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Microservice-based cryptocurrency trading bot (WebSocket API)

This is crypto-trading bot with support for multiple crypto-exchanges using their websocket API for book retreival, orders in most cases are placed using REST api (with rate limiting).

It that has following strategies:

  1. cross-exchange arbitrage strategy
  2. neural-network strategy to estimate future price when trading on single exchange.

Supported exchanges

  • Binance
  • Bitfinex
  • Gdax
  • Hitbtc
  • Huobi
  • Okex
  • TheRockTrading
  • Wex

Main components (microservices)

  • Provider (inbound adapter). Ingests websocket book data from exchange and transforms it into internal structure.
  • Xo-Opportunity-Trader. Statemachine-based bot that creates orders based on selected strategy.
  • Shared. Common repository
  • Gateway (outbound adapter). Submits orders and provides common order management interface.
  • Persistor. Stupid-simple component that allows to persist historical order book data.

Order creation sequence diagram (module level) Order creation diagram

Extra dependencies You need MySQL instance for Xo-Opportunity-Trader to work - it persists opened/closed orders, statistics and audit there, all other modules do not have extra dependencies.

Deployment Each executable module is supplied with Google Cloud-Kubernetes deploy file located in gce/deploy.yaml

gtc-all-repo's People

Contributors

valb3r avatar

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