Skip to main content
Join the official Python Developers Survey 2018 and win valuable prizes: Start the survey!

Algorithmic trading library for cryptocurrencies

Project description

# AlgoCoin Algorithmic Trading Bitcoin.

# UPDATE: MASTER is working for market orders ONLY on gemini. Everything else is still in beta until limit order support is done

[![Version](https://img.shields.io/badge/version-0.0.2-lightgrey.svg)](https://img.shields.io/badge/version-0.0.2-lightgrey.svg) [![Build Status](https://travis-ci.org/timkpaine/algo-coin.svg?branch=master)](https://travis-ci.org/timkpaine/algo-coin) [![Coverage](https://codecov.io/gh/timkpaine/algo-coin/coverage.svg?branch=master&token=JGqz8ChQxd)](https://codecov.io/gh/timkpaine/algo-coin) [![Gitter](https://img.shields.io/gitter/room/nwjs/nw.js.svg)](https://gitter.im/algo-coin/Lobby) [![Waffle.io](https://badge.waffle.io/timkpaine/algo-coin.png?label=ready&title=Ready)](https://waffle.io/timkpaine/algo-coin?utm_source=badge) [![BCH compliance](https://bettercodehub.com/edge/badge/timkpaine/algo-coin?branch=master)](https://bettercodehub.com/) [![Beerpay](https://beerpay.io/timkpaine/algo-coin/badge.svg?style=flat)](https://beerpay.io/timkpaine/algo-coin) [![License](https://img.shields.io/github/license/timkpaine/algo-coin.svg)]() [![PyPI](https://img.shields.io/pypi/v/algocoin.svg)]() [![Site](https://img.shields.io/badge/Site–grey.svg?colorB=FFFFFF)](http://paine.nyc/algo-coin)

## Overview Lightweight, extensible program for algorithmically trading cryptocurrencies across multiple exchanges.

### System Architecture AlgoCoin is an event based trading system written in python. It comes with support for live trading across (and between) multiple exchanges, fully integrated backtesting support, slippage and transaction cost modeling, and robust reporting and risk mitigation through manual and programatic algorithm controls.

### Algorithm Like Zipline, the inspriation for this system, AlgoCoin exposes a single algorithm class which is utilized for both live trading and backtesting. The algorithm class is simple enough to write and test algorithms quickly, but extensible enough to allow for complex slippage and transaction cost modeling, as well as mid- and post- trade analysis.

### Markets Eventual coverage:

  • Bitstamp
  • Bitfinex
  • CEX
  • GDAX
  • Gemini
  • HitBTC
  • ItBit
  • Kraken
  • LakeBTC
  • Poloniex

#### Market Data (Websocket) [![GDAX](https://img.shields.io/badge/GDAX-OK-brightgreen.svg)](https://img.shields.io/badge/GDAX-OK-brightgreen.svg) [![GEMINI](https://img.shields.io/badge/Gemini-OK-brightgreen.svg)](https://img.shields.io/badge/Gemini-OK-brightgreen.svg) [![ITBIT](https://img.shields.io/badge/ItBit-ERR-brightred.svg)](https://img.shields.io/badge/ItBit-ERR-brightred.svg) [![KRAKEN](https://img.shields.io/badge/Kraken-ERR-brightred.svg)](https://img.shields.io/badge/Kraken-ERR-brightred.svg) [![POLONIEX](https://img.shields.io/badge/Poloniex-ERR-brightred.svg)](https://img.shields.io/badge/Poloniex-ERR-brightred.svg)

#### Order Entry (REST) [![GDAX](https://img.shields.io/badge/GDAX-OK-brightgreen.svg)](https://img.shields.io/badge/GDAX-OK-brightgreen.svg) [![GEMINI](https://img.shields.io/badge/Gemini-OK-brightgreen.svg)](https://img.shields.io/badge/Gemini-OK-brightgreen.svg) [![ITBIT](https://img.shields.io/badge/ItBit-ERR-brightred.svg)](https://img.shields.io/badge/ItBit-ERR-brightred.svg) [![KRAKEN](https://img.shields.io/badge/Kraken-ERR-brightred.svg)](https://img.shields.io/badge/Kraken-ERR-brightred.svg) [![POLONIEX](https://img.shields.io/badge/Poloniex-ERR-brightred.svg)](https://img.shields.io/badge/Poloniex-ERR-brightred.svg)

## Getting Started

### Installation Install the library from source:

`python python setup.py install `

### API Keys You should creat API keys for exchanges you wish to trade on. For this example, we will assume a GDAX sandbox account with trading enabled. I usually put my keys in a set of shell scripts that are gitignored, so I don’t post anything by accident. My scripts look something like:

`bash export GDAX_API_KEY=... export GDAX_API_SECRET=... export GDAX_API_PASS=... `

Prior to running, I then source the keys I need.

Let’s make sure everything worked out by running a sample strategy on the GDAX sandbox exchange:

`bash python3 -m algocoin --sandbox `

### Writing an algorithm

### Backtesting

#### Getting Data

### Sandboxes

### Live Trading

## Contributing

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Filename, size & hash SHA256 hash help File type Python version Upload date
algocoin-0.0.2.tar.gz (37.5 kB) Copy SHA256 hash SHA256 Source None Nov 5, 2017

Supported by

Elastic Elastic Search Pingdom Pingdom Monitoring Google Google BigQuery Sentry Sentry Error logging AWS AWS Cloud computing DataDog DataDog Monitoring Fastly Fastly CDN SignalFx SignalFx Supporter DigiCert DigiCert EV certificate StatusPage StatusPage Status page