tradingkit 1.4.0

Trading and backtesting framework for Python

TradingKit

This file shows the basic usage for TradingKit, for more docs, please see the Wiki

Requirements

• python 3.7+
• pip

Installation

the recommended way to install TradingKit si via PyPi.

Install from PyPi

pip3 install tradingkit

Install from Source

git clone https://github.com/logictraders/tradingkit
cd tradingkit
# Optional, uncomment the line below if you want a specific version
# git checkout v1.2.5
python3 setup.py install

Creating strategies

In order to create new strategies you need 4 steps

Create separate project

Create new python3.7+ project, no need to do anymore in this step.

Creating strategy class

create a class extending from tradingkit.strategy.strategy.Strategy

# File my_project/my_strategy.py
import logging
import ccxt.Exchange

from tradingkit.pubsub.event.trade import Trade
from tradingkit.pubsub.event.book import Book
from tradingkit.pubsub.event.order import Order
from tradingkit.pubsub.core.event import Event
from tradingkit.strategy.strategy import Strategy


class MyStrategy(Strategy):

    def __init__(self, exchange: Exchange, config):
        super().__init__(exchange, config)
        # do whatever initializations you need

    def on_event(self, event: Event):
        if isinstance(event, Trade):
            logging.info("Order event happened!")
            # do whatever you need with the exchange
            self.exchange.create_order(...)
        if isinstance(event, Book):
            logging.info("Book event happened!")
            # do whatever you need with the exchange
            self.exchange.create_order(...)
        if isinstance(event, Order):
            logging.info("Order event happened!")
            # do whatever you need with the exchange
            self.exchange.create_order(...)

Create main config file

create system/config.json file

{
    "strategy": {
        "class": "my_strategy.MyStrategy",
        "arguments": ["@bridge", "@config"]
    },
    "config": {
        "symbol": "%env(SYMBOL)%"
    }
}

create .env file to add some env vars

# File .env
SYMBOL=BTC/EUR

Configure dev environment

create system/config.dev.json file

{
    "exchange": "@testex",
    "feeder": "@backtest_feeder"
}

Configure live environment

create system/config.live.json file

{
    "exchange": "@kraken",
    "feeder": "@kraken_feeder"
}

create .env.live.local file to add your bitmex credentials credentials

# File .env.live.local
KRAKEN_KEY=xxxxxxxxxxxxxxxxxxx
KRAKEN_SECRET=yyyyyyyyyyyyyyyyyyyy

Run dev (backtest)

tk run -e dev -y 2020 -m 1 --plot

Run live

tk run -e live --plot