vnpy-evo 0.3.1

Core module for using VeighNa project in crypto markets.

By Traders, For Traders.

VeighNa Evo (vnpy_evo) is the core module for using VeighNa (vnpy) quant trading platform on the crypto market.

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Features

1. Full-featured quantitative trading platform (vnpy_evo.trader)

2. Gateways which connect to exchanges for receiving market data and sending trading orders:

   • Crypto Market

     • Binance (binance): Spot/Perpetual/Futures/Option

     • OKX (okx): Spot/Perpetual/Futures/Option

     • Bybit (bybit): Spot/Perpetual/Futures/Option

     • BTSE (btse): Spot/Perpetual/Futures

   • Forex Market

     • MT5 (mt5): Forex/Gold/Commodity/Crypto

3. Applications for various quantitative strategies:

   • Nova Strategy (nova_strategy): The quant strategy app module which is designed specifically for crypto markets, supports trend following, pair trading, multi-factor and many other types of quant strategies.

4. Event processing engine (vnpy_evo.event), which is the core of event-driven trading program

5. Database adaptors which support most commonly used databases:

   • DuckDB (duckdb): The high-performance in-process analytical database which is designed to be fast, reliable, portable, and easy to use.

6. Standarad RPC solution (vnpy_evo.rpc) for implementing complex trading systems with distributed deployments

7. High-performance charting widget (vnpy_evo.chart), which supports stream market data update

Install

MacOS

Please ensure you have installed XCode and Homebrew before running the following command:

/bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/veighna-global/vnpy_evo/HEAD/install_macos.sh)"

Ubuntu

sudo /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/veighna-global/vnpy_evo/HEAD/install_linux.sh)"

Example

You can start running VeighNa Evo with only a few lines of code.

from vnpy_evo.event import EventEngine
from vnpy_evo.trader.engine import MainEngine
from vnpy_evo.trader.ui import MainWindow, create_qapp

from vnpy_binance import BinanceLinearGateway
from vnpy_novastrategy import NovaStrategyApp

def main():
    qapp = create_qapp()

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)

    main_engine.add_gateway(BinanceUsdtGateway)
    main_engine.add_app(CtaStrategyApp)
    main_engine.add_app(NovaStrategyApp)

    main_window = MainWindow(main_engine, event_engine)
    main_window.showMaximized()

    qapp.exec()

if __name__ == "__main__":
    main()

Open a terminal within the directory and run the following command to start VeighNa Trader.

python run.py

Licence

MIT