Run trading algorithms (Finite State Machines) on historical candle data and Binance.

This application is no longer maintained. We have developed visualisation, data fetching (Binance) and deployment (Ansible) software that integrates with this application. If you would like to acquire these applications, open an issue.

The runner has two modes: Live and Backtest. In Live mode, API-credentials will be used to trade live on Binance. It is recommended to run live instances on a separate server and not locally. Backtests require historical candle data provided by a postgres database. Algorithms are mode-agnostic.

Algorithms are a collection of States that return other states. States have several important properties and methods as shown in the two tables below.

Migrations only have to be ran once to update the database schema. appsettings.yaml contains all required settings. If you are using docker .env is required as well.

• Dotnet 2.2 or Docker
• A PostgreSQL database
• Some knowledge about trading, candles, orders, crypto and Binance

1. Install Dotnet Core
2. Install PostgreSQL
3. Copy and adjust appsettings file

    cp SpreadShare/appsettings.json.example SpreadShare/appsettings.yaml
    nano SpreadShare/appsettings.yaml
   

4. Build project

   dotnet build SpreadShare.dll
   

5. Run migrations

   cd SpreadShare/bin/Debug/netcoreapp2.2/
   dotnet SpreadShare.dll --migrate
   

6. Import Candle data to database (https://github.com/spreadshare/datagathering)
7. Start runner

   dotnet SpreadShare.dll                       <-- Backtesting mode
   dotnet SpreadShare.dll --trading             <-- Trading mode
   

8. Run an algorithm

   run --algorithm TemplateAlgorithm -i
   

Use steps above, but instead of using dotnet:

1. Install Docker

   sudo apt-get install -y docker-ce && docker-compose
   

2. Add correct volumes and networks

   docker volume create --name postgres-data
   docker network create --name spreadshare_network
   

3. Copy and adjust .env

   cp .env.example .env
   nano .env
   

4. Copy and adjust appsettings file
5. Run migrations (adjust dockerfile to match correct entrypoint)
6. Import Candle data to database (https://github.com/spreadshare/datagathering)
7. Run docker-compose

   docker-compose up --build