Gryphon Trading Framework 0.12 Documentation
Gryphon is an open source software platform for building and running algorithmic trading strategies in cryptocurrency markets. It has traded billions in volume to date.
This documentation should tell you everything you need to know about Gryphon.
Gryphon is both a software library that can be integrated into other projects, and an application suite for running trading strategies and operating a trading business. How you use Gryphon depends on your goals.
This documentation is primarily for users wanting to use gryphon to run their own trading business, but the API documentation in particular will be relevant to all users.
Here is a simple, one-way arbitrage strategy built on gryphon.
from gryphon.execution.strategies.base import Strategy from gryphon.lib import arbitrage as arb class SuperSimpleArb(Strategy): def tick(self, open_orders): cross = arb.detect_directional_cross( self.harness.gemini_btc_usd.get_orderbook(), self.harness.coinbase_btc_usd.get_orderbook(), ) executable_volume = arb.get_executable_volume( cross, self.harness.coinbase_btc_usd.get_balance(), self.harness.gemini_btc_usd.get_balance(), ) if cross and executable_volume: self.harness.gemini_btc_usd.market_order(executable_volume, 'BID') self.harness.coinbase_btc_usd.market_order(executable_volume, 'ASK')
A near-cousin to this strategy ships built-in to the framework at :py:mod:`gryphon.execution.strategies.builtin.simple_arb` and can be run on an appropriate installation with the command:
gryphon-exec strategy simple_arb --builtin --execute
There are a few ways to get help with Gryphon:
- Join the gryphon slack to ask a question to the developers (use this link to get an invite if you don't already have one)
- Ask a question on stackoverflow with the tag 'gryphonframework'
- Report bugs on github
- Search these docs using the searchbar in the top left
.. toctree:: :caption: Starting Out installation usage
.. toctree:: :caption: In Depth writing_strategies exchange_integrations advanced_features ledger dashboards data_service business configuration
.. toctree:: :caption: Reference contributing style environment reading_list