trading bot running on bybit inverse futures and binance usdt futures

use at own risk

requires python >= 3.8

dependencies, install with pip:

python3 -m pip install matplotlib pandas websockets ccxt

released freely -- anybody may copy, redistribute, modify, use for commercial, non-commercial, educational or non-educational purposes, censor, claim as one's own or otherwise do or not do whatever without permission from anybody

usage:

supports exchanges bybit and binance

add api key and secret as json file in dir api_key_secret/{exchange}/your_user_name.json

formatted like this: ["KEY", "SECRET"]

make a copy of settings/{exchange}/default.json

rename the copy your_user_name.json and make desired changes

run in terminal: python3 {exchange}.py your_user_name

overview

the bot's purpose is to accumulate btc in bybit inverse, usdt in binance usdt futures

it is a market maker bot, making a grid of limit orders above and below price

it listens to websocket live stream of trades, and updates its orders continuously

a backtester is included

use backtesting_notes.ipynb in jupyter notebook or jupiter-lab

to test multiple settings,

open backtester.py, go to def jackrabbit, adjust starting settings, n_iterations, ranges, etc

and run backtester.py:

python3 backtester.py exchange your_user_name n_days

settings, bybit example:

{

    'default_qty': 1.0                  # entry qty
    'grid_step': 25.0                   # grid price spacing
    'leverage': 100.0,                  # leverage (irrelevant in bybit because cross mode in is always 100x leverage)
    'margin_limit': 0.001,              # limits the bot's max allowed pos_size.  set it lower than actual account balance
    'markups': [0.0005, 0.01],          # when there's a position, bot makes a grid of n_close_orders whose prices are
                                        # evenly distributed between min and max markup, and whose qtys are pos_size // n_close_orders
    'n_close_orders': 10,               # max n close orders
    'n_entry_orders': 10,               # max n entry orders
    'symbol': 'BTCUSD'                  # only one symbol at a time

}

feel free to make a donation to show support of the work

XMR: 49gUQ1jasDK23tJTMCvP4mQUUwndeLWAwSgdCFn6ovmRKXZAjQnVp2JZ2K4UuDDdYMNam1HE8ELZoWdeJPRfYEa9QSEK6XZ