T-801 - smart crypto trading

high-level design

references

1. 6 of The Best Crypto Trading Bots Strategies
2. Relative Strength Index (RSI) Indicator for Crypto Trading
3. Exponential Moving Average: How to Use EMA to Trade Volatile Crypto
4. Most Commonly-Used Periods in Creating Moving Average (MA) Lines

data sources

1. coingecko API
2. https://www.cryptodatadownload.com/data/

local database

For development purposes you will want to run a local instance of the price database. This is accomplished as follows

1. source set-env
2. make dockerinit
3. make pdbinit

Now you have a local price database running -- make pdbprompt will give you a mysql shell. That database is empty though.

Assuming you have a data snapshot in /tmp/snapshot/T-801/ you can populate it with 5-minute candle data (using the data import tool (dit)) as follows:

make
for ds in binance ftx gateio huobi; do bin/dit pod --dsource $ds --period 5M --fpath /tmp/snapshot/T-801/$ds; done

This will give you 5-minute candles (for btc, eth, bnb, ada, sol, dot, avax, matic and ltc versus usdt) from 2022-07-26 to today.

Have fun :-)

Please note:

• the database content resides in the /tmp directory and will thus be wiped every time you restart. If you want a more permanent copy you need to change the pdbdir variable in the Makefile.
• dit uses INSERT IGNORE statements on tables that have uniqueness constraints i.e. it is idempotent

back testing

For back testing purposes we need price data that goes back 6 - 12 months. Such data can be obtained from cryptodatadownload.com and loaded into the database as follows:

bin/ldd Binance_ETHUSDT_2022_minute.csv

production database

We have a mariadb instance running in production that

• is being updated with 5-minute candle data (OHLC) continuously
• has 1-minute candle data for btc and eth going back as far as 2021-01-01