🤖 Trading Machine

A professional cryptocurrency trading bot supporting multiple exchanges, strategy backtesting, Telegram interaction, and more.

✨ Features

• 🏢 Multi-Exchange Support: Binance, OKX, Bybit
• 📊 Strategy System: MA crossover, RSI strategy, etc.
• 🔄 Backtesting: Validate strategies with historical data
• 📱 Telegram Integration: Real-time notifications and interaction
• ⚡ Asynchronous Architecture: High-performance concurrent processing
• 🛡️ Risk Management: Stop loss/take profit, position management
• 📈 Data Fetching: Real-time and historical K-line data

📁 Project Structure

trading-machine/
├── trading_bot/
│   ├── config/          # Configuration management
│   ├── exchanges/       # Exchange interfaces
│   ├── strategies/      # Trading strategies
│   ├── backtesting/     # Backtesting engine
│   ├── telegram_bot/    # Telegram bot
│   ├── core/           # Core trading engine
│   └── utils/          # Utility functions
├── main.py             # Main entry point
├── requirements.txt    # Dependencies
└── .env.example       # Environment variable template

🚀 Quick Start

1. Install dependencies

pip install -r requirements.txt

2. Configure environment variables

Copy .env.example to .env and fill in your API keys:

cp .env.example .env

Edit the .env file and enter your exchange and Telegram configuration.

3. Run live trading

python main.py live

4. Run strategy backtesting

# Backtest MA crossover strategy
python main.py backtest --strategy ma_crossover --symbol BTC/USDT --days 30

# Backtest RSI strategy
python main.py backtest --strategy rsi --symbol ETH/USDT --days 60

📊 Strategy Description

MA Crossover Strategy

• Buy when fast MA crosses above slow MA
• Sell when fast MA crosses below slow MA
• Combine RSI indicator to filter signals

RSI Strategy

• Buy on RSI oversold rebound
• Sell on RSI overbought pullback
• Supports divergence signal recognition

🔧 Exchange Configuration

Binance

1. Log in to your Binance account
2. Create API keys (testnet recommended)
3. Set permissions: Spot trading, Futures trading, Read info

OKX

1. Log in to your OKX account
2. Create API keys
3. Set trading permissions and IP whitelist

Bybit

1. Log in to your Bybit account
2. Create API keys
3. Set appropriate permissions

📱 Telegram Bot Setup

1. Create a bot

1. Search for @BotFather in Telegram
2. Send /newbot to create a new bot
3. Get the Bot Token

2. Get Chat ID

1. Add the bot to a group or chat privately
2. Send a message to the bot
3. Visit https://api.telegram.org/bot<YOUR_BOT_TOKEN>/getUpdates to get the Chat ID

3. Available commands

• /balance [exchange] - View balance
• /positions [exchange] - View positions
• /orders [exchange] - View orders
• /buy <exchange> <symbol> <amount> [price] - Buy
• /sell <exchange> <symbol> <amount> [price] - Sell
• /cancel <exchange> <order_id> <symbol> - Cancel order
• /price <exchange> <symbol> - View price
• /leverage <exchange> <symbol> <leverage> - Set leverage

⚠️ Risk Warning

1. Use testnet: Strongly recommended to run in testnet environment first
2. Small amount testing: Test with small funds before live trading
3. Risk management: Set reasonable stop loss and position size
4. Monitor operation: Regularly check bot status
5. Strategy validation: Fully backtest and validate strategy effectiveness

🛠️ Development Notes

Add a new strategy

1. Inherit from BaseStrategy
2. Implement the analyze() method
3. Register in strategies/__init__.py

Add a new exchange

1. Inherit from BaseExchange
2. Implement all abstract methods
3. Register in exchanges/__init__.py

Custom indicators

Use the talib library in strategies to calculate technical indicators.

📈 Backtest Result Example

📊 BACKTEST RESULTS
==================================================
Strategy: ma_crossover
Symbol: BTC/USDT
Period: 2024-05-25 to 2024-06-25 (30 days)

Performance:
  Initial Balance: $10,000.00
  Final Balance: $10,456.78
  Total Return: $456.78 (4.57%)
  Max Drawdown: $234.56 (2.35%)
  Sharpe Ratio: 1.23

Trade Statistics:
  Total Trades: 15
  Winning Trades: 9
  Losing Trades: 6
  Win Rate: 60.0%
  Average Win: $123.45
  Average Loss: $67.89
  Profit Factor: 1.82

📄 License

This project is for learning and research purposes only. Users bear their own trading risks.

🤝 Contribution

Feel free to submit Issues and Pull Requests to improve the project.

📞 Support

If you have any questions, please create an Issue or contact the developer.

---

中文版

一个专业的加密货币交易机器人，支持多交易所、策略回测、Telegram交互等功能。

✨ 功能特性

• 🏢 多交易所支持: Binance、OKX、Bybit
• 📊 策略系统: 移动平均交叉、RSI策略等
• 🔄 回测功能: 历史数据策略验证
• 📱 Telegram集成: 实时通知和交互操作
• ⚡ 异步架构: 高性能并发处理
• 🛡️ 风险管理: 止损止盈、仓位管理
• 📈 数据获取: 实时和历史K线数据

📁 项目结构

trading-machine/
├── trading_bot/
│   ├── config/          # 配置管理
│   ├── exchanges/       # 交易所接口
│   ├── strategies/      # 交易策略
│   ├── backtesting/     # 回测引擎
│   ├── telegram_bot/    # Telegram机器人
│   ├── core/           # 核心交易引擎
│   └── utils/          # 工具函数
├── main.py             # 主程序入口
├── requirements.txt    # 依赖包
└── .env.example       # 环境变量模板

🚀 快速开始

1. 安装依赖

pip install -r requirements.txt

2. 配置环境变量

复制 .env.example 为 .env 并填入你的API密钥：

cp .env.example .env

编辑 .env 文件，填入交易所和Telegram的配置信息。

3. 运行实盘交易

python main.py live

4. 运行策略回测

# 回测移动平均策略
python main.py backtest --strategy ma_crossover --symbol BTC/USDT --days 30

# 回测RSI策略
python main.py backtest --strategy rsi --symbol ETH/USDT --days 60

📊 策略说明

移动平均交叉策略 (MA Crossover)

• 快速MA上穿慢速MA时买入
• 快速MA下穿慢速MA时卖出
• 结合RSI指标过滤信号

RSI策略

• RSI超卖反弹时买入
• RSI超买回落时卖出
• 支持背离信号识别

🔧 交易所配置

Binance

1. 登录Binance账户
2. 创建API密钥（建议使用测试网）
3. 配置权限：现货交易、期货交易、读取信息

OKX

1. 登录OKX账户
2. 创建API密钥
3. 设置交易权限和IP白名单

Bybit

1. 登录Bybit账户
2. 创建API密钥
3. 配置相应权限

📱 Telegram机器人设置

1. 创建机器人

1. 在Telegram中搜索 @BotFather
2. 发送 /newbot 创建新机器人
3. 获取Bot Token

2. 获取Chat ID

1. 将机器人添加到群组或私聊
2. 发送消息给机器人
3. 访问 https://api.telegram.org/bot<YOUR_BOT_TOKEN>/getUpdates 获取Chat ID

3. 可用命令

• /balance [exchange] - 查看余额
• /positions [exchange] - 查看持仓
• /orders [exchange] - 查看订单
• /buy <exchange> <symbol> <amount> [price] - 买入
• /sell <exchange> <symbol> <amount> [price] - 卖出
• /cancel <exchange> <order_id> <symbol> - 取消订单
• /price <exchange> <symbol> - 查看价格
• /leverage <exchange> <symbol> <leverage> - 设置杠杆

⚠️ 风险提示

1. 使用测试网: 强烈建议先在测试网环境下运行
2. 小额测试: 实盘前请用小额资金测试
3. 风险管理: 设置合理的止损和仓位大小
4. 监控运行: 定期检查机器人运行状态
5. 策略验证: 充分回测验证策略有效性

🛠️ 开发说明

添加新策略

1. 继承 BaseStrategy 类
2. 实现 analyze() 方法
3. 在 strategies/__init__.py 中注册

添加新交易所

1. 继承 BaseExchange 类
2. 实现所有抽象方法
3. 在 exchanges/__init__.py 中注册

自定义指标

在策略中使用 talib 库计算技术指标。

📈 回测结果示例

📊 BACKTEST RESULTS
==================================================
Strategy: ma_crossover
Symbol: BTC/USDT
Period: 2024-05-25 to 2024-06-25 (30 days)

Performance:
  Initial Balance: $10,000.00
  Final Balance: $10,456.78
  Total Return: $456.78 (4.57%)
  Max Drawdown: $234.56 (2.35%)
  Sharpe Ratio: 1.23

Trade Statistics:
  Total Trades: 15
  Winning Trades: 9
  Losing Trades: 6
  Win Rate: 60.0%
  Average Win: $123.45
  Average Loss: $67.89
  Profit Factor: 1.82

📄 许可证

本项目仅供学习和研究使用，使用者需自行承担交易风险。

🤝 贡献

欢迎提交Issue和Pull Request来改进项目。

📞 支持

如有问题，请创建Issue或联系开发者。