smtm 1.3.0

A algorithm crypto trading system.

smtm

It's a game to get money.

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

한국어 👈

The basic idea is to repeat a simple process of data collection -> algorithmic analysis -> transaction at set intervals, and it's been proven to basically handle one process per minute.

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

❗ It is not suitable for high-performance trading machines that need to process many trades in a short timeframe of seconds, and should be given due consideration if processing time is a critical performance requirement.

Features

• Parameterizable Simulations
• Mass-Simulation with Multi-process
• CLI Mode Automated Trading Program
• Remote Control with Jupyter Notebook
• Automated trading programs controlled by Telegram

Telegram Chat-bot Mode

The Telegram Chatbot mode allows you to control your automated trading program using the Telegram messenger.

For Telegram Chatbot mode, you need to create a chatbot, enter the API token and chat room information, and run it.

Simulation Mode

The simulation mode also allows you to run simulations based on historical trade data to see the results. You can run simple simulations or mass simulations.

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: interactive mode 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 the interactive mode simulator with the command below.

python -m smtm --mode 0

Execute single simulation

Running a single simulation with the command below with the simulation parameters will return the results.

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

Run controller for trading

Use the command below to run the default demo trading program with initial values. The demo runs in interactive mode, allowing you to start, stop, and view results based on your inputs.

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

Execute the command below to run the Telegram Chatbot mode live trading program. The Telegram Chatbot mode live trading program uses the Telegram Chatbot API token and chat room information to start, stop, and view results via Telegram Chatbot messages.

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 a mass simulation configuration file. The configuration file is in JSON format and can be generated directly through a text editor or via a command.

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

Software 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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