cybotrade 0.1.9

This library contains Cybotrade's core runtime, integrations with Exchanges API, historical and live market data collector and wrap them into a simple, easy-to-use Python SDK.

Cybotrade

This is the Client SDK for building automated trading strategies on Cybotrade. This library provides the core runtime, integration with Exchanges API, historical and live market data collector and wrap them into a simple, easy-to-use Python SDK as a foundation users' strategies.

Documentation

The documentation for Cybotrade SDK can be found here.

Installation

pip install cybotrade

Usage

The following example shows how to create a simple strategy that buys 0.01 BTC when the price goes up and sells 0.01 BTC when the price goes down.

For a more advanced usage, please refer to the documentation.

from cybotrade.strategy import Strategy as BaseStrategy
from cybotrade.models import (
    OrderParams, 
    OrderSide,
    RuntimeMode,
    RuntimeConfig,
    Symbol,
    Exchange,
    Interval,
    OrderSize,
    OrderSizeUnit,
)
from datetime import datetime, timedelta, timezone

import asyncio

class Strategy(BaseStrategy):
    async def on_candle_closed(self, strategy, candle, candles):
        await super().on_candle_closed(strategy, candle, candles)

        # Get the currently closed candles
        candles = candles[candle.interval]

        if candles[-1].close > candles[-2].close:
            # Buy 0.01 BTC
            await strategy.entry(
                OrderParams(
                    id="Market Long",
                    side=OrderSide.Buy,
                    quantity=strategy.config.order_size.value,
                )
            )
        else:
            # Sell 0.01 BTC
            await strategy.entry(
                OrderParams(
                    id="Market Short",
                    side=OrderSide.Sell,
                    quantity=strategy.config.order_size.value,
                )
            )

async def main():
    runtime = await Runtime.connect(
        RuntimeConfig(
            mode=RuntimeMode.Backtest,
            symbol=Symbol(base="BTC", quote="USDT"),
            exchange=Exchange.BybitLinear,
            intervals=[Interval.OneMinute],
            comission=0.0006,
            leverage=100.0,
            order_size=OrderSize(unit=OrderSizeUnit.Base, value=0.01),
            start_time=datetime.now(timezone.utc) - timedelta(minutes=10000),
            end_time=datetime.now(timezone.utc),
            slippage=0.06,
            initial_capital=10000.0,
            candle_length=100,
        ),
        Strategy(),
    )

    await runtime.start()

asyncio.run(main())