smtm 1.1.0

A algorithm crypto trading system.

smtm

It's a game to get money.

An algorithm-based cryptocurrency automatic trading system made in Python. https://smtm.msalt.net

한국어 👈

It has a very simple routine and repeat periodically. Performance critical approach is NOT suitable. e.g. multiple tradings in seconds. If you want, find another solution.

1. Get data from Data Provider
2. Make a decision using Strategy
3. Execute a trading via Trader
   --- repeat ---
4. Create analyzing result by Analyzer

Features

• Simulation
• Mass-Simulation with Multi-process
• CLI mode Auto Trading
• Remote Control with Jupyter Notebook
• Telegram Message App Trading Control

Telegram Chat-bot Mode

User can launch the program with Telegram chat-bot mode which provide user interface via Telegram chat-bot.

Simulation Mode

User can execute simulation with Simulator or MassSimulator, which run simulations using past trading records.

How to install

Install all packages using requirements.txt

pip install -r requirements.txt

For development, all development depedencies included.

pip install -r requirements-dev.txt

How to run

There are 6 mode for each features.

• 0: simulator with interative mode
• 1: execute single simulation
• 2: controller for real trading
• 3: telegram chatbot controller
• 4: mass simulation with config file
• 5: make config file for mass simulation

Interactive mode simulator

run with only mode

python -m smtm --mode 0

Execute single simulation

run with mode and simulation setting parameters

python -m smtm --mode 1 --budget 50000 --from_dash_to 201220.170000-201221 --term 0.1 --strategy 0 --currency BTC

Run controller for trading

run with mode and initial setting parameters

python -m smtm --mode 2 --budget 50000 --term 60 --strategy 0 --currency ETH

for real trading API key and host url is included in .env file.

UPBIT_OPEN_API_ACCESS_KEY=Your API KEY
UPBIT_OPEN_API_SECRET_KEY=Your API KEY
UPBIT_OPEN_API_SERVER_URL=https://api.upbit.com

Run telegram chatbot controller for trading

run with only mode

python -m smtm --mode 3

chat-bot api token and chat room id is needed in .env.

TELEGRAM_BOT_TOKEN=bot123456789:YOUR bot Token
TELEGRAM_CHAT_ID=123456789

Execute mass simulation with config file

run with mode and config file info

python -m smtm --mode 4 --config /data/sma0_simulation.json

Make config file for mass simulation

run with mode and simulation setting parameters

python -m smtm --mode 5 --budget 50000 --title SMA_6H_week --strategy 1 --currency ETH --from_dash_to 210804.000000-210811.000000 --offset 360 --file generated_config.json

Architecture

Layered architecture

Layer	Module	Role
Controller Layer	Simulator, Controller, TelegramController	User Interface
Operator Layer	Operator, SimulationOperator	Operating Manager
Core Layer	Analyzer, Trader, Strategy, Data Provider	Core Feature

Component Diagram

Class Diagram

Sequence Diagram

How to test

Unit test

Test project with unittest.

# run unittest directly
python -m unittest discover ./tests *test.py -v

Integration test

Test with real trading market. Some integration tests are excuted via Jupyter notebook. It's good to run test flexible re-ordered.

You can find notebook files in notebook directory.

# run unittest directly
python -m unittest integration_tests

# or
python -m unittest integration_tests.simulation_ITG_test

Tip

clear jupyter notebook output before make commit

jupyter nbconvert --clear-output --inplace {file.ipynb}
#jupyter nbconvert --clear-output --inplace .\notebook\*.ipynb

If you run simulation or demo mode, you should set timezone to 'Asia/Seoul' because smtm use Upbit trading information for simulation and demo. For Linux, below command is available.

timedatectl set-timezone 'Asia/Seoul'

For keeping smtm program process after terminating ssh connection, using nohup is recommended as below. Standard, error ouput is redirected to specific files.

nohup python -m smtm --mode 3 --demo 1 > nohup.out 2> nohup.err < /dev/null &

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