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poliamori's Introduction

Poliamori

This project aims to connect to multiple Crypto Exchange Platforms, trade on them automatically and potentially discover arbitrage opportunities.

poliamori's People

Contributors

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Stargazers

Jordi Burgos avatar

Watchers

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poliamori's Issues

Keep minimum BNB balance

Binance has lower fees if you pay with BNB, so keep a minimum BNB balance to pay for fees at all times.

Add simulation mode

Simulation mode performs real requests to retrieve data but simulates requests to send orders (buy, sell, etc).
Should calculate the order operation and keep a local account with the trades and positions.

Phases

1 - Backtest strategy
2 - Run strategy on simulation mode
3 - Run strategy live on Test Network
4 - Run strategy live on Spot Network
5 - Run strategy live on Margin Network (and instead of just Buy low and Sell high, you can Long low and Short high and earn money both directions)
6 ???
7 Profit

Add backtesting mode

Mode to run test the strategies against historical data. Should allow to select the date range within the available historical data.

Collect historical data for backtesting

We need Binance historical data for Backtesting. We could use the Binance APIs to retrieve and store that data, but that would take a lot of time, specially for all the asset pairs.

Ideally we would get

  • Tick-by-tick Trades - Price and volume data, all transactions executed on the exchange
  • Order Book Snapshots - Bids and asks placed within 10% of the midprice, taken twice per minute, and derived order book measures including market depth, slippage, and spread.
  • VWAP - [Volume Weighted Average Price] in granularities ranging from 1 second to 1 day
  • OHLCV - Candlesticks in granularities ranging from 1 second to 1 day

Learn about TA indicators

Learn about and implement Technical Analysis indicators and trading signals (buy signal/sell signal) including but not limited to

  • DBB (Double Bollinger Bands)
  • EMA (Exponential Moving Average)
  • MACD (Moving Average Convergence Divergence)
  • RSI (Relative Strength Signal)
  • SMA (Simple Moving Average)
  • ADX (Average Directional Movement Index)
  • CCI (Commodity Channel Index)
  • Ichimoku

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