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Bitzkrieg

Objective

The project is a lightweight automatic trading system on cryptocurrency. It aims to access most actively trading exchange and manage the orders and trades.

Installation

  1. Build from source

Clone the project and go to the project directory. Run the following command.

pip install .

If you made any code change on the project and reinstall again, run the following command.

pip install --upgrade .
  1. PyPI

You can get the build package from PyPI directly.

pip install bitzkrieg

Note: Currently the beta version has not been put to PyPI.

Functionality

  1. Trading application

First, set up the configuration same as config.ini.

Run the command

bitz -config <your config file>
  1. Gateway dependent

For each gateway it supports the following functionalities without the order server.

  • Mass order cancel

        <gateway> -cancel -public <api public key> -private <api private key>
    
  • Mass order status

        <gateway> -orders -public <api public key> -private <api private key>
    
  • Balance

        <gateway> -balance -public <api public key> -private <api private key>
    

Gateway

Currently the below gateways are supported:

  • Gatecoin

Market Data Feed

Currently, it is supported to receive the market data feed from BitcoinExchangeFH.

Configuration

The configuration file contains the setup parameters of market data feed, database and gateways.

Section Item Description
MarketFeed Type=file For backtesting use. Market data sourced from files.
Files List of file names.
Type=bcfh Bitcoinexchange feed handler.
Host ZeroMQ host, e.g. "tcp://localhost:6001"
JournalDatabase Type=Internal Internal memory cache.
Path Output file path when the process exits cleanly.
RealtimeDatabase Type=Internal Internal memory cache.
Path Output file path when the process exits cleanly.
Type=Sqlite Sqlite database. Updated in real time.
Path Output file path when the process exits cleanly.
Instrument. Unique name for the instrument section. Prefix of "Instrument."
Exchange Exchange name.
Name Instrument name.
USDRate USD rate.
PriceMinSize Price minimum size, e.g. 0.01
QtyMinSize Quantity minimum size, e.g. 0.000001

Contact

If you have any inquires, please contact gavincyi at gmail dot com.

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Lightning bitcoin trading system

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  • Python 100.0%