Skip to content

Latest commit

 

History

History
88 lines (75 loc) · 3.22 KB

README.md

File metadata and controls

88 lines (75 loc) · 3.22 KB
Raw

SpreadShare

Run trading algorithms (Finite State Machines) on historical candle data and Binance.

This application is no longer maintained. We have developed visualisation, data fetching (Binance) and deployment (Ansible) software that integrates with this application. If you would like to acquire these applications, open an issue.

Usage

The runner has two modes: Live and Backtest. In Live mode, API-credentials will be used to trade live on Binance. It is recommended to run live instances on a separate server and not locally. Backtests require historical candle data provided by a postgres database. Algorithms are mode-agnostic.

Algorithms

Algorithms are a collection of States that return other states. States have several important properties and methods as shown in the two tables below.

Properties
AlgorithmConfiguration Provides user settings for this algorithm. The configuration provides parameter tuning
FirstPair The first pair of the configurated trading pairs. Useful when only using one trading pair
Methods
Run Runs immediately after being switched to
OnMarketCondition Is called every candle update
OnOrderUpdate Is called on every order update reported by Binance
OnTimerElapsed Is called when a set timer has elapsed
SetTimer Sets an timer
WaitForNextCandle Wait until the candle has elapsed

Setup

Migrations only have to be ran once to update the database schema. appsettings.yaml contains all required settings. If you are using docker .env is required as well.

Requirements
  • Dotnet 2.2 or Docker
  • A PostgreSQL database
  • Some knowledge about trading, candles, orders, crypto and Binance
Linux setup (dotnet)
  1. Install Dotnet Core
  2. Install PostgreSQL
  3. Copy and adjust appsettings file 
     cp SpreadShare/appsettings.json.example SpreadShare/appsettings.yaml
 nano SpreadShare/appsettings.yaml
  4. Build project 
    dotnet build SpreadShare.dll
  5. Run migrations 
    cd SpreadShare/bin/Debug/netcoreapp2.2/
dotnet SpreadShare.dll --migrate
  6. Import Candle data to database (https://github.com/spreadshare/datagathering)
  7. Start runner 
    dotnet SpreadShare.dll                       <-- Backtesting mode
dotnet SpreadShare.dll --trading             <-- Trading mode
  8. Run an algorithm 
    run --algorithm TemplateAlgorithm -i
Linux setup (docker)

Use steps above, but instead of using dotnet:

  1. Install Docker 
    sudo apt-get install -y docker-ce && docker-compose
  2. Add correct volumes and networks 
    docker volume create --name postgres-data
docker network create --name spreadshare_network
  3. Copy and adjust .env 
    cp .env.example .env
nano .env
  4. Copy and adjust appsettings file
  5. Run migrations (adjust dockerfile to match correct entrypoint)
  6. Import Candle data to database (https://github.com/spreadshare/datagathering)
  7. Run docker-compose 
    docker-compose up --build