DOC: naming convention

This commit is contained in:
Victor Grau Serrat
2017-10-20 10:55:35 -06:00
parent 5fd4ca33d3
commit fadd4abe5a
4 changed files with 71 additions and 3 deletions
+1 -1
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@@ -498,7 +498,7 @@ def ingest_exchange(exchange_name, data_frequency, start, end,
exchange = get_exchange(exchange_name)
exchange_bundle = ExchangeBundle(exchange)
click.echo('ingesting exchange bundle {}'.format(exchange_name))
click.echo('Ingesting exchange bundle {}...'.format(exchange_name))
exchange_bundle.ingest(
data_frequency=data_frequency,
include_symbols=include_symbols,
+1
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@@ -9,6 +9,7 @@ Table of Contents
install
beginner-tutorial
naming-convention
.. bundles
.. development-guidelines
.. appendix
+66
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@@ -0,0 +1,66 @@
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%
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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