Package: pyjuque
PythonJujuQuantEnginePYJUQUE(pai-jook)(Py-thonJu-juQu-antE-ngine)This project implements the basic functionality required to engage in algorithmic trading. It can be regarded as a starting point for more complex trading bots.InstallationMake sure you have pip installed. Run:pipinstallpyjuqueYou should be good to go! Check out the example section.Getting StartedCheckout these examples to get started stratght away:strategy 1,strategy 2. Below is the simplest example of how to get started with pyjuque. Read the next section to understand the thinking behind it.frompyjuque.BotimportdefineBotimporttimedefcustomEntryStrategy(bot_controller,symbol):# signal = will_moon(symbol)          # bool# last_price = get_price(symbol)      # floatreturnsignal,last_price## Defines the overall configuration of the botbot_config={'name':'my_bot','test_run':False# set to True to run in simulation mode'exchange':{'name':'binance','params':{# put here any param that ccxt accepts'api_key':'YOUR_API_KEY','secret':'YOUR_API_SECRET'},},'symbols':['LINK/BTC','ETH/BTC'],# !! all symbols must trade against same coin# !! IE: [XX/BTC, YY/BTC] OR [AA/EUR, CC/EUR]'starting_balance':0.0005,# denominated in the quote asset against which# the symbols are trading (BTC in this case)'strategy':{'custom':True,'entry_function':customEntryStrategy,},'entry_settings':{'initial_entry_allocation':100,# 100% of starting_balance goes in every trade'signal_distance':0.3# upon receiving an entry_signal, entry order# is placed 0.3% away from market price},'exit_settings':{'take_profit':3,# take profit 3% above entry orders'stop_loss_value':10# stop loss 10% below entry orders},}## Runs the bot in an infinite loop that executes every 60 seconds## stoppable from the terminal with CTRL + CdefMain():bot_controller=defineBot(bot_config)whileTrue:try:bot_controller.executeBot()exceptKeyboardInterrupt:returntime.sleep(60)if__name__=='__main__':Main()Run a Simple BotThe idea behind this library is to allow you to implement whatever trading strategy you want, without having to worry about how to connect to the different exchanges via apis, or how to place, cancel and keep track of orders. You simply provide the signals and pyjuque does the rest.There are a number of settings that you define, like what symbols to trade on, how much money to place per trade and what exchange to use. You also get to set exit settings such as a take profit value and a stop loss value. All these settings get specified in a config dict. Below is a complete example of a config dict:## Defines the overall configuration of the botbot_config={# Name of the bot, as stored in the database'name':'my_bot',# exchange information (fill with your api key and secret)'exchange':{'name':'binance',# or 'okex''params':{# any parameter accepted by ccxt can go here'api_key':'your_api_key_here','secret':'your_secret_here',# 'password' : 'your_password_here' # if using 'okex'},},# starting balance for bot'starting_balance':0.0005,# symbols to trade on# !IMPORTANT! all symbols must trade against the same coin# !! IE: [AAA/BTC, BBB/BTC] OR [AAA/USDT, CCC/USDT]'symbols':['LINK/BTC','ETH/BTC'],# strategy class / function (here we define the entry and exit strategies.)# this bot places an entry order when 'customEntryFunction' retruns true'strategy':{'custom':True,'entry_function':customEntryFunction},# when the bot receives the buy signal, the order is placed according# to the settings specified below'entry_settings':{# between 0 and 100, the % of the starting_balance to put in an order'initial_entry_allocation':100,# number between 0 and 100 - 1% means that when we get a buy signal,# we place buy order 1% below current price. if 0, we place a market# order immediately upon receiving signal'signal_distance':0.3},# This bot exits when our filled orders have reached a take_profit % above# the buy price, or a stop_loss_value % below it'exit_settings':{# take profit value between 0 and infinity, 3% means we place our sell# orders 3% above the prices that our buy orders filled at'take_profit':3,# stop loss value in percent - 10% means stop loss at 10% below our# buy order's filled price'stop_loss_value':10},}Besides these settings, you need to provide an entry strategy. It can be as simple as a function, or a more complex strategy class. We'll go over the simple example:# This is our signal function.# It receives two parameters - the bot_controller,# which gives us access to the exchange and to the# database, and the symbol on which the bot is# currently checking entry signals.## It must return two values, a boolean and a number.# The boolean is the signal, and the number is the# latest price of that symbol#defcustomEntryFunction(bot_controller,symbol):# ... do some stuff here ...returnsignal,last_price_of_symbolThe beauty of this is that you can do whatever the heck you want in that custom entry function, because as long as you return a symbol and the latest price, pyjuque will be happy. You can check coins prices and their indicators, the volume on multiple exchanges, different order books, even weather data, twitter feeds or astronomical events.Here's a complete example of how to get started with pyjuque:frompyjuque.BotimportdefineBot## This is our signal function for now.defcustomEntryFunction(bot_controller,symbol):# ... do some stuff here ...returnsignal,last_price## Defines the overall configuration of the botbot_config={...}## Runs the bot in an infinite loop, stoppable## from the terminal with CTRL + CdefMain():bot_controller=defineBot(bot_config)whileTrue:try:bot_controller.executeBot()exceptKeyboardInterrupt:returntime.sleep(60)if__name__=='__main__':Main()Upon creating the bot, a database will be created in your computer, keeping track of orders placed. You can run this example and it will work - but you should update customEntryFunction to do some calculations & return true sometimes, because in its current state the bot won't ever make any trades.Checkout these examples for more info:strategy 1,strategy 2.FeaturesCurrent Features:Long Bot (Placing Buy Orders on Custom Signals)Market, Limit & Stop Loss OrdersAutomatically Placing Exit Order when Entry Order was fulfilledState Persistance, the bot stores trades locallyBinance Local Order BookPlotting CapabilitiesSimple Defiinitian of Entry Strategy & Exit Rules (via bot_config)State Persistence Using SQLAlchemy, for any flavour of SQLIn Development:Grid BotFuture Features:Short BotOCO ordersSelling on signalsTrailing Stop LossMultiple EntriesModulesThis library implements the following modules:Bot ControllerAtpyjuque/Engine/BotController.py.A module which handles the buying and selling of assets, given simple or more advanced rules, allowing us to run a strategy indefinitely.Through the bot controller you can access the following objectsbot_controller.exchangebot_controller.exchange has some methods that are used under the hood by pyjquue, likegetOHLCVplaceLimitOrderplaceMarketOrderetcbot_controller.exchange.ccxt, accxtobject which uses the credentials you provided in the bot_configbot_controller.session, SQLAlchemy session through which you can query the databasebot_controller.bot model, the model of the bot as stored in the dbbot_controller.status_printer, ayaspinspinner used for loggingYou can also access the following functionsbot_controller.executeBot(), which goes through a bot loop of:checking signals on symbols and placing orders if signals are truechecking all open orders placed by the bot and updating them, like so:if a buy order was filled it places the subsequent exit order, at a take_profit price above the buy priceif the current price is below stop_loss_value for an open buy order, exits using market pricebot_controller.log()which allows you to print some stuff to the terminalbot_controller.bot_model.getOrders(bot_controller.session)which allows you to get all ordersbot_controller.bot_model.getOpenOrders(bot_controller.session)which allows you to get all open ordersExchange ConnectorsImplementing multiple exchanges withccxt. Check out implementation atCcxtExchange. Currently implemented:binance
okexOlder (Deprecated):Atpyjuque/Exchanges.Binance- based on the officialREST APILocal Order Book (for Binance)Atpyjuque/Exchanges/BinanceOrderBook.py.Creates and stores a local order book for the specified symbols. Order Book is updated every second through a websocket connection to the Exchange (currently Binance). Checkout thisexample.frompyjuque.Exchanges.BinanceOrderBookimportOrderBook# Initialize & start OrderBook with desired symbolsob=OrderBook(symbols=['BTC/USDT','LTC/USDT'])ob.startOrderBook()...# Get Updated Order Book data at any point in your codeordb=ob.getOrderBook()print(ordb){'BTC/USDT':{'asks':[['13662.31000000','3.24473100'],['13662.82000000','0.06815300'],['13663.08000000','0.00900000'],...['20000.00000000','95.22325900']],'bids':[['13662.30000000','1.26362900'],['13661.78000000','0.04395000'],['13661.62000000','0.01439200'],...['10188.00000000','1.11546400']],'lastUpdateId':6382686192# ignore this},'LTC/USDT':{'asks':[...],'bids':[...],'lastUpdateId':1521585540# ignore this},'counter':11# ignore this}Coming SoonMore ExchangesBinance Futures, Bitmex, Bitfinex, FTX, Bybit.
Margin Trading, Market Making, Hyper Parameter Tuning.ContributingTo contribute simply fork the repo, write your desired feature in your own fork and make a pull request upon finishing. Writing tests is also appreciated.