rsquant

A quanting trade system of the cryptocurrency based on Rust.

Contents

• Contents
• Introduction
• Build in Host
  • Requirements
  • Commands
• Build in Docker
  • Requirements
  • Commands
• Configuration
  • Examples
  • Description
• Run
• License

Introduction

Due to the direct use of Binance Public API Connector Rust, only Binance is currently supported.

The following picture is the structure diagram of the project divided by modules.

The following is execution flow:

Build in Host

Requirements

• System: Ubuntu 22.04
• Language: Rust 1.75
• Dependencies: pkg-config, libssl-dev, libpq, postgresql

Commands

cargo build --release --target x86_64-unknown-linux-musl

Build in Docker

Requirements

• Images: clux/muslrust:nightly

Commands

docker run -v $PWD:/volume --rm -t clux/muslrust:nightly bash -c 'cargo build --release --target x86_64-unknown-linux-musl'

Configuration

Before using it, you need to configure it correctly in the config file.

Examples

{
  "basic": {
    "symbol": "BTCUSDT",
    "interval": "Minutes30", // kline interval
    "total_currency": 100, // USDT
    "duration": 300 // seconds, polling interval of kline data
  },
  "api_credentials": {
    "type": "binance",
    "signature_type": "HMAC",
    "api_key": "<API-KEY>",
    "api_secret": "<API-SECRET>"
  },
  "email": {
    "from_email": "XXXX <XXX@gmail.com>",
    "to_emails": ["YYYY <YYY@gmail.com>"],
    "from_passwd": "<SMTP_GMAIL_PASSWD>",
    "smtp_addr": "smtp.gmail.com"
  },
  "network": {
    "proxy": {
      "https_proxy": "xxxx"
    }
  },
  "log": {
    "log_path": "log/"
  },
  "database": {
    "type": "postgresql",
    "pg_addr": "postgres://postgres:postgres@localhost:5432/rsquant"
  },
  "market": {
    "data": {
      "type": "kline"
    }
  },
  "strategy": {
    "signal": {
      "type": "macd"
    }
  }
}

Description

1. basic: Provide basic trade informations.
2. api_credentials: It is your credentials manually generated in Binance account, and currently only supports HMAC.
3. email: You can set the sender's email account(from_email), password(from_passwd), server address(smtp_addr) and subscriber's email list(to_emails).
4. network.proxy (Optional): You can set the address of the network proxy.
5. log: You need to set the path of log file (The path must be exists).
6. database.postgresql: You need to set the address of postgresql database.

Run

docker-compose up -d

QUANT_LOG_LEVEL=debug ./target/x86_64-unknown-linux-musl/release/rsquant --config ./rsquant.json

License

MIT