to set an in-memory database, use --database=PATH argument (see --help).

Even if using an in-memory database, the quoting parameters are always loaded from and saved into the disk file database.

Charts

The metrics are not saved anywhere, it is just UI data collected with a visibility retention of n hours (where n is the value of profit quoting parameter), to display over time:

Market Fair Value with High and Low Prices
Trades Complete
Target Position for BTC currency (TBP)
Target Position for Fiat currency
STDEV and EWMA values for Quote Protection and APR
Amount available in wallet for buy
Amount held in open trades for buy
Amount available in wallet for sell
Amount held in open trades for sell
Total amount available and held at both sides in BTC currency
Total amount available and held at both sides in Fiat currency

Cloud Hosting

If you ask me, is a very nice web hosting company (awesome support team, awesome servers). Feel free to use this referral link to get a discount subtracted from my referral earnings (i'm a user since 2008).

Build notes

Make sure your build machine has node installed, and also ensure make dist provides all dependencies without errors.

To rebuild the application with your modifications, see make help and choose a target (just make may be what you are looking for).

Test units are executed before the application exits, only if the application was compiled with KUNITS=1 make.

Otherwise, just make without the environment var KUNITS produces an application that simply exits on exit.

A quick test runner therefore is ./K.sh --version or the alias make test or all at once with KUNITS=1 make K test.

To pipe the output to stdout, execute the application in the foreground with ./K.sh --naked.

To ignore the output, execute the application in the background with screen -dmS K K.sh or with the alias make start or simply ./K.sh.

For more information consider to follow the white rabbit, but its dangerous to go alone, take this:

c sandbox: wandbox.org

js sandbox: jsfiddle.net

ws sandbox: websocket.org

Unreleased v0.4.x Changelog

Added OOP everywhere.

Added test units.

Added --interface=IP argument to bind outgoing traffic to a specific network interface.

Added Ethfinex and FCoin API.

Added build-in document root to stop reading files from disk.

Added --test-chamber=NUMBER argument to easy deploy multiple release candidate versions.

Added build chain for win32.

Updated OKEx websocket to binary data.

Added build chain for OSX v10.13.

Release v0.4.0 Changelog

Updated HitBTC API v2.

Added ZIP installation steps for non-git-lovers.

Added HamelinRat quoting mode and Trend safety thanks to b-seite and serzhiio contributions.

Added command-line arguments.

Updated quoting engine and gateways without nodejs.

Added Makefile to replace npm scripts.

~~Added PNG files as configuration files.~~

Added built-in C++ WWW Server to replace expressjs and socketio.

Added built-in SQLite C++ interface to replace external mongodb server.

Added Poloniex API.

Release v0.3.0 Changelog

Updated application name to K because of Kira.

Added nodejs7, typescript2, angular4 and reactivexjs.

Added cleanup of bandwidth, source code, dependencies and installation steps.

Added many quoting parameters thanks to Camille92 genius suggestions.

Added support for multiple instances/config files with nested matryoshka UI.

Added npm scripts, david-dm, travis-ci, coveralls and codacy.

Added historical charts to replace grafana.

Added C++ math functions.

Updated OKCoin API (since https://www.okcoin.com/t-354.html).

Updated Bitfinex API v2.

Added Coinbase FIX API.

Added Korbit API.

Release v0.2.0 Changelog

Added new quoting styles PingPong, Boomerang, AK-47.

Added cleanup of database records, memory usage and log recording.

Added audio notices, realtime wallet display, and grafana integration.

Added https, dark theme and new UI elements.

Added a bit of love to Kira.

Release v0.1.0 Changelog

see the upstream project michaelgrosner/tribeca.

Unlock

The bot is unlocked for collaborators and contributors (feel free to make acceptable Pull Requests for already opened issues or for anything you consider useful, and let me know the BTC Payment Address for the bot that you wish to unlock in the description of the PR, and I will credit it for you).

While locked, you are limited to using the first 3 market levels; once unlocked the bot reads the full list (up to thousands) of market levels from the exchange.

Anonymous users can also unlock any API Key by paying 0.01210000 BTC to the address displayed in the UI of the bot. Once unlocked you may use different currency pairs or reinstall on a different machine with the same unlocked API Key. However, if you want to use more than one exchange, you will need to pay again to unlock the API Key for each exchange.

Otherwise if you choose to not support further development by ctubio, just keep running some old commit and do not upgrade (any commit prior to v0.3.0 was completely unlocked).

Trading for Fun

Use --free-version argument to anonymously unlock any API Key and avoid the payment.

All market levels will be visible and usable but not in realtime, instead will be slowdown around 7 seconds doing nothing.

Please don't open issues asking how much % less the bot generates with --free-version; it is relative to your trading strategy, the market conditions, and the bot's performance.

Donations

nope, this project doesn't have maintenance costs. but you can donate to your favorite developer today! (or tomorrow!)

or see the upstream project michaelgrosner/tribeca.

or donate your time with programming or financial suggestions in the IRC channel #tradingBot at irc.freenode.net on port 6697 (SSL), or 6667 (plain) or feel free to make any question, but questions technically are not donations.

Very Special Thanks to:

General Discussion

IRC is awesome!
but if you dislike it, there is an unofficial Discord channel at https://discord.gg/vdZHyJH (with nice users but without me).

Help

If you need installation or usage support contact me at earn.com/analpaper (non-free high-priority service).

Issues

To request new features open a new issue and explain your improvement as you consider.

To report errors open a new issue only after collecting all possible relevant log messages.

Pull Requests are welcome, but adhere to the Contributor License Agreement:

Your biological and technological distinctiveness will be added to our own. Resistance is futile.

Votes

What exchange you don't want to be deleted from the bot?

like yesterday, since 0day and ∞

every new day we sing:

We have already enough policemen,
if you like adventures choose to be a brave firefighter.

Violence should not be the answer to those who
are asking for freedom.

xDESTROYx/Krypto-trading-bot