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DOC: naming convention

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Victor Grau Serrat
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_sources/index.txt
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install
beginner-tutorial
naming-convention
.. bundles
.. development-guidelines
.. appendix
_sources/naming-convention.txt
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Naming Convention
=================
Catalyst introduces a standardized naming convention for all asset pairs
trading on any exchange in the following form:
**{market_currency}_{base_currency}**
Where {market_currency} is the asset to be traded using {base_currency} as
the reference, both written in lowercase and separated with an underscore.
This standardization is needed to overcome the lack of consistency in the
naming of assets across different exchanges, and making it easier to the user
to refer to the asset pairs that you want to trade.
Catalyst maintains a `Market Coverage Overview <https://www.enigma.co/catalyst/status>`_
where you can check the mapping between Catalyst naming pairs and that of each
exchange. Catalyst will always expect in all its functions that you will refer to
the asset pairs by using the Catalyst naming convention.
If at any point, you input the wrong name for an asset pair, you will get an error
of that pair not found in the given exchange, and a list of pairs available on that exchange:
.. code-block:: bash
$ catalyst ingest-exchange -x poloniex -i btc_usd
.. parsed-literal::
Ingesting exchange bundle poloniex...
Error traceback: /Volumes/Data/Users/victoris/Desktop/Enigma/user-install/catalyst-dev/catalyst/exchange/exchange.py (line 175)
SymbolNotFoundOnExchange: Symbol btc_usd not found on exchange Poloniex.
Choose from: ['rep_usdt', 'gno_btc', 'xvc_btc', 'pink_btc', 'sys_btc',
'emc2_btc', 'rads_btc', 'note_btc', 'maid_btc', 'bch_btc', 'gnt_btc',
'bcn_btc', 'rep_btc', 'bcy_btc', 'cvc_btc', 'nxt_xmr', 'zec_usdt',
'fct_btc', 'gas_btc', 'pot_btc', 'eth_usdt', 'btc_usdt', 'lbc_btc',
'dcr_btc', 'etc_usdt', 'omg_eth', 'amp_btc', 'xpm_btc', 'nxt_btc',
'vtc_btc', 'steem_eth', 'blk_xmr', 'pasc_btc', 'zec_xmr', 'grc_btc',
'nxc_btc', 'btcd_btc', 'ltc_btc', 'dash_btc', 'naut_btc', 'zec_eth',
'zec_btc', 'burst_btc', 'zrx_eth', 'bela_btc', 'steem_btc', 'etc_btc',
'eth_btc', 'huc_btc', 'strat_btc', 'lsk_btc', 'exp_btc', 'clam_btc',
'rep_eth', 'dash_xmr', 'cvc_eth', 'bch_usdt', 'zrx_btc', 'dash_usdt',
'blk_btc', 'xrp_btc', 'nxt_usdt', 'neos_btc', 'omg_btc', 'bts_btc',
'doge_btc', 'gnt_eth', 'sbd_btc', 'gno_eth', 'xcp_btc', 'ltc_usdt',
'btm_btc', 'xmr_usdt', 'lsk_eth', 'omni_btc', 'nav_btc', 'fldc_btc',
'ppc_btc', 'xbc_btc', 'dgb_btc', 'sc_btc', 'btcd_xmr', 'vrc_btc',
'ric_btc', 'str_btc', 'maid_xmr', 'xmr_btc', 'sjcx_btc', 'via_btc',
'xem_btc', 'nmc_btc', 'etc_eth', 'ltc_xmr', 'ardr_btc', 'gas_eth',
'flo_btc', 'xrp_usdt', 'game_btc', 'bch_eth', 'bcn_xmr', 'str_usdt']
In the example above, exchange Poloniex does not use USD, but uses instead the
USDT cryptocurrency asset that is issued on the Bitcoin blockchain via the Omni
Layer Protocol. Each USDT unit is backed by a U.S Dollar held in the reserves of
Tether Limited. USDT can be transferred, stored, and spent, just like bitcoins
or any other cryptocurrency. Given its 1:1 mapping to the USD, is a viable alternative.
.. code-block:: bash
$ catalyst ingest-exchange -x poloniex -i btc_usdt
.. parsed-literal::
Ingesting exchange bundle poloniex...
[====================================] Fetching poloniex daily candles: : 100%
_sources/welcome.txt
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@@ -10,14 +10,15 @@ Features
- Ease of use: Catalyst tries to get out of your way so that you can
focus on algorithm development. See
`examples <https://github.com/enigmampc/catalyst/tree/master/catalyst/examples>`_
`examples of trading strategies <https://github.com/enigmampc/catalyst/tree/master/catalyst/examples>`_
provided.
- Support for several of the top crypto-exchanges by trading volume:
`Bitfinex <https://www.bitfinex.com>`_, `Bittrex <http://www.bittrex.com>`_,
and `Poloniex <https://www.poloniex.com>`_.
- Secure: You and only you have access to each exchange API keys for your accounts.
- Input of historical pricing data of all crypto-assets by exchange,
with daily and minute resolution.
with daily and minute resolution. See
`Catalyst Market Coverage Overview <https://www.enigma.co/catalyst/status>`_.
- Backtesting and live-trading functionality, with a seamless transition
between the two modes.
- Output of performance statistics are based on Pandas DataFrames to
appendix.html
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@@ -104,6 +104,7 @@
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#conclusions">Conclusions</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="naming-convention.html">Naming Convention</a></li>
</ul>
beginner-tutorial.html
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<link rel="top" title="Catalyst 0.3 documentation" href="index.html"/>
<link rel="next" title="Naming Convention" href="naming-convention.html"/>
<link rel="prev" title="Install" href="install.html"/>
@@ -105,6 +106,7 @@
<li class="toctree-l2"><a class="reference internal" href="#conclusions">Conclusions</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="naming-convention.html">Naming Convention</a></li>
</ul>
@@ -442,6 +444,8 @@ problems on our <a class="reference external" href="https://github.com/enigmampc
<div class="rst-footer-buttons" role="navigation" aria-label="footer navigation">
<a href="naming-convention.html" class="btn btn-neutral float-right" title="Naming Convention" accesskey="n">Next <span class="fa fa-arrow-circle-right"></span></a>
<a href="install.html" class="btn btn-neutral" title="Install" accesskey="p"><span class="fa fa-arrow-circle-left"></span> Previous</a>
bundles.html
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@@ -89,6 +89,22 @@
<li class="toctree-l2"><a class="reference internal" href="install.html#getting-help">Getting Help</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="beginner-tutorial.html">Catalyst Beginner Tutorial</a><ul>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#basics">Basics</a></li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#my-first-algorithm">My first algorithm</a></li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#running-the-algorithm">Running the algorithm</a><ul>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#ingesting-data">Ingesting data</a></li>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#command-line-interface">Command line interface</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#access-to-previous-prices-using-history">Access to previous prices using <code class="docutils literal"><span class="pre">history</span></code></a><ul>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#working-example-dual-moving-average-cross-over">Working example: Dual Moving Average Cross-Over</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#conclusions">Conclusions</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="naming-convention.html">Naming Convention</a></li>
</ul>
development-guidelines.html
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@@ -89,6 +89,22 @@
<li class="toctree-l2"><a class="reference internal" href="install.html#getting-help">Getting Help</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="beginner-tutorial.html">Catalyst Beginner Tutorial</a><ul>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#basics">Basics</a></li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#my-first-algorithm">My first algorithm</a></li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#running-the-algorithm">Running the algorithm</a><ul>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#ingesting-data">Ingesting data</a></li>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#command-line-interface">Command line interface</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#access-to-previous-prices-using-history">Access to previous prices using <code class="docutils literal"><span class="pre">history</span></code></a><ul>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#working-example-dual-moving-average-cross-over">Working example: Dual Moving Average Cross-Over</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#conclusions">Conclusions</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="naming-convention.html">Naming Convention</a></li>
</ul>
genindex.html
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@@ -105,6 +105,7 @@
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#conclusions">Conclusions</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="naming-convention.html">Naming Convention</a></li>
</ul>
index.html
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@@ -105,6 +105,7 @@
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#conclusions">Conclusions</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="naming-convention.html">Naming Convention</a></li>
</ul>
@@ -155,14 +156,15 @@ data-driven investment strategies.</p>
<ul class="simple">
<li>Ease of use: Catalyst tries to get out of your way so that you can
focus on algorithm development. See
<a class="reference external" href="https://github.com/enigmampc/catalyst/tree/master/catalyst/examples">examples</a>
<a class="reference external" href="https://github.com/enigmampc/catalyst/tree/master/catalyst/examples">examples of trading strategies</a>
provided.</li>
<li>Support for several of the top crypto-exchanges by trading volume:
<a class="reference external" href="https://www.bitfinex.com">Bitfinex</a>, <a class="reference external" href="http://www.bittrex.com">Bittrex</a>,
and <a class="reference external" href="https://www.poloniex.com">Poloniex</a>.</li>
<li>Secure: You and only you have access to each exchange API keys for your accounts.</li>
<li>Input of historical pricing data of all crypto-assets by exchange,
with daily and minute resolution.</li>
with daily and minute resolution. See
<a class="reference external" href="https://www.enigma.co/catalyst/status">Catalyst Market Coverage Overview</a>.</li>
<li>Backtesting and live-trading functionality, with a seamless transition
between the two modes.</li>
<li>Output of performance statistics are based on Pandas DataFrames to
@@ -181,6 +183,7 @@ visualization of state-of-the-art trading systems.</li>
<ul>
<li class="toctree-l1"><a class="reference internal" href="install.html">Install</a></li>
<li class="toctree-l1"><a class="reference internal" href="beginner-tutorial.html">Catalyst Beginner Tutorial</a></li>
<li class="toctree-l1"><a class="reference internal" href="naming-convention.html">Naming Convention</a></li>
</ul>
</div>
</div>
install.html
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@@ -31,6 +31,7 @@
<link rel="top" title="Catalyst 0.3 documentation" href="index.html"/>
<link rel="next" title="Catalyst Beginner Tutorial" href="beginner-tutorial.html"/>
<link rel="prev" title="Features" href="index.html"/>
@@ -90,6 +91,22 @@
<li class="toctree-l2"><a class="reference internal" href="#getting-help">Getting Help</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="beginner-tutorial.html">Catalyst Beginner Tutorial</a><ul>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#basics">Basics</a></li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#my-first-algorithm">My first algorithm</a></li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#running-the-algorithm">Running the algorithm</a><ul>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#ingesting-data">Ingesting data</a></li>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#command-line-interface">Command line interface</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#access-to-previous-prices-using-history">Access to previous prices using <code class="docutils literal"><span class="pre">history</span></code></a><ul>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#working-example-dual-moving-average-cross-over">Working example: Dual Moving Average Cross-Over</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#conclusions">Conclusions</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="naming-convention.html">Naming Convention</a></li>
</ul>
@@ -403,6 +420,8 @@ that someone else experienced that same issue before, and you get a hint on how
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<a href="beginner-tutorial.html" class="btn btn-neutral float-right" title="Catalyst Beginner Tutorial" accesskey="n">Next <span class="fa fa-arrow-circle-right"></span></a>
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naming-convention.html
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<div class="section" id="naming-convention">
<h1>Naming Convention<a class="headerlink" href="#naming-convention" title="Permalink to this headline"></a></h1>
<p>Catalyst introduces a standardized naming convention for all asset pairs
trading on any exchange in the following form:</p>
<blockquote>
<div><strong>{market_currency}_{base_currency}</strong></div></blockquote>
<p>Where {market_currency} is the asset to be traded using {base_currency} as
the reference, both written in lowercase and separated with an underscore.</p>
<p>This standardization is needed to overcome the lack of consistency in the
naming of assets across different exchanges, and making it easier to the user
to refer to the asset pairs that you want to trade.</p>
<p>Catalyst maintains a <a class="reference external" href="https://www.enigma.co/catalyst/status">Market Coverage Overview</a>
where you can check the mapping between Catalyst naming pairs and that of each
exchange. Catalyst will always expect in all its functions that you will refer to
the asset pairs by using the Catalyst naming convention.</p>
<p>If at any point, you input the wrong name for an asset pair, you will get an error
of that pair not found in the given exchange, and a list of pairs available on that exchange:</p>
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>catalyst ingest-exchange -x poloniex -i btc_usd
</pre></div>
</div>
<div class="highlight-python"><div class="highlight"><pre>Ingesting exchange bundle poloniex...
Error traceback: /Volumes/Data/Users/victoris/Desktop/Enigma/user-install/catalyst-dev/catalyst/exchange/exchange.py (line 175)
SymbolNotFoundOnExchange: Symbol btc_usd not found on exchange Poloniex.
Choose from: [&#39;rep_usdt&#39;, &#39;gno_btc&#39;, &#39;xvc_btc&#39;, &#39;pink_btc&#39;, &#39;sys_btc&#39;,
&#39;emc2_btc&#39;, &#39;rads_btc&#39;, &#39;note_btc&#39;, &#39;maid_btc&#39;, &#39;bch_btc&#39;, &#39;gnt_btc&#39;,
&#39;bcn_btc&#39;, &#39;rep_btc&#39;, &#39;bcy_btc&#39;, &#39;cvc_btc&#39;, &#39;nxt_xmr&#39;, &#39;zec_usdt&#39;,
&#39;fct_btc&#39;, &#39;gas_btc&#39;, &#39;pot_btc&#39;, &#39;eth_usdt&#39;, &#39;btc_usdt&#39;, &#39;lbc_btc&#39;,
&#39;dcr_btc&#39;, &#39;etc_usdt&#39;, &#39;omg_eth&#39;, &#39;amp_btc&#39;, &#39;xpm_btc&#39;, &#39;nxt_btc&#39;,
&#39;vtc_btc&#39;, &#39;steem_eth&#39;, &#39;blk_xmr&#39;, &#39;pasc_btc&#39;, &#39;zec_xmr&#39;, &#39;grc_btc&#39;,
&#39;nxc_btc&#39;, &#39;btcd_btc&#39;, &#39;ltc_btc&#39;, &#39;dash_btc&#39;, &#39;naut_btc&#39;, &#39;zec_eth&#39;,
&#39;zec_btc&#39;, &#39;burst_btc&#39;, &#39;zrx_eth&#39;, &#39;bela_btc&#39;, &#39;steem_btc&#39;, &#39;etc_btc&#39;,
&#39;eth_btc&#39;, &#39;huc_btc&#39;, &#39;strat_btc&#39;, &#39;lsk_btc&#39;, &#39;exp_btc&#39;, &#39;clam_btc&#39;,
&#39;rep_eth&#39;, &#39;dash_xmr&#39;, &#39;cvc_eth&#39;, &#39;bch_usdt&#39;, &#39;zrx_btc&#39;, &#39;dash_usdt&#39;,
&#39;blk_btc&#39;, &#39;xrp_btc&#39;, &#39;nxt_usdt&#39;, &#39;neos_btc&#39;, &#39;omg_btc&#39;, &#39;bts_btc&#39;,
&#39;doge_btc&#39;, &#39;gnt_eth&#39;, &#39;sbd_btc&#39;, &#39;gno_eth&#39;, &#39;xcp_btc&#39;, &#39;ltc_usdt&#39;,
&#39;btm_btc&#39;, &#39;xmr_usdt&#39;, &#39;lsk_eth&#39;, &#39;omni_btc&#39;, &#39;nav_btc&#39;, &#39;fldc_btc&#39;,
&#39;ppc_btc&#39;, &#39;xbc_btc&#39;, &#39;dgb_btc&#39;, &#39;sc_btc&#39;, &#39;btcd_xmr&#39;, &#39;vrc_btc&#39;,
&#39;ric_btc&#39;, &#39;str_btc&#39;, &#39;maid_xmr&#39;, &#39;xmr_btc&#39;, &#39;sjcx_btc&#39;, &#39;via_btc&#39;,
&#39;xem_btc&#39;, &#39;nmc_btc&#39;, &#39;etc_eth&#39;, &#39;ltc_xmr&#39;, &#39;ardr_btc&#39;, &#39;gas_eth&#39;,
&#39;flo_btc&#39;, &#39;xrp_usdt&#39;, &#39;game_btc&#39;, &#39;bch_eth&#39;, &#39;bcn_xmr&#39;, &#39;str_usdt&#39;]
</pre></div>
</div>
<p>In the example above, exchange Poloniex does not use USD, but uses instead the
USDT cryptocurrency asset that is issued on the Bitcoin blockchain via the Omni
Layer Protocol. Each USDT unit is backed by a U.S Dollar held in the reserves of
Tether Limited. USDT can be transferred, stored, and spent, just like bitcoins
or any other cryptocurrency. Given its 1:1 mapping to the USD, is a viable alternative.</p>
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>catalyst ingest-exchange -x poloniex -i btc_usdt
</pre></div>
</div>
<div class="highlight-python"><div class="highlight"><pre>Ingesting exchange bundle poloniex...
[====================================] Fetching poloniex daily candles: : 100%
</pre></div>
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@@ -155,14 +155,15 @@ data-driven investment strategies.</p>
<ul class="simple">
<li>Ease of use: Catalyst tries to get out of your way so that you can
focus on algorithm development. See
<a class="reference external" href="https://github.com/enigmampc/catalyst/tree/master/catalyst/examples">examples</a>
<a class="reference external" href="https://github.com/enigmampc/catalyst/tree/master/catalyst/examples">examples of trading strategies</a>
provided.</li>
<li>Support for several of the top crypto-exchanges by trading volume:
<a class="reference external" href="https://www.bitfinex.com">Bitfinex</a>, <a class="reference external" href="http://www.bittrex.com">Bittrex</a>,
and <a class="reference external" href="https://www.poloniex.com">Poloniex</a>.</li>
<li>Secure: You and only you have access to each exchange API keys for your accounts.</li>
<li>Input of historical pricing data of all crypto-assets by exchange,
with daily and minute resolution.</li>
with daily and minute resolution. See
<a class="reference external" href="https://www.enigma.co/catalyst/status">Catalyst Market Coverage Overview</a>.</li>
<li>Backtesting and live-trading functionality, with a seamless transition
between the two modes.</li>
<li>Output of performance statistics are based on Pandas DataFrames to