TraderBot

Trading Bot that uses real-time bitcoin inflow/outflow data from Token Analyst's websocket feed to trigger trades on the BitMEX exchange.

Description

Uses asyncio and websockets to connect to both Token Analyst and BitMEX websockets.

The TokenAnalyst websocket feed provides real-time bitcoin inflows and outflows to/from exchanges.

The Bitmex websocket feed provides user position, margin, order, wallet, execution and trade data.

Features

• Asynchronously connect to Token Analyst's and Bitmex's websockets
• Check for inflows/outflows, filter by exchange and by value
• Make orders for Bitmex
• Interact with Bitmex REST API to place/amend/cancel orders, update leverage, etc
• Avoid hitting rate-limit / being labeled as a spam-account

Requirements

• TokenAnalyst Pro Api key
• BitMEX API key and secret

Getting Started

• Clone or download project
• Install requirements: pip install -r requirements.txt
• Set up config.py
  • enter your Token Analyst API key, and BitMEX API key and secret
    • or save your API keys/secrets as environment variables
  • choose symbol and BitMEX endpoints
    • default symbol is XBTUSD, and default endpoints use the BitMEX testnet
• in TraderBot.py, write your own trade logic in the trader_bot function
• run TraderBot.py

Usage

NOTE : Default config.py settings place all Bitmex orders on the Bitmex testnet.

All inflow/outflow data is sent to trader_bot in TraderBot.py, this should be the starting point for any actions.

4 classes instances are available inside trader_bot,

• token_analyst - to check websocket feed data
• trade - to create orders, ie market sell, limit buy, stop order, etc
• bitmex - to get position, margin, order, wallet, execution and trade data, and to place/amend/cancel orders, update leverage, etc on the Bitmex exchange
• rate_limit - to keep count of API calls and avoid hitting limit

Example -

if trader_bot receives an outflow on Bitmex above the threshold, make a limit buy order and place it on Bitmex.

last_trade_price = bitmex.get_last_trade_price()

outflow_threshold = 1000
outflow_result = token_analyst.check_for_outflow(data=data, threshold=outflow_threshold)

if outflow_result:
    rate_limit.check()
    
    price = int(last_trade_price - 100)
    my_order = trade.limit_buy(quantity=10, price=price)
    order_reponse = await bitmex.place_order(order=my_order)
    
    my_orders.append(order_reponse)
    order_logger.info("outflow trade - %s - response - %s" % (my_order, order_reponse))

License

This project is licensed under the MIT License