Implementation of buy cheap - sell expensive algorithm with some advanced features.
For now this code is not in working shape - needed to add some functions in order to migrate to ZTOM. So more as a kind of a reference code and algo implementation example...
Features:
- could work in opposite way sell expensive - buy cheaper (shorting)
- try to detect trends by moving average
- bids "ladder" inside order book
- reporting to influxDb
- offline mode (dry run): --offline cli option
Algo excel model: https://docs.google.com/spreadsheets/d/1xuw9KfADscfIW0llWDLKmLjUrPKTtct4eCuLZzDLIGQ/edit?usp=sharing
Usage:
- offline mode
python3 scalp.py --offline
Could conduct real trades!!!
Use it at your own risk!!!!