blankly 1.0.1b0

Rapidly build trading bots that run on any exchange

💨 Rapidly build and deploy quantitative models for stocks and crypto 🚀

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Blankly is an elegant python library for interacting with many crypto and stock exchanges for automated portfolios in a consistent way. Blankly offers a powerful feature-set, optimized for speed and ease of use.

We're bridging the gap between local development systems & live APIs by building a framework which allows backtesting, paper trading, sandbox testing, and live cross-exchange deployment without modifying a single line of trading logic.

Check out our website and our docs.

Getting Started

Installation

First install Blankly using pip. Blankly is hosted on PyPi.

$ pip install blankly

Make sure you're using a supported version of python. The module is currently tested on these versions:

• Python 3.7+

Directory Setup and API Keys

Next, add settings.json and keys.json to your root project directory. More information can be found on our docs

From there, insert your API keys from your exchange into your keys.json file.

The working directory format should look similar to this:

Project
   |-script.py
   |-keys.json
   |-settings.json

Additional Info

For more info, and ways to do more advanced things, check out our getting started docs.

Example Use

We have a pre-built cookbook examples that implement strategies such as RSI, MACD, and the Golden Cross found in our examples.

We have made Blankly extremely easy to integrate with any existing models and price events to make it super easy to switch.

import blankly
from blankly.strategy import Strategy, StrategyState
from model import my_awesome_model


def price_event(price: float, ticker: str, state: StrategyState):
    interface = state.interface

    # Add this most recent price to be stored for this particular price event
    history = state.variables['history']
    history.append(price)

    # easily integrate your model
    decision = my_awesome_model(history)

    # buy or sell based on that decision
    if decision:
        buy_order = int(.025 * interface.cash)
        if buy_order > 10:
            interface.market_order(ticker, 'buy', int(.025 * interface.cash))
            state.variables['has_buy_order'] = True
    elif state.variables['has_buy_order'] and not decision:
        amt = interface.account[ticker]['available']
        interface.market_order(ticker, 'sell', int(amt))
        state.variables['has_buy_order'] = False


# Easily run setup code
def strategy_init(currency_pair, state: StrategyState):
    state.variables['history'] = state.interface.history(symbol=currency_pair,
                                                         to='4w',
                                                         resolution='1h')['close'].tolist()


if __name__ == "__main__":
    # All authentication is done in this line
    exchange = blankly.CoinbasePro()

    # Now just wrap it into a strategy to gain a huge amount of functionality
    strategy = Strategy(exchange)

    # Run the code above with a new price once a day
    strategy.add_price_event(price_event,
                             symbol='BTC-USD',
                             resolution='1h',
                             # Pass an init function to run before any price events
                             init=strategy_init)

    # Run the code above with a new price once every thirty minutes
    strategy.add_price_event(price_event,
                             symbol='LINK-USD',
                             resolution='1h',
                             init=strategy_init)

    strategy.start()

Supported Exchanges

Exchange	REST Support	Ticker Websocket	Order Book	Interface
Coinbase Pro	🟢	🟢	🟢	🟢
Binance	🟢	🟢	🟢	🟢
Alpaca	🟢	🟡	🟡	🟢
OANDA	🔴	🔴	🔴	🔴

🟢 = working

🟡 = in development, some or most features are working

🔴 = planned but not yet in development

• Interface calls take ~300 µs extra to homogenize the exchange data.

Bugs

Please report any bugs or issues on the Github's Issues page.

Disclaimer

Trading is risky. We are not responsible for losses incurred using this software, software fitness for any particular purpose, or responsibility for any issues or bugs. This is free software.

Contributing

If you would like to support the project, pull requests are welcome. You can also contribute just by telling us what you think of Blankly: https://forms.gle/4oAjG9MKRTYKX2hP9

Licensing

Blankly is distributed under the LGPL License. See the LICENSE for more details.

New updates every day 💪.