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<div class="section" id="features">
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<h1>Features<a class="headerlink" href="#features" title="Permalink to this headline">¶</a></h1>
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<p>This page describes the features that Catalyst provides in the current version,
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and what is planned for future releases.</p>
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<div class="section" id="current-functionality">
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<h2>Current Functionality<a class="headerlink" href="#current-functionality" title="Permalink to this headline">¶</a></h2>
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<ul class="simple">
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<li>Backtesting and live-trading modes to run your trading algorithms, with a
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seamless transition between the two.</li>
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<li>Paper trading simulates order in live-trading mode.</li>
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<li>Support for 3 exchanges: Bitfinex, Bittrex and Poloniex in both modes
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(backtesting and live-trading). Historical data for backtesting is provided
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with daily resolution for all three exchanges, and minute resolution for
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Bitfinex and Poloniex. No minute-resolution data is currently available for
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Bittrex. Refer to
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<a class="reference external" href="https://www.enigma.co/catalyst/status">Catalyst Market Coverage</a> for
|
|
details.</li>
|
|
<li>Interface with over 90 exchanges available in live and paper trading modes.</li>
|
|
<li>Granular commission models which closely simulates each exchange fee
|
|
structure in backtesting and paper trading.</li>
|
|
<li>Standardized naming convention for all asset pairs trading on any exchange in
|
|
the form <code class="docutils literal"><span class="pre">{market_currency}_{base_currency}</span></code>. See
|
|
<a class="reference internal" href="#naming"><span>Naming Convention</span></a>.</li>
|
|
<li>Output of performance statistics based on Pandas DataFrames to integrate
|
|
nicely into the existing PyData ecosystem.</li>
|
|
<li>Support for accessing multiple exchanges per algorithm, which opens the door
|
|
to cross-exchange arbitrage opportunities.</li>
|
|
<li>Support for running multiple algorithms on the same exchange independently of
|
|
one another. Catalyst performance tracker stores just enough data to allow
|
|
algorithms to run independently while still sharing critical data through
|
|
exchanges.</li>
|
|
<li>Benchmark defaults to Bitcoin price (btc_usdt in Poloniex exchange) for the
|
|
purpose of comparing performance across trading algorithms. A custom benchmark
|
|
can be specified through <code class="docutils literal"><span class="pre">set_benchmark()</span></code> (but see
|
|
<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/86">issue #86</a>).</li>
|
|
<li>Support for MacOS, Linux and Windows installations.</li>
|
|
<li>Support for Python2 and Python3.</li>
|
|
</ul>
|
|
<p>For additional details on the functionality added on recent releases, see the
|
|
<a class="reference internal" href="releases.html"><em>Release Notes</em></a>.</p>
|
|
</div>
|
|
<div class="section" id="upcoming-features">
|
|
<h2>Upcoming features<a class="headerlink" href="#upcoming-features" title="Permalink to this headline">¶</a></h2>
|
|
<ul class="simple">
|
|
<li>Additional datasets beyond pricing data (Q1 2018)</li>
|
|
<li>API documentation (Q1 2018)</li>
|
|
<li>Support for decentralized exchanges (Q1 2018)</li>
|
|
<li>Support for data ingestion of community-contributed data sets (Q1 2018)</li>
|
|
<li>Pipeline support (Q1 2018)</li>
|
|
<li>Web UI (Q2 2018)</li>
|
|
</ul>
|
|
<blockquote>
|
|
<div></div></blockquote>
|
|
</div>
|
|
<div class="section" id="naming-convention">
|
|
<span id="naming"></span><h2>Naming Convention<a class="headerlink" href="#naming-convention" title="Permalink to this headline">¶</a></h2>
|
|
<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: ['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']
|
|
</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>
|
|
</div>
|
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</div>
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