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Crypto currency trading system for CoreCLR.
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README.md

M3F Trading System

Crypto currency trading system for CoreCLR

This set of libraries provides the basic elements of a crypto currency trading system. It currently features connectivity to the GDAX exchange, but it should be fairly straight-forward to add more exchange backends. There is also a simple Akka.net actor wrapper that should aid in writing trading bots.

Project Layout

  • M3F.TradingSystem contains the core classes and interfaces for consuming prices and operating on orders. ITicker allows for top-of-book price subscriptions, while IOrderManager allows for placing orders as well as receiving order update notifications.

  • M3F.TradingSystem.Actors contains a set of classes that work with the Akka.net actor ecosystem. Making simple trading strategies is easier with the actor model.

  • M3F.TradingSystem.Gdax implements connectivity to the GDAX exchange and provides several helper classes for extracting data out of GDAX.

  • mpm (aka Money Printing Machine 😉) is an example application which uses GDAX backend in conjunction with the actor system to implement a simple buy low, sell high bot.

Getting started

  1. Download .NET Core for your platform (I've been using Ubuntu 16.04).

  2. Clone this git repository and go to its src directory.

  3. Modify the configuration files and adjust paths as necessary.

  4. Execute dotnet restore

  5. Execute dotnet run --project mpm/mpm.csproj mpm/example_mpm_config.json to run the example bot.

Contributing

Any contributions are welcome! Simply open a pull request. Feel free to work on any of the open issues, or report a new issue if you feel its needed.

License

See LICENSE file for the full text of BSD-style license.

Keywords

gdax, coreclr, csharp, c#, .net, bitcoin, crypto, ethereum, ether, litecoin, BTC, LTC, ETH

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