intelliot / cointrader

cryptocurrency trading backend

Coin Trader

Coin Trader is a Java-based backend for trading cryptocurrencies, released under the Apache License. It features:

• Connectivity to many exchanges
• Control console (text)
• Simulated trading
• Schema and persistence
• CSV output of market data
• Ad-hoc table reports
• Modular infrastructure

Coin Trader's future includes:

• Live order execution
• Basic order routing
• Flexible data output
• Basic indicators
• Accounting and reconciliation
• Backtesting
• Web console & graphing

See the Wiki for more information, or jump to Setup.

Console Demo

The Coin Trader console gives you a peek into the engine.

$ ./cointrader.sh console

Coin Trader Console 0.3.0-SNAPSHOT

ct> help
Type "help {command}" for more detailed information.
Available commands:
    • attach
    • buy
    • csv
    • currencies
    • data
    • exchanges
    • exit
    • help
    • jpa
    • listings
    • markets
    • sell
    • set
    • unset
    • unwatch
    • watch
    • watches

ct> data summary
+------------------+------------+-----------+
|      Market      | Num Trades | Num Books |
+------------------+------------+-----------+
|     BTCE:BTC.USD |       8149 |      2671 |
| BITFINEX:BTC.USD |       3509 |      2551 |
| BITSTAMP:BTC.USD |       1344 |       901 |
| BITFINEX:DRK.USD |       1000 |        21 |
| BITFINEX:DRK.BTC |       1000 |        21 |
| BITFINEX:LTC.USD |       1000 |        22 |
| BITFINEX:LTC.BTC |       1000 |        22 |
| BTCCHINA:BTC.CNY |        134 |        31 |
| BTCCHINA:LTC.CNY |        110 |        31 |
| BTCCHINA:LTC.BTC |        102 |        31 |
|     BTER:BTC.CNY |         47 |         7 |
|     BTER:LTC.BTC |         38 |        84 |
|    BTER:DOGE.CNY |         26 |         7 |
|     BTER:NXT.CNY |         26 |         6 |
|     BTER:DRK.CNY |         23 |         6 |
|    BTER:DOGE.BTC |         23 |         6 |
|     BTER:LTC.CNY |         21 |         7 |
|     BTER:XCP.CNY |         20 |         6 |
|     BTER:DRK.BTC |         19 |         6 |
|     BTER:XCP.BTC |         18 |        12 |
|     BTER:NXT.USD |          2 |         6 |
+------------------+------------+-----------+

ct> watch btc.usd
now watching BTC.USD

ct> 
book: BITFINEX:BTC.USD    587.4 (0.317861) - 588.82 (-1.54641998)
book: BTCE:BTC.USD    583.92 (0.01499999) - 585.99 (-0.01819054)
book: BITSTAMP:BTC.USD    588.79 (0.99999999) - 590.33 (-0.19199999)
book: BITFINEX:BTC.USD    587.4 (0.317861) - 588.81 (-13.94196839)
book: BTCE:BTC.USD    583.92 (0.01499999) - 585.99 (-0.01819054)
trade: BITSTAMP:BTC.USD    590.33 (0.03489999)
book: BTCE:BTC.USD    583.92 (0.01499999) - 585.99 (-0.01819054)
book: BITFINEX:BTC.USD    587.4 (0.317861) - 588.8 (-31.37994228)
book: BTCE:BTC.USD    583.92 (0.01499999) - 585.99 (-0.01180944)

ct> unwatch btc.usd
no longer watching BTC.USD

ct> buy 10.0 bitfinex:btc.usd
Sending order SpecificOrder{id=d5a2ff79-0eca-445d-a3b3-75d1e80265a7, parentOrder=null, market=BITFINEX:BTC.USD, volumeCount=1000000000}
Order has been placed. SpecificOrder{id=d5a2ff79-0eca-445d-a3b3-75d1e80265a7, parentOrder=null, market=BITFINEX:BTC.USD, volumeCount=1000000000}

ct> 
Filled order d5a2ff79-0eca-445d-a3b3-75d1e80265a7: Fill{order=d5a2ff79-0eca-445d-a3b3-75d1e80265a7, market=BITFINEX:BTC.USD, price=585.57, volume=2.11486695}
Order is partially filled SpecificOrder{id=d5a2ff79-0eca-445d-a3b3-75d1e80265a7, parentOrder=null, market=BITFINEX:BTC.USD, volumeCount=1000000000, averageFillPrice=585.57}
Filled order d5a2ff79-0eca-445d-a3b3-75d1e80265a7: Fill{order=d5a2ff79-0eca-445d-a3b3-75d1e80265a7, market=BITFINEX:BTC.USD, price=585.58, volume=7.88513305}
Order has been completely filled.  SpecificOrder{id=d5a2ff79-0eca-445d-a3b3-75d1e80265a7, parentOrder=null, market=BITFINEX:BTC.USD, volumeCount=1000000000, averageFillPrice=585.57788513305}

ct> buy 1 btc.usd
Creating order GeneralOrder{id=a4664af4-a21d-4b77-a999-bc8a78a8d951, parentOrder=null, listing=BTC.USD, volume=1}
Order has been placed. SpecificOrder{id=3ff02408-8269-4bf9-929f-8d2ca060f6fc, parentOrder=a4664af4-a21d-4b77-a999-bc8a78a8d951, market=BITSTAMP:BTC.USD, volumeCount=100000000}

ct>
Filled order 3ff02408-8269-4bf9-929f-8d2ca060f6fc: Fill{order=3ff02408-8269-4bf9-929f-8d2ca060f6fc, market=BITSTAMP:BTC.USD, price=584.99, volume=1}
Order has been completely filled.  SpecificOrder{id=3ff02408-8269-4bf9-929f-8d2ca060f6fc, parentOrder=a4664af4-a21d-4b77-a999-bc8a78a8d951, market=BITSTAMP:BTC.USD, volumeCount=100000000, averageFillPrice=584.99}
Order has been completely filled.  GeneralOrder{id=a4664af4-a21d-4b77-a999-bc8a78a8d951, parentOrder=null, listing=BTC.USD, volume=1}

ct> exit

$

Coin Trader does not send live orders to exchanges yet. The above demo uses simulated order filling for testing.

Automated Trading

To implement signals and automated strategies, you connect Esper event queries to Java code like this:

@When( "select avg(priceAsDouble) from Trade.win:time(30 sec)" )
void checkMovingAverage( double avg )
{
  if( avg > trigger )
    esper.publish( new MyIndicator(5.31) );
}

@When( "select * from MyIndicator where myIndicatorValue > 5.0" )
void enterTrade( MyIndicator s )
{
  orders.create( Listings.BTC_USD, 1.0 )
        .withLimit( 650.25 )
        .place();
}

See the Wiki for more information, or jump to Setup.