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A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine

License: MIT License

Elixir 100.00%

trading trading-bot trading-systems cryptocurrency crypto-trader crypto-trading crypto-trading-bot hft hft-trading automated-trading

tai's Introduction

Tai - Orchestrate Your Trading

A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine

What Can I Do? TLDR;

Stream market data to create and manage orders with a near-uniform API across multiple venues

Here's an example of an advisor that logs the spread between multiple products on multiple venues

Supported Venues

Venues	Live Order Book	Accounts	Orders	Products	Fees
FTX	[x]	[x]	[x]	[x]	[x]
OkEx	[x]	[x]	[x]	[x]	[x]
BitMEX	[x]	[x]	[x]	[x]	[x]

Venues In Progress

Venue	Live Order Book	Accounts	Orders	Products	Fees
Binance	[x]	[x]	[ ]	[x]	[x]
Deribit	[x]	[x]	[ ]	[x]	[x]
GDAX	[x]	[x]	[ ]	[x]	[x]
Huobi	[x]	[ ]	[ ]	[x]	[ ]
Delta Exchange	[x]	[ ]	[ ]	[x]	[x]
Bybit	[ ]	[ ]	[ ]	[x]	[ ]
bit.com	[ ]	[ ]	[ ]	[ ]	[ ]
Bitfinex	[ ]	[ ]	[ ]	[ ]	[ ]
Kraken	[ ]	[ ]	[ ]	[ ]	[ ]
CME	[ ]	[ ]	[ ]	[ ]	[ ]
Phemex	[ ]	[ ]	[ ]	[ ]	[ ]
BTSE	[ ]	[ ]	[ ]	[ ]	[ ]
KuCoin	[ ]	[ ]	[ ]	[ ]	[ ]
BitMax	[ ]	[ ]	[ ]	[ ]	[ ]
Bitget	[ ]	[ ]	[ ]	[ ]	[ ]
MEXC	[ ]	[ ]	[ ]	[ ]	[ ]
PrimeXBT	[ ]	[ ]	[ ]	[ ]	[ ]
Gate.io	[ ]	[ ]	[ ]	[ ]	[ ]
Coinflex	[ ]	[ ]	[ ]	[ ]	[ ]
bitFlyer	[ ]	[ ]	[ ]	[ ]	[ ]

Install

tai requires Elixir 1.11+ & Erlang/OTP 22+. Add tai to your list of dependencies in mix.exs

def deps do
  [
    {:tai, "~> 0.0.75"}
    # Choose your order data store
    # {:ecto_sqlite3, "~> 0.5.6"}
    # {:postgrex, "~> 0.15"}
  ]
end

Create an .iex.exs file in the root of your project and import the tai helper

# .iex.exs
Application.put_env(:elixir, :ansi_enabled, true)

import Tai.IEx

Run the setup mix task to:

Download dependencies
Create an orders database
Generate tai migrations for the orders database
Run migrations

$ mix setup

Usage

tai runs as an OTP application.

During development we can leverage mix to compile and run our application with an interactive Elixir shell that imports the set of tai helper commands.

iex -S mix

Upgrading Tai

Bump the required version number in mix.exs and download the dependencies.

$ mix deps.update tai

Regenerate new or updated migrations

$ mix tai.gen.migration

Rerun ecto migrations

$ mix ecto.migrate

Help Wanted :)

If you think this tai thing might be worthwhile and you don't see a feature or venue listed we would love your contributions to add them! Feel free to drop us an email or open a Github issue.

Authors

Alex Kwiatkowski - [email protected]

License

tai is released under the MIT license

tai's People

Stargazers

Watchers

Forkers

mbenatti rhidayat1980 acuityinnovations cambricorp yurikoval g-cl sahanduiuc riomyers gyunt pdx-trader sztheory ihorkatkov chrism2671 onixus74 calebots dfischer inetpeople namjae kafaichoi simhaonline buurzx alihaskar laranea maidenlane megamcloud baitcenter kritarthh vladucu laokpa bijanx davidalphafox camonz johnywellington qiuwei jingtaocoding verceti-ke lau-jay u20024804 yamen arbitragebots 0xneox ian-wazowski luoq ya55en mobidian ccamateur ukazap vladpetrashkevich vidnk jnatherley rp70 sehovizko cykablyatwtf wang-shun lazrfocus juanparker1 stanleyjacob badeyeye1 5l1v3r1 surfablebot webclinic017 drmusab niccolox alenny811 flockrush anggastika icostan awaitfuture hnlcf yeetsai dantegpt fredguth uldza

tai's Issues

Questions

Hey. First of all, thanks for a great library :)

I'm going to experiment with it, but before want to ask some questions

Are you use it in production?
Are there any possibilities for backtesting?
How is it handles rate limiting?
Any plans for Dead men's switch functionality or is it possible to implement is as an advisor?

Best,
Ihor

Manage orders in separate process to caller

Currently orders are managed by the caller process. This has the limitation that orders cannot be updated once that process is terminated.

For example:

When an advisor cancels an order in the on_terminate callback
Then the order should be sent to the venue and updated within the OrderStore
But the async task terminates early and never sends the order to the venue

start error

I got the following error when executing the run command : elixir --sname tai -S mix run --no-halt
OS: Mac
Elixir version: Elixir 1.7.3 (compiled with Erlang/OTP 21)

** (Mix) Could not start application echo_boy: EchoBoy.start(:normal, []) returned an error: shutdown: failed to start child: {:ranch_listener_sup, EchoBoy.Router.HTTP}
    ** (EXIT) shutdown: failed to start child: :ranch_acceptors_sup
        ** (EXIT) :badarg
{"log":"Application echo_boy exited: EchoBoy.start(:normal, []) returned an error: shutdown: failed to start child: {:ranch_listener_sup, EchoBoy.Router.HTTP}\n    ** (EXIT) shutdown: failed to start child: :ranch_acceptors_sup\n        ** (EXIT) :badarg","logging.googleapis.com/sourceLocation":{"file":"application_controller.erl","line":1935,"function":"application_controller.info_exited/3"},"severity":"INFO","time":"2018-12-13T18:49:50.723Z"}

Add paging to `orders` command

Add adapters to `OrderStore` & use etso by default

https://github.com/evadne/etso

Installation failed

Describe the bug

I'm new to Elixir and Tai.when I followed the installation instruction and ran mix setup , i got
** (Mix) The task "setup" could not be found.

To Reproduce
> mix new example
Then follow the instructions

Expected behavior
Maybe the Tai App? Still trying to understand.

Desktop (please complete the following information):

OS: macOS12.6,Elixir 1.14,Erlang 25
deps:
{:tai, "~ > 0.0.75"},
{:ecto_sqlite3, "~ > 0.7.1"},

Tai Config
don't know about it.

Seperation of Database from main tai package.

Is your feature request related to a problem? Please describe.
I think there might be a case where a user of Tai would want to use for other tooling, such as analytics of order books or volatility. Therefore the OrderRepo might not be necessary and it might be an additional piece that can be plugged in. What do you think?

Really love the work done here. If i find some time i'll be willing to contribute.

iex -S mix hangs on 'generate tai app'

hi,
It seems that the quickstart you have in your readme doesnt work as intended; it seems like the app hangs indefinitely, I never get the interactive shell back.

awaitfuture@DESKTOP-ICGEU3C:~/elixir_projects/tai$ iex -S mix
Erlang/OTP 22 [erts-10.6.4] [source] [64-bit] [smp:12:12] [ds:12:12:10] [async-threads:1]

==> tai
Compiling 287 files (.ex)
warning: function EchoBoy.Config.port/0 is undefined (module EchoBoy.Config is not available)
  lib/tai/venue_adapters/mock/stream_supervisor.ex:37

Generated tai app
==> tai
Compiling 1 file (.ex)
warning: redefining module Tai (current version loaded from _build/dev/lib/tai/ebin/Elixir.Tai.beam)
  lib/tai.ex:1

Generated tai app

awaitfuture@DESKTOP-ICGEU3C:~/elixir_projects/tai$ ll
total 17
drwxrwxrwx 1 awaitfuture awaitfuture   512 Aug  2 08:34 ./
drwxrwxrwx 1 awaitfuture awaitfuture   512 Aug  2 08:32 ../
-rw-rw-rw- 1 awaitfuture awaitfuture    97 Aug  2 08:32 .formatter.exs
-rw-rw-rw- 1 awaitfuture awaitfuture   575 Aug  2 08:32 .gitignore
-rw-rw-rw- 1 awaitfuture awaitfuture    77 Aug  2 08:33 .iex.exs
-rw-rw-rw- 1 awaitfuture awaitfuture   477 Aug  2 08:32 README.md
drwxrwxrwx 1 awaitfuture awaitfuture   512 Aug  2 08:34 _build/
drwxrwxrwx 1 awaitfuture awaitfuture   512 Aug  2 08:34 deps/
drwxrwxrwx 1 awaitfuture awaitfuture   512 Aug  2 08:32 lib/
-rw-rw-rw- 1 awaitfuture awaitfuture   584 Aug  2 08:33 mix.exs
-rw-rw-rw- 1 awaitfuture awaitfuture 11779 Aug  2 08:34 mix.lock
drwxrwxrwx 1 awaitfuture awaitfuture   512 Aug  2 08:32 test/
awaitfuture@DESKTOP-ICGEU3C:~/elixir_projects/tai$

# .iex.exs
Application.put_env(:elixir, :ansi_enabled, true)

import Tai.IEx

please let me know if there anything Ive missed or if theres any other information you would like.

Easy way to ingest market data from a Provider?

Sorry for opening an issue for this, but I'm finding it hard to use this library without many examples.

How would I just ingest data from say, Deribit, using this library?

(FunctionClauseError) no function clause matching in Tai.VenueAdapters.Bitmex.Stream.RouteOrderBooks.handle_cast/2

Hey @rupurt.
I'm using tai for data mining and recently I was faced with an error.
Any clues?

lib/tai/venue_adapters/bitmex/stream/route_order_books.ex in Tai.VenueAdapters.Bitmex.Stream.RouteOrderBooks.handle_cast/2 at line 30
(FunctionClauseError) no function clause matching in Tai.VenueAdapters.Bitmex.Stream.RouteOrderBooks.handle_cast/2

arg 0:
{%{"action" => "partial", "attributes" => %{"id" => "sorted", "symbol" => "parted"}, "data" => [%{"id" => 33399985065, "price" => 7467.5, "side" => "Sell", "size" => 842, "symbol" => "XBTZ19"}, %{"id" => 33399985066, "price" => 7467, "side" => "Sell", "size" => 36004, "symbol" => "XBTZ19"}, %{"id" => 33399985067, "price" => 7466.5, "side" => "Sell", "size" => 92, "symbol" => "XBTZ19"}, %{"id" => 33399985068, "price" => 7466, "side" => "Sell", "size" => 182502, "symbol" => "XBTZ19"}, %{"id" => 33399985069, "p

arg1:
%Tai.VenueAdapters.Bitmex.Stream.RouteOrderBooks.State{stores: %{"XBTUSD" => Tai.VenueAdapters.Bitmex.Stream.ProcessOrderBook_bitmex_XBTUSD, "XBTZ19" => Tai.VenueAdapters.Bitmex.Stream.ProcessOrderBook_bitmex_XBTZ19}, venue_id: :bitmex}

Getting up and running

I'm trying to get this running. Do I need to register + provide API details for each exchange, or can I stream the public information using the dummy abc123 keys?

Using the dev.exs example:

** (Mix) Could not start application tai: exited in: Tai.start(:normal, [])
    ** (EXIT) an exception was raised:
        ** (ArgumentError) can't fetch value for key `:api_secret` of application `:ex_poloniex`, can not resolve key POLONIEX_API_SECRET value via adapter Elixir.Confex.Adapters.FileFromSystemEnvironment
            (confex) lib/confex.ex:245: Confex.resolve_and_update_env/2
            (elixir) lib/enum.ex:1336: Enum."-map/2-lists^map/1-0-"/2
            (tai) lib/tai.ex:8: Tai.start/2
            (kernel) application_master.erl:277: :application_master.start_it_old/4

I see the poloniex_api_key and poloniex_api_secret files in the /secrets folder, so I'm assuming that bit is all good.