Trader

This algorithm has been created by Hugo TOMASI in order to be used with Bitpanda Pro API server. It is used to monitor your assets fluctuation and sell them if necessary.

In any case would this program be allowed to buy any currency on your behalf, unless you specify it (see variables below).

Requirements

For this to work, you must have a Bitpanda Pro account that have been verified and an API key (with at least the Read and Trade scopes).

No active order is necessarry to allow the program to run. If you have some running orders, this program will pick them and monitor them, until it (or you) cancel the active trade.

You will also need a computer with Docker (or Podman) installed in order to run the program. If you are aware of what you're doing, you could also run this program bare metal, on any computer that support Python 3.8. You will however have to manage dependencies yourself. Make sure that your container runtime is enabled as a service and that the container is set to always restart. This will make sure the service is started upon reboot.

A running MongoDB instance is required for this program to work accordingly.

The server you will run this program on must be able to access outside world on port 443/TCP and the TCP port defined for MongoDB (default to 27017). It also needs to be able to resolve URLs (must have configured nameservers).

If you want to receive mail alert on action took by the bot, please make sure that outside world is also reachable on port defined for your SMTP server.

Variables

Envrionment variables only

Variable	Description	Required	Default
EXCHANGE_TYPE	The exchange you want to use. Options are BITPANDA_PRO, HISTORY and PAPER_TRADING.	yes	None
EXCHANGE_API_KEY	Your Bitpanda Pro API token used to connect to the API (required if EXCHANGE_TYPE is BITPANDA_PRO)	no	None
EXCHANGE_INPUT_FILENAME	The filename of the CSV file placed in ./input/ directory (required if EXCHANGE_TYPE is HISTORY)	no	None
MONGO_DB_HOST	The MongoDB hostname (FQDN or IP)	yes	None
MONGO_DB_PASSWORD	The MongoDB password	yes	None
MONGO_DB_NAME	The MongoDB database	no	trader
MONGO_DB_USER	The MongoDB username	no	trader
MONGO_DB_PORT	The MongoDB port	no	27017

Other variables

Variable	Description	Required	Default
MIN_RECOVERED_RATE	The minimum rate you want to recover if currency goes down.	no	0.95
SECURITY_MIN_RECOVERED_RATE	The minimum rate you want to recover if currency goes down and server is down (places a stop loss order).	no	0.9
MIN_PROFIT_RATE	The rate from which you take profit. Must be greater than 1.0 to activate.	no	1.0
MAX_DANGER	The maximum danger level a currency can be bought.	no	5
MINUTES_REFRESH_TIME	The number of minutes between two checks.	no	10
MINUTES_WAIT_TIME	The number of minutes between a selling order and a buying order on the same currency.	no	10
WATCHING_CURRENCIES	By default, the bot watches all currencies that you bought. You can, however, specify currencies to look for and thus ignore the rest.	no	None
IGNORE_CURRENCIES	By default, the bot watches all currencies that you bought. You can, however, specify cryptos to ignore. Note that if both this variable and WATCHING_CURRENCIES are set, this one will take precedence.	no	None
MAKE_ORDER	Specify if the bot is allowed to place order.	no	False
CANDLESTICKS_TIMEFRAME	Specify the timeframe at which crypto stats are required.	no	DAYS
CANDLESTICKS_PERIOD	Specify the period of unit at which crypto stats are required (1, 4, 5, 15 or 30)	no	1
WINDOW_SIZE_FMA	Specify the number of units looked at to calculate fast exponential moving average (must be lower than WINDOW_SIZE_SMA)	no	5
WINDOW_SIZE_SMA	Specify the number of units looked at to calculate slow exponential moving average	no	50
INDICATORS_PERIOD	Specify the number of units looked at to calculate RSI and Accumulation/Distribution indicators	no	14
OVERSOLD_THRESHOLD	Specify the RSI level to define oversold zone (from 0 to value)	no	30
OVERBOUGHT_THRESHOLD	Specify the RSI level to define overbought zone (from value to 100)	no	70
TEST_INIT_CAPITAL	In testing mode, the amount of capital the bot has to invest.	no	1000
SEND_ALERT_MAIL	If set to true, allow the user to be alerted by mail on any action	no	False
SMTP_HOST	The SMTP server which you're going to use to send mail (required if SEND_ALERT_MAIL="True")	no	None
SMTP_PORT	The port of the SMTP server which you're going to use to send mail (required if SEND_ALERT_MAIL="True")	no	None
SMTP_AS	The sender name which you're going to use to send mail	no	None
SMTP_FROM	The email address which you're going to use to send mail (required if SEND_ALERT_MAIL="True")	no	None
SMTP_KEY	The token used to connect to your account (required if SEND_ALERT_MAIL="True")	no	None
SMTP_TO	The email addresses to whom you want to send the email separated by a comma (default to SMTP_FROM)	no	None

Build

In order to build the image, you need to clone this repository then simply run (replace docker by podman if needed) :

docker build -t trader:5.0.0 https://raw.githubusercontent.com/hugotms/trader/v5.0.0/Dockerfile

Deploy

CLI

After the image has been built, you can now run it like so (add any non required extra environment variables you want to modify preceeded by a -e) :

docker run -d --name trader --restart unless-stopped -e EXCHANGE_API_KEY=token -e MONGO_DB_HOST=hostname -e MONGO_DB_PASSWORD=secure trader:5.0.0

Docker-compose

If you prefer the docker-compose solution, here is a simple example of a stack:

version: '3.1'
services:
  trader:
    image: trader:5.0.0
    restart: unless-stopped
    depends_on: mongo_db
    volumes:
      - trader_input:/app/input
      - trader_output:/app/output
    environment:
      EXCHANGE_API_KEY: token
      MONGO_DB_HOST: mongo_db
      MONGO_DB_PASSWORD: secure
      # add here any non required variable

  mongo_db:
    image: mongo:5.0-focal
    restart: always
    environment:
      MONGO_INITDB_ROOT_USERNAME: trader
      MONGO_INITDB_ROOT_PASSWORD: secure
  
  # this part is only useful if you wish to have a graphical output
  apache:
    image: httpd:2.4
    restart: unless-stopped
    ports:
      - "8080:8080"
    volumes:
      - trader_output:/usr/local/apache2/htdocs

volumes:
  trader_input:
  trader_output:

Testing

As with every strategy, you should always test it before going live. Luckily this bot provides this fonctionnality by implementing two fake exchanges.

Note that in testing mode, no real order is placed. The exchange code will make fake orders in its database. On going orders on Bitpanda Pro are not monitored.

It is recommended to use another database when testing than the one used in real life. Reason is that the bot will enter its trade in the database in the same way it would normally, which would mess reporting and could disturb the other bot. Also, when in HISTORY mode, the bot reset the database at the end of the test.

HISTORY testing

In this mode, the bot gets its data from a CSV file defined by EXCHANGE_INPUT_FILENAME. The CSV file should contain at least these columns (order of said columns does not matter) : Instrument_code, Date, High, Low, Close and Volume. Separators must be ,.

You can have the data of one or several cryptocurrencies in the same file. However, you must keep in mind that the values of WATCHING_CURRENCIES and IGNORE_CURRENCIES are still taken into account.

The timeframe will be defined by the CSV, thus ignoring the value set in CANDLESTICKS_TIMEFRAME and CANDLESTICKS_PERIOD. If you create the CSV file yourself from different source, be sure to use the same timeframe for all currencies.

PAPER_TRADING

In this mode, the bot gets real-time data from Bitpanda Pro in the same way it would in non-testing mode. Only difference is that you get a fake account and that no real order is made.

Disclaimer

This program is for educational purposes only !

Some variables can change this program comportement, response time and liability. Some required variables may be needed and will make the program fail if not properly defined.

However, some variables do have default value. They may, or may not suit your needs. Be sure to initialized them in a way that works for you.

This program is not guaranteed to be free of any bug. If you do find one, please, do not hesitate to submit a correction in a pull request (please be careful with your commit messages and make sure to respect the conventionnal commit rules). Remember, be kind and respectful between contributors. No pull request is guaranteed to be accepted and the author is not required to give any reason about that.

By using this program, you understand that there is no support tied to it. You are, of course able to raise an issue. Please note that any work on those issues will be done in a "Best effort".

Please, note that the author of this code is not responsible of any loss you may endure and thus, can, in no case, be the target of legal proceedings. As for every financial placement, you should monitor it yourself and not blindly trust technology. Especially if you do not understand this code and what it's doing. You are, at all time able to cancel an order the classical way (via Bitpanda Pro web interface or application).

You should never invest with money you do not own nor that you need.