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mooquant bitfinex module

Project description

# [Mercado Bitcoin](https://www.mercadobitcoin.com.br/) [MooQuant](http://gbeced.github.io/pyalgotrade/) Module

Esta é uma versão inicial para monitoramento e sugestões de compra/venda de bitcoins no Mercado Bitcoin. Execução de ordens ainda não implementadas. Até o momento somente está implementado cotações em tempo real (extends `barfeed.BaseBarFeed`). As cotações são consultadas através da API do Mercado Bitcon de trades e bookorders. No futuro esperamos implementar o broker de compra e venda de bitcoins.

Maiores informações: https://www.mercadobitcoin.com.br/api/

Gostou do trabalho? Deixa ai uma gorjeta ;) 1EXC8qnt8mwnskJ9EXBLg97Pp9cSEyqg7b

Exemplo de informações retornadas no console executando o arquivo sample.py: ` 2015-08-10 07:56:02,672 strategy [INFO] Order book updated. Best bid: 265.83. Best ask: 265.89 2015-08-10 07:56:10,800 strategy [INFO] Order book updated. Best bid: 265.83. Best ask: 265.93 2015-08-10 07:56:24,272 strategy [INFO] Order book updated. Best bid: 265.83. Best ask: 265.94 2015-08-10 07:56:29,269 strategy [INFO] Price: 265.91. Volume: 0.94. 2015-08-10 07:56:33,044 strategy [INFO] Order book updated. Best bid: 265.83. Best ask: 265.92 2015-08-10 07:56:43,051 strategy [INFO] Order book updated. Best bid: 265.65. Best ask: 265.8 2015-08-10 07:56:48,124 strategy [INFO] Price: 265.83. Volume: 2.91549425. 2015-08-10 07:56:48,125 strategy [INFO] Price: 265.83. Volume: 0.419. 2015-08-10 07:56:48,125 strategy [INFO] Price: 265.83. Volume: 0.38. 2015-08-10 07:56:48,125 strategy [INFO] Exit signal. Sell at 265.65 2015-08-10 07:56:48,126 strategy [INFO] Position closed at 265.83 2015-08-10 07:56:48,126 strategy [INFO] Price: 265.83. Volume: 0.634. 2015-08-10 07:56:48,126 strategy [INFO] Price: 265.83. Volume: 0.397. 2015-08-10 07:56:48,127 strategy [INFO] Price: 265.83. Volume: 0.38. 2015-08-10 07:56:48,127 strategy [INFO] Price: 265.83. Volume: 0.424. 2015-08-10 07:56:48,127 strategy [INFO] Price: 265.83. Volume: 7.6751. 2015-08-10 07:56:48,127 strategy [INFO] Price: 265.82. Volume: 0.377. 2015-08-10 07:56:48,127 strategy [INFO] Price: 265.82. Volume: 0.376. 2015-08-10 07:56:48,128 strategy [INFO] Price: 265.78. Volume: 0.07. 2015-08-10 07:56:51,492 strategy [INFO] Order book updated. Best bid: 265.66. Best ask: 265.78 2015-08-10 07:56:59,802 strategy [INFO] Order book updated. Best bid: 265.66. Best ask: 265.79 2015-08-10 07:57:16,524 strategy [INFO] Order book updated. Best bid: 265.68. Best ask: 265.79 2015-08-10 07:57:21,770 strategy [INFO] Price: 265.79. Volume: 0.79. 2015-08-10 07:57:24,932 strategy [INFO] Order book updated. Best bid: 265.71. Best ask: 265.79 2015-08-10 07:57:33,249 strategy [INFO] Order book updated. Best bid: 265.76. Best ask: 265.79 2015-08-10 07:57:41,749 strategy [INFO] Order book updated. Best bid: 265.78. Best ask: 265.79 2015-08-10 07:58:30,414 strategy [INFO] Price: 265.79. Volume: 0.010227. 2015-08-10 07:58:30,415 strategy [INFO] Price: 265.79. Volume: 0.375861. `

OBS: Estes scripts foram feitos baseados nos scripts criados para conversação com o Bitfinex https://github.com/mikkogozalo/pyalgotrade-bitfinex

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