数字货币开源交易机器人汇总

发表于： 2016年12月22日 2016年12月22日
分类：未分类

近期花了三天时间了解了下网络上开源的加密货币交易机器人，现在备忘如下：

1、vnpy 量化交易平台

vn.py项目起源于国内私募的自主交易系统，2015年初启动时只是单纯的交易API接口的Python封装。随着业内关注度的上升和社区不断的贡献，目前已经一步步成长为一套全面的交易程序开发框架，用户群体也日渐多样化，包括私募基金、证券自营和资管、期货资管和子公司、高校研究机构、个人投资者等。

2、gocryptotrader

Cryptocurrency trading bot written in Golang

A cryptocurrency trading bot supporting multiple exchanges written in Golang.

Please note that this bot is under development and is not ready for production!

Exchange Support Table

Exchange	REST API	Streaming API	FIX API
Alphapoint	Yes	Yes	NA
ANXPRO	Yes	No	NA
Bitfinex	Yes	Yes	NA
Bitstamp	Yes	Yes	NA
BTCC	Yes	Yes	No
BTCE	Yes	NA	NA
BTCMarkets	Yes	NA	NA
GDAX(Coinbase)	Yes	Yes	No
Gemini	Yes	NA	NA
Huobi	Yes	Yes	No
ItBit	Yes	NA	NA
Kraken	Yes	NA	NA
LakeBTC	Yes	Yes	NA
LocalBitcoins	Yes	NA	NA
OKCoin (both)	Yes	Yes	No
Poloniex	Yes	Yes	NA

** NA means not applicable as the Exchange does not support the feature.

Current Features

Support for all Exchange fiat and digital currencies, with the ability to individually toggle them on/off.
REST API support for all exchanges.
Websocket support for applicable exchanges.
Ability to turn off/on certain exchanges.
Ability to adjust manual polling timer for exchanges.
SMS notification support via SMS Gateway.
Basic event trigger system.

Planned Features

WebGUI.
FIX support.
Expanding event trigger system.
TALib.
Trade history summary generation for tax purposes.

Please feel free to submit any pull requests or suggest any desired features to be added.

Compiling instructions

Download Go from https://golang.org/dl/
Using a terminal, type go get github.com/thrasher-/gocryptotrader
Change directory to the package directory, then type go install.
Copy config_example.json to config.json.
Make any neccessary changes to the config file.
Run the application!

Binaries

Binaries will be published once the codebase reaches a stable condition.

3、cointrader

Coin Trader

Coin Trader is a Java-based backend for trading cryptocurrencies, released under the Apache License. It features:

Connectivity to many exchanges
Control console (text)
Basic order routing
Simulated trading
Live order execution
Schema and persistence
CSV output of market data
Ad-hoc table reports
Modular infrastructure
Backtesting
Accounting
Library of quantitative indicators (TaLib)
Bitcoin derivatives (Futures & Swaps)
Implied price calculation across multiple markets
Base currency accounting
24 Hr OHLC bars

Coin Trader’s future goals include:

Reconciliation
Flexible data output
Web console & graphing

Video

Tim presents Coin Trader at the SF Bitcoin Dev meetup.

Setup

Coin Trader requires Java JDK 1.7, Maven, and a SQL database (MySQL default).
Setup Instructions

Support

See the Wiki for more information.
There’s no mailing list, so open a new issue for anything, help or just discussion. Tag it with “Question” and I’ll follow through with you.

Automated Trading

To implement signals and automated strategies, you connect Esper event queries to Java code like this:

@When( "select avg(priceAsDouble) from Trade.win:time(30 sec)" )
void checkMovingAverage( double avg )
{
  if( avg > trigger )
    context.publish( new MyIndicator(5.31) );
}

@When( "select * from MyIndicator where myIndicatorValue > 5.0" )
void enterTrade( MyIndicator s )
{
  orders.create( Listings.BTC_USD, 1.0 )
        .withLimit( 650.25 )
        .place();
}

You then attach this class to a Context to receive Esper event rows as method invocations.

24Hr OHLC Bars

Strategy needs to implement a .getInterval() method to return a double in seconds of the size of the bar.

Default simple statful stretegy is 86400 (24Hr) cointrader-esper.cfg.xml

<plugin-view factory-class="org.cryptocoinpartners.esper.OHLCBarPlugInViewFactory" name="ohlcbar" namespace="custom"/>

epl

Create an esper named window to add the OHLC bars into

create window OHLCShortWindow.win:length(10)
as
    select *
from
    Bar;

Add the OHLC bars to it

insert into OHLCShortWindow
select * 
 from  Trade.custom:ohlcbar(timestamp, priceCountAsDouble, market,TestStrategy.getInterval());

Select values from OHLC bar window

select * from OHLCShortWindow as ohlc

TALIB Set Up

cointrader-esper.cfg.xml

<plugin-aggregation-function name="talib" function-class="org.cryptocoinpartners.esper.GenericTALibFunction"/>

epl

select coalesce(talib("atr", max, min, last, 9),0) as atr from OHLCShortWindow;

Console Demo

The Coin Trader Console gives you a peek into the engine.

$ ./cointrader.sh console

Coin Trader Console 0.3.0-SNAPSHOT

ct> help
Type "help {command}" for more detailed information.
Available commands:
    • attach
    • buy
    • csv
    • currencies
    • data
    • exchanges
    • exit
    • help
    • jpa
    • listings
    • markets
    • sell
    • set
    • unset
    • unwatch
    • watch
    • watches

ct> data summary
+------------------+------------+-----------+
|      Market      | Num Trades | Num Books |
+------------------+------------+-----------+
|     BTCE:BTC.USD |       8149 |      2671 |
| BITFINEX:BTC.USD |       3509 |      2551 |
| BITSTAMP:BTC.USD |       1344 |       901 |
| BITFINEX:DRK.USD |       1000 |        21 |
| BITFINEX:DRK.BTC |       1000 |        21 |
| BITFINEX:LTC.USD |       1000 |        22 |
| BITFINEX:LTC.BTC |       1000 |        22 |
| BTCCHINA:BTC.CNY |        134 |        31 |
| BTCCHINA:LTC.CNY |        110 |        31 |
| BTCCHINA:LTC.BTC |        102 |        31 |
|     BTER:BTC.CNY |         47 |         7 |
|     BTER:LTC.BTC |         38 |        84 |
|    BTER:DOGE.CNY |         26 |         7 |
|     BTER:NXT.CNY |         26 |         6 |
|     BTER:DRK.CNY |         23 |         6 |
|    BTER:DOGE.BTC |         23 |         6 |
|     BTER:LTC.CNY |         21 |         7 |
|     BTER:XCP.CNY |         20 |         6 |
|     BTER:DRK.BTC |         19 |         6 |
|     BTER:XCP.BTC |         18 |        12 |
|     BTER:NXT.USD |          2 |         6 |
+------------------+------------+-----------+

ct> watch btc.usd
now watching BTC.USD

ct> 
book: BITFINEX:BTC.USD    587.4 (0.317861) - 588.82 (-1.54641998)
book: BTCE:BTC.USD    583.92 (0.01499999) - 585.99 (-0.01819054)
book: BITSTAMP:BTC.USD    588.79 (0.99999999) - 590.33 (-0.19199999)
book: BITFINEX:BTC.USD    587.4 (0.317861) - 588.81 (-13.94196839)
book: BTCE:BTC.USD    583.92 (0.01499999) - 585.99 (-0.01819054)
trade: BITSTAMP:BTC.USD    590.33 (0.03489999)
book: BTCE:BTC.USD    583.92 (0.01499999) - 585.99 (-0.01819054)
book: BITFINEX:BTC.USD    587.4 (0.317861) - 588.8 (-31.37994228)
book: BTCE:BTC.USD    583.92 (0.01499999) - 585.99 (-0.01180944)

ct> unwatch btc.usd
no longer watching BTC.USD

ct> buy 10.0 bitfinex:btc.usd
Sending order SpecificOrder{id=d5a2ff79-0eca-445d-a3b3-75d1e80265a7, parentOrder=null, market=BITFINEX:BTC.USD, volumeCount=1000000000}
Order has been placed. SpecificOrder{id=d5a2ff79-0eca-445d-a3b3-75d1e80265a7, parentOrder=null, market=BITFINEX:BTC.USD, volumeCount=1000000000}

ct> 
Filled order d5a2ff79-0eca-445d-a3b3-75d1e80265a7: Fill{order=d5a2ff79-0eca-445d-a3b3-75d1e80265a7, market=BITFINEX:BTC.USD, price=585.57, volume=2.11486695}
Order is partially filled SpecificOrder{id=d5a2ff79-0eca-445d-a3b3-75d1e80265a7, parentOrder=null, market=BITFINEX:BTC.USD, volumeCount=1000000000, averageFillPrice=585.57}
Filled order d5a2ff79-0eca-445d-a3b3-75d1e80265a7: Fill{order=d5a2ff79-0eca-445d-a3b3-75d1e80265a7, market=BITFINEX:BTC.USD, price=585.58, volume=7.88513305}
Order has been completely filled.  SpecificOrder{id=d5a2ff79-0eca-445d-a3b3-75d1e80265a7, parentOrder=null, market=BITFINEX:BTC.USD, volumeCount=1000000000, averageFillPrice=585.57788513305}

ct> buy 1 btc.usd
Creating order GeneralOrder{id=a4664af4-a21d-4b77-a999-bc8a78a8d951, parentOrder=null, listing=BTC.USD, volume=1}
Order has been placed. SpecificOrder{id=3ff02408-8269-4bf9-929f-8d2ca060f6fc, parentOrder=a4664af4-a21d-4b77-a999-bc8a78a8d951, market=BITSTAMP:BTC.USD, volumeCount=100000000}

ct>
Filled order 3ff02408-8269-4bf9-929f-8d2ca060f6fc: Fill{order=3ff02408-8269-4bf9-929f-8d2ca060f6fc, market=BITSTAMP:BTC.USD, price=584.99, volume=1}
Order has been completely filled.  SpecificOrder{id=3ff02408-8269-4bf9-929f-8d2ca060f6fc, parentOrder=a4664af4-a21d-4b77-a999-bc8a78a8d951, market=BITSTAMP:BTC.USD, volumeCount=100000000, averageFillPrice=584.99}
Order has been completely filled.  GeneralOrder{id=a4664af4-a21d-4b77-a999-bc8a78a8d951, parentOrder=null, listing=BTC.USD, volume=1}

ct> buy 1 OKCOIN_THISWEEK:BTC.USD.THISWEEK limit 218.3

ct> exit

$

cwyy

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