xchange-trade-bot

bot

Overview

Universal Trade bot for cryptocurrency markets with REST and web socket streams support, based on knowm Xchange(https://github.com/knowm/XChange) and bitrich-info Xchange-Stream(https://github.com/bitrich-info/xchange-stream) libraries.

It is simple and already has everything to start implementing strategy logic and forget about other technical details.

Very light weight and minimum of dependecies. Possible to use a bunch of this bots in one application(Documentation on this case coming soon)

Parameters Configuration

rescources/application.yml - configuration parameters

API Connection parameters

Connection parameters are mandatory userName: , apiKey: , secretKey:

Strategy parameters

All strategy parameters dependce on strategy logic

Strategy Configuration

There are two places to look for:

1. Your implementation of Configurator interface. Source code contains complete eaxmple DefaultConfigurator.java
2. Your Implementation of Strategy interface. Source code contains base example AbstractStrategy.java and DefaultStrategy.java

Implementing Configurator interface

Look at DefaultConfigurator.java. In most cases you just need to do 2 things in configure() method:

1. Set another Strategy interface implementation in place of env.setStrategy(new DefaultStrategy(env));
2. Set used exchange Client in place of env.setExchangeClient(new ExchangeClient(env, BinanceStreamingExchange.class.getName(), new BinanceExchange()));. Notice that you will automatically receive market data streams after application starts. Not additional configuration needed except to set Market data stream(Look at Implementing Strategy interface section item 2).

Also change in pom.xml info.bitrich.xchange-stream dependency if other than Binance exchange client used.

public class DefaultConfigurator implements Configurator {

    Environment env;

    public Environment configure() throws Exception {
        env = new Environment();
        env.setPropertiesFactory(new YamlPropertiesFactory());
        env.setProperties(env.getPropertiesFactory().readProperties("default-strategy.yml"));
        env.setExchangeClient(new ExchangeClient(env, BinanceStreamingExchange.class.getName(), new BinanceExchange()));
        env.setStrategy(new DefaultStrategy(env));
        env.setRepository(new CacheRepository());
        return env;
    }

    public void initialize() throws Exception {
        env.getExchangeClient().initStreams(env.getStrategy().usedCurrencyPairs());
        env.getExchangeClient().writeData();
        env.getStrategy().setup();
        Runnable runnable = new StrategyRunnable(env);
        Thread strategyThread = new Thread(runnable, "Strategy thread");
        strategyThread.start();
    }
}

If you implement Configurator interface in other class, you also need to change one line in Application.java. Insert your Configurator interface realisation in this line AbstractConfigurator configurator = new DefaultConfigurator(); instead of default one.

Implementing Strategy interface

Look at methods in DefaultStrategy.java:

1. List<CurrencyPair> usedCurrencyPairs(); - contains initialisation logic for currancy pairs needed for your strategy. This pairs client will listen from exchange market data stream. You can find example in DefaultStrategy.java
2. MarketStreamType getMarketStreamTypeNeeded(); - Market stream type needed for your strategy. OrderBook or Ticker. You can find example in DefaultStrategy.java
3. void setup() throws Exception; - This is setup logic for strategy initialisation which shold be processed before strategy starts execution.
4. void start() throws Exception; - Write here your strategy logic.

Also Strategy contains Environment env object level variable. There you will find all service to realise strategy.

Environment

Environment.java this class is used for dependency injection of services in Strategy. Services:

1. ExchangeClient exchangeClient; - this is an instance of exchange client. There you'll find all services to make API calls. AccountService, TradeService and other.
2. Properties properties; - this is a class Properties.java where you should add all your strategy specific properties with same name like in application.yml and this properties will be automatically initialised.
3. Repository repository; - This is repository where MarketData stream writes market data automatically after Application starts.

Using multiple exchanges in one application

If you need to use multiple exchanges in one application, pehaps for arbitrage between exchanges, you steel may you this bot.

Initialize every exchange bot like in Application.java. You will get environment for different exchanges. Use those environments to work with each exchange.

 Configurator default = new DefaultConfigurator(); 
 Environment defaultEnv = default.configure(); 
 default.initialize();
 
 Configurator other = new OtherConfigurator();
 Environment otherEnv = other.configure();
 other.initialize();