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<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#build">Build</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-5-6">Version 0.5.6</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id1">Build</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id6">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-5-1">Version 0.5.1</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id9">Build</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-7">Version 0.4.7</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id10">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id11">Build</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-6">Version 0.4.6</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id12">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id13">Build</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-5">Version 0.4.5</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id14">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-4">Version 0.4.4</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id16">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-2">Version 0.4.2</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id17">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id18">Build</a></li>
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</ul>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-0">Version 0.4.0</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id19">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id20">Build</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#version-0-3-10">Version 0.3.10</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id21">Bug Fixes</a></li>
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</ul>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id22">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id23">Build</a></li>
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</ul>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-8">Version 0.3.8</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id24">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-7">Version 0.3.7</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id25">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id26">Build</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-6">Version 0.3.6</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id27">Bug Fixes</a></li>
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</ul>
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</li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-5">Version 0.3.5</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id28">Bug Fixes</a></li>
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</ul>
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</li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-4">Version 0.3.4</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id29">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id30">Build</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id31">Documentation</a></li>
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</ul>
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</li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-3">Version 0.3.3</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id33">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id34">Build</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-2">Version 0.3.2</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id35">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id36">Build</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-1">Version 0.3.1</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id37">Bug Fixes</a></li>
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</ul>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3">Version 0.3</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev3">Version 0.2.dev3</a></li>
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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
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details.</li>
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<li>Interface with over 90 exchanges available in live and paper trading modes.</li>
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<li>Granular commission models which closely simulates each exchange fee
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structure in backtesting and paper trading.</li>
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<li>Standardized naming convention for all asset pairs trading on any exchange in
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the form <code class="docutils literal"><span class="pre">{market_currency}_{base_currency}</span></code>. See
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<a class="reference internal" href="#naming"><span class="std std-ref">Naming Convention</span></a>.</li>
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<li>Output of performance statistics based on Pandas DataFrames to integrate
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nicely into the existing PyData ecosystem.</li>
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<li>Support for accessing multiple exchanges per algorithm, which opens the door
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to cross-exchange arbitrage opportunities.</li>
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<li>Support for running multiple algorithms on the same exchange independently of
|
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one another. Catalyst performance tracker stores just enough data to allow
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algorithms to run independently while still sharing critical data through
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exchanges.</li>
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<li>Benchmark defaults to Bitcoin price (btc_usdt in Poloniex exchange) for the
|
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purpose of comparing performance across trading algorithms. A custom benchmark
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can be specified through <code class="docutils literal"><span class="pre">set_benchmark()</span></code> (but see
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<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/86">issue #86</a>).</li>
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<li>Support for MacOS, Linux and Windows installations.</li>
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<li>Support for Python2 and Python3.</li>
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</ul>
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<p>For additional details on the functionality added on recent releases, see the
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<a class="reference internal" href="releases.html"><span class="doc">Release Notes</span></a>.</p>
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</div>
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<div class="section" id="upcoming-features">
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<h2>Upcoming features<a class="headerlink" href="#upcoming-features" title="Permalink to this headline">¶</a></h2>
|
|
<ul class="simple">
|
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<li>Additional datasets beyond pricing data (Q1 2018)</li>
|
|
<li>API documentation (Q1 2018)</li>
|
|
<li>Support for decentralized exchanges (Q1 2018)</li>
|
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<li>Support for data ingestion of community-contributed data sets (Q1 2018)</li>
|
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<li>Pipeline support (Q1 2018)</li>
|
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<li>Web UI (Q2 2018)</li>
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</ul>
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<blockquote>
|
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<div></div></blockquote>
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</div>
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<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>
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<div class="highlight-python"><div class="highlight"><pre><span class="n">Ingesting</span> <span class="n">exchange</span> <span class="n">bundle</span> <span class="n">poloniex</span><span class="o">...</span>
|
|
<span class="n">Error</span> <span class="n">traceback</span><span class="p">:</span> <span class="o">/</span><span class="n">Volumes</span><span class="o">/</span><span class="n">Data</span><span class="o">/</span><span class="n">Users</span><span class="o">/</span><span class="n">victoris</span><span class="o">/</span><span class="n">Desktop</span><span class="o">/</span><span class="n">Enigma</span><span class="o">/</span><span class="n">user</span><span class="o">-</span><span class="n">install</span><span class="o">/</span><span class="n">catalyst</span><span class="o">-</span><span class="n">dev</span><span class="o">/</span><span class="n">catalyst</span><span class="o">/</span><span class="n">exchange</span><span class="o">/</span><span class="n">exchange</span><span class="o">.</span><span class="n">py</span> <span class="p">(</span><span class="n">line</span> <span class="mi">175</span><span class="p">)</span>
|
|
<span class="n">SymbolNotFoundOnExchange</span><span class="p">:</span> <span class="n">Symbol</span> <span class="n">btc_usd</span> <span class="ow">not</span> <span class="n">found</span> <span class="n">on</span> <span class="n">exchange</span> <span class="n">Poloniex</span><span class="o">.</span>
|
|
<span class="n">Choose</span> <span class="n">from</span><span class="p">:</span> <span class="p">[</span><span class="s">'rep_usdt'</span><span class="p">,</span> <span class="s">'gno_btc'</span><span class="p">,</span> <span class="s">'xvc_btc'</span><span class="p">,</span> <span class="s">'pink_btc'</span><span class="p">,</span> <span class="s">'sys_btc'</span><span class="p">,</span>
|
|
<span class="s">'emc2_btc'</span><span class="p">,</span> <span class="s">'rads_btc'</span><span class="p">,</span> <span class="s">'note_btc'</span><span class="p">,</span> <span class="s">'maid_btc'</span><span class="p">,</span> <span class="s">'bch_btc'</span><span class="p">,</span> <span class="s">'gnt_btc'</span><span class="p">,</span>
|
|
<span class="s">'bcn_btc'</span><span class="p">,</span> <span class="s">'rep_btc'</span><span class="p">,</span> <span class="s">'bcy_btc'</span><span class="p">,</span> <span class="s">'cvc_btc'</span><span class="p">,</span> <span class="s">'nxt_xmr'</span><span class="p">,</span> <span class="s">'zec_usdt'</span><span class="p">,</span>
|
|
<span class="s">'fct_btc'</span><span class="p">,</span> <span class="s">'gas_btc'</span><span class="p">,</span> <span class="s">'pot_btc'</span><span class="p">,</span> <span class="s">'eth_usdt'</span><span class="p">,</span> <span class="s">'btc_usdt'</span><span class="p">,</span> <span class="s">'lbc_btc'</span><span class="p">,</span>
|
|
<span class="s">'dcr_btc'</span><span class="p">,</span> <span class="s">'etc_usdt'</span><span class="p">,</span> <span class="s">'omg_eth'</span><span class="p">,</span> <span class="s">'amp_btc'</span><span class="p">,</span> <span class="s">'xpm_btc'</span><span class="p">,</span> <span class="s">'nxt_btc'</span><span class="p">,</span>
|
|
<span class="s">'vtc_btc'</span><span class="p">,</span> <span class="s">'steem_eth'</span><span class="p">,</span> <span class="s">'blk_xmr'</span><span class="p">,</span> <span class="s">'pasc_btc'</span><span class="p">,</span> <span class="s">'zec_xmr'</span><span class="p">,</span> <span class="s">'grc_btc'</span><span class="p">,</span>
|
|
<span class="s">'nxc_btc'</span><span class="p">,</span> <span class="s">'btcd_btc'</span><span class="p">,</span> <span class="s">'ltc_btc'</span><span class="p">,</span> <span class="s">'dash_btc'</span><span class="p">,</span> <span class="s">'naut_btc'</span><span class="p">,</span> <span class="s">'zec_eth'</span><span class="p">,</span>
|
|
<span class="s">'zec_btc'</span><span class="p">,</span> <span class="s">'burst_btc'</span><span class="p">,</span> <span class="s">'zrx_eth'</span><span class="p">,</span> <span class="s">'bela_btc'</span><span class="p">,</span> <span class="s">'steem_btc'</span><span class="p">,</span> <span class="s">'etc_btc'</span><span class="p">,</span>
|
|
<span class="s">'eth_btc'</span><span class="p">,</span> <span class="s">'huc_btc'</span><span class="p">,</span> <span class="s">'strat_btc'</span><span class="p">,</span> <span class="s">'lsk_btc'</span><span class="p">,</span> <span class="s">'exp_btc'</span><span class="p">,</span> <span class="s">'clam_btc'</span><span class="p">,</span>
|
|
<span class="s">'rep_eth'</span><span class="p">,</span> <span class="s">'dash_xmr'</span><span class="p">,</span> <span class="s">'cvc_eth'</span><span class="p">,</span> <span class="s">'bch_usdt'</span><span class="p">,</span> <span class="s">'zrx_btc'</span><span class="p">,</span> <span class="s">'dash_usdt'</span><span class="p">,</span>
|
|
<span class="s">'blk_btc'</span><span class="p">,</span> <span class="s">'xrp_btc'</span><span class="p">,</span> <span class="s">'nxt_usdt'</span><span class="p">,</span> <span class="s">'neos_btc'</span><span class="p">,</span> <span class="s">'omg_btc'</span><span class="p">,</span> <span class="s">'bts_btc'</span><span class="p">,</span>
|
|
<span class="s">'doge_btc'</span><span class="p">,</span> <span class="s">'gnt_eth'</span><span class="p">,</span> <span class="s">'sbd_btc'</span><span class="p">,</span> <span class="s">'gno_eth'</span><span class="p">,</span> <span class="s">'xcp_btc'</span><span class="p">,</span> <span class="s">'ltc_usdt'</span><span class="p">,</span>
|
|
<span class="s">'btm_btc'</span><span class="p">,</span> <span class="s">'xmr_usdt'</span><span class="p">,</span> <span class="s">'lsk_eth'</span><span class="p">,</span> <span class="s">'omni_btc'</span><span class="p">,</span> <span class="s">'nav_btc'</span><span class="p">,</span> <span class="s">'fldc_btc'</span><span class="p">,</span>
|
|
<span class="s">'ppc_btc'</span><span class="p">,</span> <span class="s">'xbc_btc'</span><span class="p">,</span> <span class="s">'dgb_btc'</span><span class="p">,</span> <span class="s">'sc_btc'</span><span class="p">,</span> <span class="s">'btcd_xmr'</span><span class="p">,</span> <span class="s">'vrc_btc'</span><span class="p">,</span>
|
|
<span class="s">'ric_btc'</span><span class="p">,</span> <span class="s">'str_btc'</span><span class="p">,</span> <span class="s">'maid_xmr'</span><span class="p">,</span> <span class="s">'xmr_btc'</span><span class="p">,</span> <span class="s">'sjcx_btc'</span><span class="p">,</span> <span class="s">'via_btc'</span><span class="p">,</span>
|
|
<span class="s">'xem_btc'</span><span class="p">,</span> <span class="s">'nmc_btc'</span><span class="p">,</span> <span class="s">'etc_eth'</span><span class="p">,</span> <span class="s">'ltc_xmr'</span><span class="p">,</span> <span class="s">'ardr_btc'</span><span class="p">,</span> <span class="s">'gas_eth'</span><span class="p">,</span>
|
|
<span class="s">'flo_btc'</span><span class="p">,</span> <span class="s">'xrp_usdt'</span><span class="p">,</span> <span class="s">'game_btc'</span><span class="p">,</span> <span class="s">'bch_eth'</span><span class="p">,</span> <span class="s">'bcn_xmr'</span><span class="p">,</span> <span class="s">'str_usdt'</span><span class="p">]</span>
|
|
</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><span class="n">Ingesting</span> <span class="n">exchange</span> <span class="n">bundle</span> <span class="n">poloniex</span><span class="o">...</span>
|
|
<span class="p">[</span><span class="o">====================================</span><span class="p">]</span> <span class="n">Fetching</span> <span class="n">poloniex</span> <span class="n">daily</span> <span class="n">candles</span><span class="p">:</span> <span class="p">:</span> <span class="mi">100</span><span class="o">%</span>
|
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</pre></div>
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