Build:

Note: This project started as a Thesis project at ČVUT FIT. Assignment of diploma thesis here (early stage was developed during CVUT Python Course).

CoinRat

Coinrat is modular auto-trading platform focused on crypto-currencies. This repository is contains platform itself and also default plugins for basic usage and inspiration. There is also UI-App to help with running simulations and to visualize results.

Security warning

:squirrel: DISCLAIMER: The software is provided "as is", without warranty of any kind. For more see: LICENSE

• ‼️ Be very cautious what you run against real Stock Market account. Test your strategy and configuration well before real trading.
• ‼️ Protect API KEYS make sure you NEVER expose .env file to anyone. If you run this on server, make sure it's well secured.
• ‼️ Never expose UI nor port for socket connection on the production server.
  • If you need running socket server in production, ALWAYS run UI-App locally and use ssh tunnel.
  • Make sure that socket server is NEVER accessible from the internet.

Installation

‼️ Important: This project is still in alpha! Use code directly from master branch.

Databeses, Rabbit, ...

• Install InfluxDB: here
  • Start: sudo service influxdb start
  • curl -XPOST "http://localhost:8086/query" --data-urlencode "q=CREATE DATABASE coinrat"
  • For development usage you can use root, but always create separate user with limited access per database in PRODUCTION:
    • Create user: curl -XPOST "http://localhost:8086/query" --data-urlencode "q=CREATE USER coinrat WITH PASSWORD '<password>'"
    • Grand this user with R+W access to the database: curl -XPOST "http://localhost:8086/query" --data-urlencode 'q=GRANT ALL ON "coinrat" TO "coinrat"'
• Install RabbitMQ 🐰 official instructions.
• Install MySQL database (MySQL, MariaDB, Percona, ...) and create coinrat database and user with write access for it. Add configuration into .env

Python

• Make sure you have pipenv
• Install dependencies: pipenv install (use --dev if you want to develop and also run tests). See Troubleshooting in case of errors.
• Provide configuration cp .env_example .env
• Run MySQL database migrations: pipenv run coinrat database_migrate.

Plugins

Platform has five plugin types that are registered in setup.py:

• coinrat_market_plugins - This plugin provides one or more stock-market connections (Bitfinex, Bittrex, ...) and platform uses those plugin to create order, check balances, ...
  • You can check available markets by: pipenv run coinrat markets
• coinrat_synchronizer_plugins - This plugin is responsible for pumping stock-market data (candles) into platform. Usually one module contains both market and synchronizer plugin (for stock-market modules). But for read only sources (eg. cryptocompare.com) can be provided solely in the module.
• coinrat_strategy_plugins - Most interesting plugins. Contains trading strategies. Strategy runs with one instance of candle and order storage, but can use multiple markets (for Market Arbitrage, etc...)
  • You can check available strategies by: pipenv run coinrat strategies
• coinrat_candle_storage_plugins, coinrat_order_storage_plugins, coinrat_portfolio_snapshot_storage_plugins - Storage plugins for the data. There is default implementation for InfluxDB.

IMPORTANT: If you want use Cryptocompare data pleas read their conditions fist. They provide their data under Creative Commons - Attribution Non-Commercial license. So its free for non-commercial purposes.

Configuration for markets and strategies

Each strategy (or market) can have special configuration. You can see it by running pipenv run coinrat market <market_name> / pipenv run coinrat strategy <strategy_name>.

You can create JSON file with specific properties and provide it via -c option to run_strategy command.

(Markets have configuration, but providing it into run_strategy command is not implemented yet. See #18 for more info and workaround.)

Feed data from stock markets

Fist, we need stock-market data. There are two synchronizers in default plugins:

• pipenv run coinrat synchronize bittrex bittrex USD BTC --candle_storage influx_db
• pipenv run coinrat synchronize cryptocompare bittrex USD BTC --candle_storage influx_db

This process must always be running to keep you with current stock-market data.

Usage for simulations and visualisation in UI-App

Once we have data you can see them in the UI-App.

• Start socket server: pipenv run coinrat start_server and keep it running (You can configure the port of the socket server in .env) .
• For strategy simulation started from UI-App, we need to have process that will handle them. Start one by: pipenv run coinrat start_task_consumer.
• Follow instructions here to install and run the UI-App.

Basic usage against real market

‼️ This will execute strategy against real market! One good option for testing (if market does not provide test account) is to create separate account on the stock-market with very limited resources on it.

Run one of default strategies with this command: pipenv run coinrat run_strategy double_crossover USD BTC bittrex --candle_storage influx_db --order_storage influx_db_orders-A --market_plugin coinrat_bittrex

Troubleshooting

1. OSError: mysql_config not found → Install: sudo apt-get install libmysqlclient-dev
2. Error: the command coinrat could not be found within PATH or Pipfile's [scripts]. → Specify python (3.5+) version. For example: pipenv --python 3.6 install
3. Failed building wheel for mysqlclient → sudo apt-get install python3.6-dev libmysqlclient-dev
4. ERROR: For market "bittrex" no candles in storage "influx_db". → No data for given market, storage and selected time period / your time interval is too small.
5. Every second candle is missing. → See #29.

Additional tips & tricks

• There is visualization tool for Influx DB called Chronograf, it can be useful for visualizing data too.