mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-29 04:25:37 +08:00
Victor Grau Serrat
119 lines
3.8 KiB
ReStructuredText
119 lines
3.8 KiB
ReStructuredText
Live Trading
|
|
============
|
|
This document explains how to get started with live trading.
|
|
|
|
Supported Exchanges
|
|
^^^^^^^^^^^^^^^^^^^
|
|
Catalyst can trade against these exchanges:
|
|
|
|
- Bitfinex, id= ``bitfinex``
|
|
- Bittrex, id= ``bittrex``
|
|
- Poloniex, id= ``poloniex``
|
|
|
|
Authentication
|
|
^^^^^^^^^^^^^^
|
|
Most exchanges require token key/secret combination for authentication. By
|
|
convention, Catalyst uses an ``auth.json`` file to hold this data.
|
|
|
|
This example illustrates the convention using the *Bitfinex* exchange.
|
|
Here is how to generate key and secret values for the Bitfinex exchange:
|
|
https://docs.bitfinex.com/v1/docs/api-access. Most exchanges follow
|
|
a similar process.
|
|
|
|
The auth.json file:
|
|
|
|
.. code-block:: json
|
|
|
|
{
|
|
"name": "bitfinex",
|
|
"key": "my-key",
|
|
"secret": "my-secret"
|
|
}
|
|
|
|
|
|
The file goes here: ``~/.catalyst/data/exchanges/bitfinex/auth.json``
|
|
|
|
Note that the `bitfinex` part in the directory above corresponds to the id of the Bitfinex
|
|
exchange as defined in the "Supported Exchanges" section above.
|
|
Attempting to run an algorithm where the targeted exchange is missing
|
|
its ``auth.json`` file will create the directory structure and create an empty
|
|
auth.json file, but will result in an error.
|
|
|
|
Currency Symbols
|
|
^^^^^^^^^^^^^^^^
|
|
Catalyst introduces a universal convention to reference
|
|
trading pairs and individual currencies. This
|
|
is required to ensure that the ``symbol()`` api predictably
|
|
returns the correct asset regardless of the targeted exchange.
|
|
|
|
Exchanges tend to use their own convention to represent currencies
|
|
(e.g. XBT and BTC both represent Bitcoin on different exchanges).
|
|
Trading pairs are also inconsistent. For example, Bitfinex
|
|
puts the market currency before the base currency without a
|
|
separator, Bittrex puts the base currency first and uses a dash
|
|
seperator.
|
|
|
|
Here is the Catalyst convention:
|
|
|
|
*[Market Currency]_[Base Currency]* all lowercase.
|
|
|
|
Currency symbols (e.g. btc, eth, ltc) follow the Bittrex convention.
|
|
|
|
Here are some examples:
|
|
|
|
.. code-block:: json
|
|
|
|
# With Bitfinex
|
|
bitcoin_usd_asset = symbol('btc_usd')
|
|
ethereum_bitcoin_asset = symbol('eth_btc')
|
|
|
|
# With Bittrex
|
|
ethereum_bitcoin_asset = symbol('eth_btc')
|
|
neo_ethereum_asset = symbol('neo_eth)
|
|
|
|
Note that the trading pairs are always referenced in the same manner.
|
|
However, not all trading pairs are available on all exchanges. An
|
|
error will occur if the specified trading pair is not trading
|
|
on the exchange. To check which currency pairs are available on each
|
|
of the supported exchanges, see `Catalyst Market Coverage <https://www.enigma.co/catalyst/status`_.
|
|
|
|
Trading an Algorithm
|
|
^^^^^^^^^^^^^^^^^^^^
|
|
There is no special convention to follow when writing an
|
|
algorithm for live trading. The same algorithm should work in
|
|
backtest and live execution mode without modification.
|
|
|
|
What differs are the arguments provided to the catalyst client or
|
|
`run_algorithm()` interface. Here is the same example in both interfaces:
|
|
|
|
.. code-block:: bash
|
|
|
|
catalyst live -f my_algo_code -x bitfinex -c btc -n my_algo_name
|
|
|
|
.. code-block:: python
|
|
|
|
run_algorithm(
|
|
initialize=initialize,
|
|
handle_data=handle_data,
|
|
analyze=analyze,
|
|
exchange_name='bitfinex',
|
|
live=True,
|
|
algo_namespace='my_algo_name',
|
|
base_currency='btc'
|
|
)
|
|
|
|
|
|
Here is the breakdown of the new arguments:
|
|
|
|
- ``live``: Boolean flag which enables live trading.
|
|
- ``exchange_name``: The name of the targeted exchange
|
|
(supported values: *bitfinex*, *bittrex*).
|
|
- ``algo_namespace``: A arbitrary label assigned to your algorithm for
|
|
data storage purposes.
|
|
- ``base_currency``: The base currency used to calculate the
|
|
statistics of your algorithm. Currently, the base currency of all
|
|
trading pairs of your algorithm must match this value.
|
|
|
|
Here is a complete algorithm for reference:
|
|
`Buy Low and Sell High <https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/buy_low_sell_high_live.py>`_
|