A trading simulator for OKX exchange. Reads OKX websocket data and tries to make smart trades based on your Strategy configuration settings.
The trading simulation logic implemented is super rough and kinda dumb (im still experimenting with it tho).
The scheduler will try to follow the line going up, by querying all tokens and buying whatever one is doing good numbers.
I'm just sharing this because i think its a good template to start with a stream based: producer -> consumer -> app architecture. (not event driven, at least for now)
That being said, im not responsible if you lose money by using it to trade with money.
Each setting in config.toml is explained but feel free open an issue to ask questions if something is not clear.
- Redpanda
- Scylla
- Pushover (optional)
- Producer (Okx websocket messages -> Redpanda)
- Consumer (Redpanda messages -> Scylla)
- Scheduler (ScyllaDB Queries -> Token evaluation -> UI)
docker-compose up -dWait until the node is up and run the migrations.
alias nodetool="docker exec -it scylla nodetool"
nodetool status
### Should show 'UN' (up-normal)
Status=Up/Down
|/ State=Normal/Leaving/Joining/Moving
-- Address Load Tokens Owns Host ID Rack
UN 172.26.0.2 540 KB 256 ? c35c31db-0c92-4064-b2ba-2da43fa6e1a0 Rack1Run the migrations
alias cqlsh="docker exec -it scylla cqlsh"
cqlsh -f /tmp/migration.cqlScyllaDB: 127.0.0.1:9042
Redpanda: 127.0.0.1:9092
Redpanda console: http://localhost:8080/topicsThe producer will create the topics based on the config.toml settings To create them manually use:
alias rpk="docker exec redpanda rpk"
rpk topic create candle1m tickers trades --partitions 10 --replicas 1 -c cleanup.policy=compact
# Topic configuration is not available on the rskafka crate.
# To set 12hs retention use:
rpk topic alter-config candle1m tickers trades --set retention.ms=43200000 --brokers localhostcargo run --bin producer
cargo run --bin consumervim config.tomlStart
cargo run --bin schedulerThis is how the scheduler UI looks with ui.enable = true
If using the scheduler with websocket server enabled you can connect to it using a very rough expermiental wasm UI made with egui and ewebsock.
The console is just a listener, so can't send stuff back to the scheduler for now.
Run the app with:
cargo run --bin consoleOr build web and run with:
cd console && ./build_web.sh && ./start_server.shOr run compiled version in the repo with:
basic-http-server --addr 0.0.0.0:8082 .
The scheduler can send status updates every 30 minutes informing you about your current balance, bot uptime and account change % if. It will also send a notification when cash-outs and stop loss trigger.
Connect to Scylla using cqlsh
docker exec -it scylla cqlsh
Use HELP for help.
cqlsh> use okx;
cqlsh:okx> describe tables;
candle1m tickers trades
cqlsh:okx> SELECT * FROM trades WHERE instid='XCH-USDT' ORDER BY ts DESC LIMIT 10;
instid | ts | tradeid | px | side | sz
----------+---------------------------------+----------+-------+------+----------
XCH-USDT | 2022-10-01 21:34:00.425000+0000 | 19102621 | 33.4 | buy | 0.040482
XCH-USDT | 2022-10-01 21:33:59.339000+0000 | 19102620 | 33.41 | buy | 0.132378
XCH-USDT | 2022-10-01 21:33:49.342000+0000 | 19102619 | 33.41 | buy | 0.103742
XCH-USDT | 2022-10-01 21:33:48.423000+0000 | 19102618 | 33.41 | buy | 0.088245
XCH-USDT | 2022-10-01 21:33:40.424000+0000 | 19102617 | 33.4 | buy | 0.103606
XCH-USDT | 2022-10-01 21:33:36.340000+0000 | 19102616 | 33.42 | buy | 0.086683
XCH-USDT | 2022-10-01 21:33:31.423000+0000 | 19102615 | 33.41 | buy | 0.066893
XCH-USDT | 2022-10-01 21:33:26.423000+0000 | 19102614 | 33.41 | sell | 0.102778
XCH-USDT | 2022-10-01 21:33:23.340000+0000 | 19102613 | 33.41 | buy | 0.043765
XCH-USDT | 2022-10-01 21:33:15.339000+0000 | 19102612 | 33.42 | buy | 0.071039
(10 rows)Delete topics from redpanda
rpk topic delete candle1m trades tickersdocker-compose down
#remove scylla DB data folder
rm ./scylla/data