# TradingKit
This file shows the basic usage for TradingKit, for more docs, please see the [Wiki](https://github.com/Logictraders/tradingkit/wiki)
[](https://conventionalcommits.org)
## Requirements
- python 3.7+
- pip
## Installation
the recommended way to install TradingKit si via **PyPi**.
### Install from [PyPi](https://pypi.org/project/tradingkit/)
```bash
pip3 install tradingkit
```
### Install from [Source](https://github.com/logictraders/tradingkit)
```bash
git clone https://github.com/logictraders/tradingkit
cd tradingkit
# Optional, uncomment the line below if you want a specific version
# git checkout v1.2.5
python3 setup.py install
```
## Creating strategies
In order to create new strategies you need **4 steps**
### Create separate project
Create new python3.7+ project, no need to do anymore in this step.
### Creating strategy class
create a class extending from `tradingkit.strategy.strategy.Strategy`
```python
# File my_project/my_strategy.py
import logging
import ccxt.Exchange
from tradingkit.pubsub.event.trade import Trade
from tradingkit.pubsub.event.book import Book
from tradingkit.pubsub.event.order import Order
from tradingkit.pubsub.core.event import Event
from tradingkit.strategy.strategy import Strategy
class MyStrategy(Strategy):
def __init__(self, exchange: Exchange, config):
super().__init__(exchange, config)
# do whatever initializations you need
def on_event(self, event: Event):
if isinstance(event, Trade):
logging.info("Order event happened!")
# do whatever you need with the exchange
self.exchange.create_order(...)
if isinstance(event, Book):
logging.info("Book event happened!")
# do whatever you need with the exchange
self.exchange.create_order(...)
if isinstance(event, Order):
logging.info("Order event happened!")
# do whatever you need with the exchange
self.exchange.create_order(...)
```
### Create main config file
create `system/config.json` file
```json
{
"strategy": {
"class": "my_strategy.MyStrategy",
"arguments": ["@bridge", "@config"]
},
"config": {
"symbol": "%env(SYMBOL)%"
}
}
```
create `.env` file to add some env vars
```bash
# File .env
SYMBOL=BTC/EUR
```
### Configure dev environment
create `system/config.dev.json` file
```json
{
"exchange": "@testex",
"feeder": "@backtest_feeder"
}
```
### Configure live environment
create `system/config.live.json` file
```json
{
"exchange": "@kraken",
"feeder": "@kraken_feeder"
}
```
create `.env.live.local` file to add your bitmex credentials credentials
```bash
# File .env.live.local
KRAKEN_KEY=xxxxxxxxxxxxxxxxxxx
KRAKEN_SECRET=yyyyyyyyyyyyyyyyyyyy
```
### Run dev (backtest)
```
tk run -e dev -y 2020 -m 1 --plot
```
### Run live
```
tk run -e live --plot
```
### Available configurations
Injectable modules:
| Module Type| Key |Module | Description | Arguments |
|------------|------------|:-----------------------------|:-------------------------------------|---------------|
| Exchange |exchange |kraken |Kraken exchange API |apikey, secret |
| Exchange |exchange |bitmex |Bitmex exchange API |apikey, secret |
| Exchange |exchange |bitmex_testnet |Bitmex testnet exchange API |apikey, secret |
| Exchange |exchange |testex |kraken exchange simulator |balances, fees |
| Exchange |exchange |bitmex_backtest |bitmex exchange simulator |balances, fees |
| Feeder |feeder |kraken_backtest_feeder |feeder used for kraken simulations |exchange, symbol, since8601, to8601|
| Feeder |feeder |bitmex_funding_backtest_feeder|feeder used for bitmex simulations |exchange, symbol, since8601, to8601|
| Feeder |feeder |bitmex_testnet_feeder |feeder used for bitmex-testnet live strategies |apikey, secret |
| Feeder |feeder |bitmex_feeder |feeder used for bitmex live strategies |apikey, secret |
| Feeder |feeder |kraken_feeder |feeder used for kraken live strategies |apikey, secret |
| Feeder |feeder |outlier_trade_filter |feeder used to reduce back_test outlier trade data|MAX_PRICE_CHANGE_SINGLE_TRADE|
| Bridge |bridge |bridge |exchange interface for simulator and real exchange|exchange |
| Plotter |plotter |highstock |plotter used to show simulation result on chart ||
| Plotter |plotter |plotly |plotter used to show simulation result on chart ||
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"description": "# TradingKit\nThis file shows the basic usage for TradingKit, for more docs, please see the [Wiki](https://github.com/Logictraders/tradingkit/wiki)\n\n\n\n[](https://conventionalcommits.org)\n\n## Requirements\n- python 3.7+\n- pip\n\n## Installation\nthe recommended way to install TradingKit si via **PyPi**.\n\n### Install from [PyPi](https://pypi.org/project/tradingkit/)\n```bash\npip3 install tradingkit\n```\n\n### Install from [Source](https://github.com/logictraders/tradingkit)\n```bash\ngit clone https://github.com/logictraders/tradingkit\ncd tradingkit\n# Optional, uncomment the line below if you want a specific version\n# git checkout v1.2.5\npython3 setup.py install\n```\n\n## Creating strategies\nIn order to create new strategies you need **4 steps**\n\n### Create separate project\nCreate new python3.7+ project, no need to do anymore in this step.\n\n### Creating strategy class\ncreate a class extending from `tradingkit.strategy.strategy.Strategy`\n```python\n# File my_project/my_strategy.py\nimport logging\nimport ccxt.Exchange\n\nfrom tradingkit.pubsub.event.trade import Trade\nfrom tradingkit.pubsub.event.book import Book\nfrom tradingkit.pubsub.event.order import Order\nfrom tradingkit.pubsub.core.event import Event\nfrom tradingkit.strategy.strategy import Strategy\n\n\nclass MyStrategy(Strategy):\n\n def __init__(self, exchange: Exchange, config):\n super().__init__(exchange, config)\n # do whatever initializations you need\n\n def on_event(self, event: Event):\n if isinstance(event, Trade):\n logging.info(\"Order event happened!\")\n # do whatever you need with the exchange\n self.exchange.create_order(...)\n if isinstance(event, Book):\n logging.info(\"Book event happened!\")\n # do whatever you need with the exchange\n self.exchange.create_order(...)\n if isinstance(event, Order):\n logging.info(\"Order event happened!\")\n # do whatever you need with the exchange\n self.exchange.create_order(...)\n```\n### Create main config file\ncreate `system/config.json` file\n```json\n{\n \"strategy\": {\n \"class\": \"my_strategy.MyStrategy\",\n \"arguments\": [\"@bridge\", \"@config\"]\n },\n \"config\": {\n \"symbol\": \"%env(SYMBOL)%\"\n }\n}\n```\ncreate `.env` file to add some env vars\n```bash\n# File .env\nSYMBOL=BTC/EUR\n```\n\n\n### Configure dev environment\ncreate `system/config.dev.json` file\n```json\n{\n \"exchange\": \"@testex\",\n \"feeder\": \"@backtest_feeder\"\n}\n```\n\n### Configure live environment\ncreate `system/config.live.json` file\n```json\n{\n \"exchange\": \"@kraken\",\n \"feeder\": \"@kraken_feeder\"\n}\n```\ncreate `.env.live.local` file to add your bitmex credentials credentials\n```bash\n# File .env.live.local\nKRAKEN_KEY=xxxxxxxxxxxxxxxxxxx\nKRAKEN_SECRET=yyyyyyyyyyyyyyyyyyyy\n```\n\n\n### Run dev (backtest)\n```\ntk run -e dev -y 2020 -m 1 --plot\n```\n\n### Run live\n```\ntk run -e live --plot\n```\n\n### Available configurations\nInjectable modules:\n\n| Module Type| Key |Module | Description | Arguments |\n|------------|------------|:-----------------------------|:-------------------------------------|---------------|\n| Exchange |exchange |kraken |Kraken exchange API |apikey, secret |\n| Exchange |exchange |bitmex |Bitmex exchange API |apikey, secret |\n| Exchange |exchange |bitmex_testnet |Bitmex testnet exchange API |apikey, secret |\n| Exchange |exchange |testex |kraken exchange simulator |balances, fees |\n| Exchange |exchange |bitmex_backtest |bitmex exchange simulator |balances, fees |\n| Feeder |feeder |kraken_backtest_feeder |feeder used for kraken simulations |exchange, symbol, since8601, to8601|\n| Feeder |feeder |bitmex_funding_backtest_feeder|feeder used for bitmex simulations |exchange, symbol, since8601, to8601|\n| Feeder |feeder |bitmex_testnet_feeder |feeder used for bitmex-testnet live strategies |apikey, secret |\n| Feeder |feeder |bitmex_feeder |feeder used for bitmex live strategies |apikey, secret |\n| Feeder |feeder |kraken_feeder |feeder used for kraken live strategies |apikey, secret |\n| Feeder |feeder |outlier_trade_filter |feeder used to reduce back_test outlier trade data|MAX_PRICE_CHANGE_SINGLE_TRADE|\n| Bridge |bridge |bridge |exchange interface for simulator and real exchange|exchange |\n| Plotter |plotter |highstock |plotter used to show simulation result on chart ||\n| Plotter |plotter |plotly |plotter used to show simulation result on chart ||\n",
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