Multi-asset, multi-strategy, event-driven trade execution and management platform (OEMS) for trading common markets.
Trade crypto, FX, CFD's, traditional markets etc with unified portfolio management at any API-accessible venue.
Allocation-based risk management (allocate x% market exposure to specific strategies).
Discrete strategy feature library - quickly assemble and test new strategies.
Account multicasting - trade as many accounts on as many platforms as desired.
Trade consent via Telegram - Accept, veto or tweak trade setups prior to triggering.
Blockchain signal auditing - publish trade signals to IPFS and Ethereum to empirically prove a models win rate over time.
Order-splitting same-asset trades across venues for large account sizes.
Event-driven backtesting.
Execution simulation (paper trading/forward testing).
Walk forward optimisation (walk forward analysis).
Back office: accounting and compliance reporting.
Browser frontend.
| Exchange | Status | Asset classes |
|---|---|---|
| BitMEX | Complete | Crypto derivatives |
| IC Markets | WIP | FX, equity, commodity & index CFD's |
| FTX | NA | Crypto spot, options & derivatives |
| Binance | NA | Crypto spot |
| IG Markets | NA | FX, equity, commodity & index CFD's |
| Interactive Brokers | NA | FX, equity, commodity & index CFD's |
| Deribit | NA | Crypto derivatives & options |
| Bitfinex | NA | Crypto spot |
| OKEx | NA | Crypto spot |
| Huobi Global | NA | Crypto spot |
| Bithumb | NA | Crypto spot |
| Kraken | NA | Crypto spot |
| Bitstamp | NA | Crypto spot |
| Coinbase | NA | Crypto spot |
| Upbit | NA | Crypto spot |
| Kucoin | NA | Crypto spot |
| Bittrex | NA | Crypto spot |
| Poloniex | NA | Crypto spot |
| Bitflyer | NA | Crypto spot |
1 minute resolution OHLCV bars for all watched instruments are stored with MongoDB.
Parses tick data where live tick data is available, but doesn't store ticks locally. Tick-based models can be used, but the system is designed for 1Min+ resolution strategies.
Strategy implementations are not included. A simple moving average cross model is included as a guide only.
Custom strategy implementations or any other enquiries: sam@sdbgroup.io.
TA-LIB - https://mrjbq7.github.io/ta-lib/.
Based on architecture described by Michael Halls-Moore at QuantStart.com (qsTrader), with inspiration from the writings of E. Chan and M. Lopez de Prado. Thanks all.
GNU GPLv3