metabot-tech / artis

Trading bot for crypto currencies

Artis

Simple trading bot for cryptocurrencies.

We decided to open-source the bot since we are no longer using it. The main strategy used is arbitrage. The supported markets are Liqui and Binance. We always traded between ETH and another coin. Mainly TRX and ADX.

Some of the code is legacy from other strategies or attempts. Start from strategies/balance if you want to analyse the code. I started a refactor in one of the branches, but I have not finished it. The main algorithm is pretty much all unit tested.

We also wanted to add automatic balancing between networks, but never got to it. There is still some code for that all around.

Setup

It is meant to run in docker. The docker-compose.yml file will spawn the service and the database. It will record all the transactions made by the bot and the balance of each coin in each market.

You will need to add a settings.yaml file with the following information:

DYNACONF:
    MARKETS: ['LIQUI', 'BINANCE']
    SLACK:
        TOKEN: '<YOUR TOKEN HERE>'
        CHANNEL: '#trading_bot' # Change this for the channel you want
    LIQUI:
        TIMEOUT: 30000
        SERVICE_FEE_HIGH: 0.0025 # Sometimes markets have a different fee when you place an order vs fulfill one
        SERVICE_FEE_LOW: 0.0010
        COINS: ['ADX', 'TRX'] # Supported coins
        API_KEY: <API KEY HERE>
        API_SECRET: <API SECRET HERE>
    BINANCE:
        TIMEOUT: 10000
        SERVICE_FEE_HIGH: 0.0010
        SERVICE_FEE_LOW: 0.0010
        COINS: ['ADX', 'TRX']
        API_KEY: <API KEY HERE>
        API_SECRET: <API SECRET HERE>
    DATABASE_URL: postgresql://{}:{}@localhost/{}
    COIN: "TRX" # Selected coin
    PRECISION: 0 # How many digits to use after the dot
    AMOUNT_TO_TRADE: 0.1 # Trade volume in ETH to trade each time
    MINIMUM_AMOUNT_TO_TRADE: 0.015 # Minimum volume in ETH for a trade to occur
    PROFIT_FACTOR: 1.0135 # Minimum difference (in %) in prices for a trade to occur
    PROFIT_REDUCTION: 0.005 # Reduction of profit if we missed the trade
    SERVICE_NUMBER: 1
    SLEEP_TIME: 0.05 # Sleep between iterations (avoid too many API requests)

artis's Issues

Notify if buy miss with too small amount to trade

If the buy is canceled, the bot will try to resell the executed amount.
If it is too low, this will fail. We should instead be notified.
Eventually it would be better to add it to the next trade.

Fees are not incorporated correctly

Since the fees on the two markets are not the same, this creates a problem because we are not reducing the amounts by the same proportion. That is why we never have the same growth rate on the ETH and the shitcoin.
While this is not dramatic because the percentages are small, this is a problem on the long term.

Always tarde min 1 TRX

Take wallet amount if not big enough to fill bid/ask

Stop requests when receving 429 or 418

sell best price order on liqui after buylow price on binance

order sell trx liqui first
order buy trx after on binance

Include fees in amount

Liqui 0.25%
Binance: 0.1%

Fix bad sell when retrying

When the initial sell is cancelled, the new sell at ASK price doesn't work

Add condition for sell cancellation

Before cancelling, we should check that the remaining part of the sell is more than the minimum you can sell on the market (normally 0.01 ETH).

Change slack bot for artis to APP

try bid on bid order

when the bot are in no profit zone
the bot put a 0,1eth in amount of TRX( exemple 100 trx) on bid order book on exchange A and a 0,1eth (minus)- profit factor like 0.09865 eth for the same amount of TRX (100 trx) in another exchange B.

result of 1.36% of profit in eth or 0.00136 eth of profit.

Rework the selling price

Currently we use the 99.6% of the last price, but it could be lower if the profit was more than 1.35%.
We should use the exposure in the calculation of the new price.

Add retry when trading

Sometimes we fail to sell for no good reason except that the market bugged. We should always retry before failing.

Bug when switching wallets

If we switch wallet we cannot check previous ONGOING transactions

Automatically switch accounts of liqui

Currently we are limited by the liqui limit, if we use the two accounts we will be able to double our profit.
Roadmap:

• Before switching, resolve the ONGOING transactions
• Add logic to support multiple keys
• Add logic to support change of account (maybe a switch in the database)

Verify what happened to trade 1260

The trade seems ONGOING (closed manually), but with zero amount???

Accumulate miss buy partially filled

Somethings a missed buy is partially filled, but not big enough to trade on the other market.
We should accumulate those small amounts and try to sell then later. Or at least keep track of them.

Sell after cancellation is selling the original amount

I thought I fixed it, but it seems that the amount it takes is not correct when cancelling a missed sell.
It should only try to sell the difference when partially filled.

Add waves support

Fake the markets

Fake the markets

Bug when cancelling order on binance

It seems like the order cancellation failed, telling us the order didn't exist. Pretty strange.
Order ID: 4670144
Amount: 405 TRX buy

When no good order is found, we should not return the first one

Currently we return the first order. The problem is sometimes all 5 top orders are not big enough. We should consider lowering the barrier (0.015 eth is maybe too high).
We should also skip the buy/sell if no good order is found...

Avoid double spend of double buy

When a sell or buy failed because of timeout or other error, sometimes the order is still performed. We need to find a way to avoid this.
Suggestions:

• Try to match volume and rate to one of our recent order
• Check the difference in balance (can be tricky if pending orders are closed at the same time)

Always sell or buy on liqui

Maybe a ranking of market?

Accumulate miss buy

We should accumulate the amounts and average price to balance it out when possible.

rebalance eth amount with the profit made

if 1000 trx gain in trade ----
sell 500 trx for eth to balance the initial ethereum.

Always save last transaction even if exit

Amounts are not revised when reselling

When we have a sell miss, we have to revise the amount we sell because we lower the sell price by 0.5%. If we sell on liqui, the exposure is 0.675% (for profit 1.35%). After deducing the fees 0.25% and the reduction 0.5%, we are in the negative...
We thus have to sell more to rebalance the 0.5% on the total exposure.