trading-strategy 0.24

Algorithmic trading data for cryptocurrencies and DEXes like Uniswap, Aave and PancakeSwap

Trading Strategy framework for Python

Trading Strategy framework is a Python framework for algorithmic trading on decentralised exchanges.

• Download decentralised finance market data sets
• Develop and backtest trading strategies in Jupyter Notebook
• Live trade execution for onchain trading
• Smart contract vault support for turning your trading strategy to a third-party investable vault

The trading-strategy library provides data fetching for backtesting and live trading.

It is using backtesting data and real-time price feeds from Trading Strategy Protocol.

Use cases

• Analyse cryptocurrency investment opportunities on decentralised exchanges (DEXes)

• Creating trading algorithms and trading bots that trade on DEXes

• Deploy trading strategies as on-chain smart contracts where users can invest and withdraw with their wallets

Features

• Supports multiple blockchains like Ethereum mainnet, Binance Smart Chain and Polygon

• Access trading data from on-chain decentralised exchanges like SushiSwap, QuickSwap and PancakeSwap

• Integration with Jupyter Notebook for easy manipulation of data. See example notebooks.

• Write algorithmic trading strategies for decentralised exchange

Getting started

See the Getting Started repository and the rest of the Trading Strategy documentation.

Prerequisites

• Python 3.10

• Understanding Python package management and installation (unless using Dev Container from teh above)

Installing the package

You can install this package with

Poetry as a dependency:

poetry add trading-strategy -E direct-feed

Poetry, local development:

poetry install -E direct-feed

Pip:

pip install "trading-strategy[direct-feed]" 

Note: trading-strategy package provides trading data download and management functionality only. If you want to developed automated trading strategies you need to install trade-executor package as well.

Documentation

• Documentation.

• Getting started.

Community

• Trading Strategy website

• Blog

• Twitter

• Discord

• Telegram channel

• Changelog and version history

Read more documentation how to develop this package.

License

GNU AGPL 3.0.