crumble

Documentation

Overview

Package crumble provides strategy based on moving average for a trade-bot. See https://www.investopedia.com/terms/m/movingaverage.asp

All necessary configuration can be provided by environment variables, check out TradeConfig for the exact values to be passed.

Strategy is pretty straightforward:

1. For each Figi provided in global config TradeBot will create an independent TradeWorker.
2. Each TradeWorker is going to perform some action in a loop: 2.1. If trading for Figi is not available, if will proceed to sleep further. 2.2. If it has an order on market, it will check it's status: if order is fulfilled, it will go to the next stage or sleep otherwise. 2.3. The trading algorithm builds two MA, on a large interval (TradeConfig.LongWindow) and a small one (TradeConfig.ShortWindow). At the moment when the long exceeds the short, the robot sells, in the opposite case, it buys. Also interval is configured by TradeConfig.CandlesIntervalHours to query historic candles from sdk.MarketDataService. 2.4. If TradeWorker receives an interrupt signal, it will check a SellOnExit value in global config. If it's 'true', bot will try to create a sell order based on current market price. In other way it will just gracefully exit.

Сrumble (MA-based) strategy is ready-to-use in a Sandbox environment. TradeBot will automatically create a sandbox account and do the same things as in a real market (except it's just a sandbox and all money here is virtual).

Index

• type TradeBot
  • func NewTradeBot() *TradeBot
  • func (tb TradeBot) Run(ctx context.Context) (err error)
• type TradeConfig
  • func NewTradeConfig() *TradeConfig
• type TradeWorker
  • func NewTradeWorker(figi, accountID string) *TradeWorker
  • func (tw TradeWorker) Run(ctx context.Context, wg *sync.WaitGroup) (err error)

Types

type TradeBot

type TradeBot struct {
	// contains filtered or unexported fields
}

func NewTradeBot

func NewTradeBot() *TradeBot

func (TradeBot) Run

func (tb TradeBot) Run(ctx context.Context) (err error)

type TradeConfig

type TradeConfig struct {
	LotsToBuy      int     `default:"1" split_words:"true"`
	StopLossCoef   float64 `default:"0.95" split_words:"true"`
	TakeProfitCoef float64 `default:"1.05" split_words:"true"`

	ShortWindow          int `default:"25" split_words:"true"`
	LongWindow           int `default:"50" split_words:"true"`
	CandlesIntervalHours int `default:"144" split_words:"true"`

	WorkerSleepDurationSeconds int64 `default:"30" split_words:"true"`
	SecondsToCancelOrder       int64 `default:"3600" split_words:"true"`
}

func NewTradeConfig

func NewTradeConfig() *TradeConfig

type TradeWorker

type TradeWorker struct {
	ID   string
	Figi string
	// contains filtered or unexported fields
}

func NewTradeWorker

func NewTradeWorker(figi, accountID string) *TradeWorker

func (TradeWorker) Run

func (tw TradeWorker) Run(ctx context.Context, wg *sync.WaitGroup) (err error)