BlackBot

所属分类:金融证券系统
开发工具:Python
文件大小:5KB
下载次数:1
上传日期:2021-02-16 13:49:44
上 传 者sh-1993
说明:  网格交易机器人
(Grid Trading Bot)

文件列表:
BlackBot.py (7513, 2019-03-28)
LICENSE (1064, 2019-03-28)
sample-bot.cfg (743, 2019-03-28)

# BlackBot BlackBot is a Python bot implementing a grid trading strategy. It can work with any assets pair on the Waves DEX. Grid trading doesn’t care about which way the market’s going — in fact, as a profitable strategy it works best in ranging markets. The strategy places a ladder of sells at regular intervals above market price, and another ladder of buys beneath it. If a sell is filled, those funds are used to place a buy just beneath that sell. Thus you can think of the grid as a series of pairs of buys/sells stretching up and down the price chart, with either the buy or sell in each pair always active. For example, let’s say the last price is 2000 satoshis you’ve got sells laddered up at 2100, 2200, 2300... If the price hits 2100, you immediately use those funds to place a new buy at 2000. If it drops to 2000 again, you buy back the Incent you sold at 2100. If it rises further, you sell at 2200 and open a buy at 2100. Whichever way the price moves, you’re providing depth — buffering the market and smoothing out any peaks and troughs. Additionally, if you open and then close a trade within a tranche (e.g. you sell at 2200, then buy back at 2100) then you make a small profit. ## Getting Started BlackBot requires Python 2.7 or 3.x and the following Python packages: * PyWaves * ConfigParser (with Python 2.7) * configparser (with Python 3.x) You can install them with ``` pip install pywaves pip install ConfigParser (python 2.7) pip install configparser (python 3.x) ``` You can start BlackBot with this command: ``` python BlackBot.py sample-bot.cfg ``` below you can find a sample configuration file: ``` [main] node = http://nodes.wavesnodes.com matcher = http://matcher.wavesnodes.com order_fee = 300000 order_lifetime = 8***00 [account] private_key = XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX [market] amount_asset = WAVES price_asset = 8LQW8f7P5d5PZM7GtZEBgaqRPGSzS3DfPuiXrURJ4AJS [grid] interval = 0.005 tranche_size = 200000000 grid_levels = 20 base = last type = symmetric [logging] logfile = bot.log ``` #### main section ```node``` is the address of the fullnode ```matcher``` is the matcher address ```order_fee``` is the fee to place buy and sell orders ```order_lifetime``` is the maximum life time (in seconds) for an open order #### account section ```private_key``` is the private key of the trading account #### market section ```amount_asset``` and ```price_asset``` are the IDs of the traded assets pair #### grid section ```interval``` is the % interval between grid levels ```tranche_size``` is the size amount of each buy and sell order ```grid_levels``` is the number of grid levels ```base``` is the price level around which the grid is setup; it can be LAST, for the last traded price, BID for the current bid price, ASK for the current ask price or a fixed constant price can be specified ```flexibility``` amount flexibility in percent, 20% flexibility means that the amount of the order might flucture +/- 10% around the defined tranche_size ```type``` the initial grid can be SYMMETRIC, if there are both buy and sell orders; BIDS if the are only buy orders; ASKS if there are only sell orders #### logging section ```logfile``` is the file where the log will be written

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