Skip to content
No description, website, or topics provided.
Python
Branch: master
Clone or download
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
.gitignore fix .gitignore Mar 12, 2018
README.md fix description in readme, add link to PyWaves repos, refactor Simple… Mar 12, 2018
SimpleBot.py fix spread mean calc Jul 23, 2019
__init__.py first commit Mar 12, 2018
config.cfg add price_step to config Jul 22, 2019

README.md

SimpleBot

SimpleBot is a Python bot implementing a scalping trading strategy. It can work with any assets pair on the Waves DEX.

SimpleBot exploits small changes in currency prices: it buys at the mean price minus some step and sells at the mean price plus some step, in order to gain the bid/ask difference. It normally involves establishing and liquidating a position quickly, in this case within 15 seconds.

The SimpleBot with initial parameters trade on Waves-BTC pair (Waves is an amount asset and BTC is a price_asset). The spread mean price is (best_bid + best_ask) / 2. The price step is 0.5% from mean price. The SimpleBot place the buy order at price meanprice * (1 - price_step) and the amount (BTC_balance / bid_price) - order_fee. The sell order is placed at meanprice * (1 + price_step) and the amount equal to Waves_balance - order_fee.

Installation

SimpleBot requires Python 3.x and the following Python packages:

You can install them with

pip install pywaves
pip install configparser 

Getting Started

You can start SimpleBot with this command:

python SimpleBot.py config.cfg

Configuration

Configuration file config.cfg have next set of parameters: node is the address of the fullnode

matcher is the matcher address

chain mainnet or testnet

order_fee is the fee to place buy and sell orders

order_lifetime is the maximum life time (in seconds) for an open order

private_key is the private key of the trading account

amount_asset and price_asset are the IDs of the traded assets pair

price_step is the step of scalping relative to the mean price (proportion)

You can’t perform that action at this time.