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Frederic Fortier
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5.5 KiB
ReStructuredText
123 lines
5.5 KiB
ReStructuredText
Features
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========
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This page describes the features that Catalyst provides in the current version,
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and what is planned for future releases.
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Current Functionality
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~~~~~~~~~~~~~~~~~~~~~
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* Backtesting and live-trading modes to run your trading algorithms, with a
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seamless transition between the two.
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* Paper trading simulates order in live-trading mode.
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* 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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`Catalyst Market Coverage <https://www.enigma.co/catalyst/status>`_ for
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details.
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* Interface with over 90 exchanges available in live and paper trading modes.
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* Granular commission models which closely simulates each exchange fee
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structure in backtesting and paper trading.
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* Standardized naming convention for all asset pairs trading on any exchange in
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the form ``{market_currency}_{base_currency}``. See
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:ref:`naming`.
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* Output of performance statistics based on Pandas DataFrames to integrate
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nicely into the existing PyData ecosystem.
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* Support for accessing multiple exchanges per algorithm, which opens the door
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to cross-exchange arbitrage opportunities.
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* 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.
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* 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 ``set_benchmark()`` (but see
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`issue #86 <https://github.com/enigmampc/catalyst/issues/86>`_).
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* Support for MacOS, Linux and Windows installations.
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* Support for Python2 and Python3.
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For additional details on the functionality added on recent releases, see the
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:doc:`Release Notes<releases>`.
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Upcoming features
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~~~~~~~~~~~~~~~~~
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* Additional datasets beyond pricing data (Dec. 2017)
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* API documentation (Jan. 2017)
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* Support for decentralized exchanges (Jan. 2017)
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* Support for data ingestion of community-contributed data sets (Jan. 2017)
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* Pipeline support (Jan. 2018)
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* Web UI (Q2 2018)
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.. _naming:
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Naming Convention
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~~~~~~~~~~~~~~~~~
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Catalyst introduces a standardized naming convention for all asset pairs
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trading on any exchange in the following form:
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**{market_currency}_{base_currency}**
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Where {market_currency} is the asset to be traded using {base_currency} as
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the reference, both written in lowercase and separated with an underscore.
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This standardization is needed to overcome the lack of consistency in the
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naming of assets across different exchanges, and making it easier to the user
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to refer to the asset pairs that you want to trade.
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Catalyst maintains a `Market Coverage Overview <https://www.enigma.co/catalyst/status>`_
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where you can check the mapping between Catalyst naming pairs and that of each
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exchange. Catalyst will always expect in all its functions that you will refer to
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the asset pairs by using the Catalyst naming convention.
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If at any point, you input the wrong name for an asset pair, you will get an error
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of that pair not found in the given exchange, and a list of pairs available on that exchange:
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.. code-block:: bash
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$ catalyst ingest-exchange -x poloniex -i btc_usd
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.. parsed-literal::
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Ingesting exchange bundle poloniex...
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Error traceback: /Volumes/Data/Users/victoris/Desktop/Enigma/user-install/catalyst-dev/catalyst/exchange/exchange.py (line 175)
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SymbolNotFoundOnExchange: Symbol btc_usd not found on exchange Poloniex.
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Choose from: ['rep_usdt', 'gno_btc', 'xvc_btc', 'pink_btc', 'sys_btc',
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'emc2_btc', 'rads_btc', 'note_btc', 'maid_btc', 'bch_btc', 'gnt_btc',
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'bcn_btc', 'rep_btc', 'bcy_btc', 'cvc_btc', 'nxt_xmr', 'zec_usdt',
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'fct_btc', 'gas_btc', 'pot_btc', 'eth_usdt', 'btc_usdt', 'lbc_btc',
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'dcr_btc', 'etc_usdt', 'omg_eth', 'amp_btc', 'xpm_btc', 'nxt_btc',
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'vtc_btc', 'steem_eth', 'blk_xmr', 'pasc_btc', 'zec_xmr', 'grc_btc',
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'nxc_btc', 'btcd_btc', 'ltc_btc', 'dash_btc', 'naut_btc', 'zec_eth',
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'zec_btc', 'burst_btc', 'zrx_eth', 'bela_btc', 'steem_btc', 'etc_btc',
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'eth_btc', 'huc_btc', 'strat_btc', 'lsk_btc', 'exp_btc', 'clam_btc',
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'rep_eth', 'dash_xmr', 'cvc_eth', 'bch_usdt', 'zrx_btc', 'dash_usdt',
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'blk_btc', 'xrp_btc', 'nxt_usdt', 'neos_btc', 'omg_btc', 'bts_btc',
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'doge_btc', 'gnt_eth', 'sbd_btc', 'gno_eth', 'xcp_btc', 'ltc_usdt',
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'btm_btc', 'xmr_usdt', 'lsk_eth', 'omni_btc', 'nav_btc', 'fldc_btc',
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'ppc_btc', 'xbc_btc', 'dgb_btc', 'sc_btc', 'btcd_xmr', 'vrc_btc',
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'ric_btc', 'str_btc', 'maid_xmr', 'xmr_btc', 'sjcx_btc', 'via_btc',
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'xem_btc', 'nmc_btc', 'etc_eth', 'ltc_xmr', 'ardr_btc', 'gas_eth',
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'flo_btc', 'xrp_usdt', 'game_btc', 'bch_eth', 'bcn_xmr', 'str_usdt']
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In the example above, exchange Poloniex does not use USD, but uses instead the
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USDT cryptocurrency asset that is issued on the Bitcoin blockchain via the Omni
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Layer Protocol. Each USDT unit is backed by a U.S Dollar held in the reserves of
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Tether Limited. USDT can be transferred, stored, and spent, just like bitcoins
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or any other cryptocurrency. Given its 1:1 mapping to the USD, is a viable alternative.
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.. code-block:: bash
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$ catalyst ingest-exchange -x poloniex -i btc_usdt
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.. parsed-literal::
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Ingesting exchange bundle poloniex...
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[====================================] Fetching poloniex daily candles: : 100%
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