Coin Trader

Setup

Install Go

$ brew update
$ brew install golang

Update your .bashrc / .bash_profile file

Add these lines to your .bashrc file.

export GOPATH=$HOME/{{ GO_WORKSPACE_DIR }} # Change this to your go workspace.
export GOROOT=/usr/local/bin/go # Location of your go installation
export PATH=$PATH:$GOPATH/bin
export PATH=$PATH:$GOROOT/bin

Source your updated bash profile

$ source ~/.bash_profile

Install Postgres

1. Download Postgres
2. Download Postico
3. Open Postgres App and Initialize
4. Open Postico and connect with these settings...

Host: localhost
Password: _empty_
Port: 5432
Database: postgres

Database

Download Mirgation Tool $ go get github.com/rubenv/sql-migrate/...

Upload Schema to Database $ make setup-db

Bittrex

Create an API Key

1. Create ./bittrex.env
2. Add the following lines...

export BITTREX_API_KEY="test"
export BITTREX_API_SECRET="test"

3. Source the environment variables

$ source bittrex.env

Navigate to Bittrex Settings

Build

Download all the dependencies $ govendor sync

Build Executable $ make cli

Run Setup

$ bin/cli setup

Run Trading Bot

$ bin/cli trader

Backtesting

Backtesting involves running a strategy over existing data to determine if it will be profitable. To backtest, you need to create a new strategy in the strategies folder. It must abide by the Strategy interface{} and have ShouldBuy() and ShouldSell().

First, update the GetStrategy function in cmd/cli/backtest.go to point to your new strategy. Then build and run.

# Build CLI
$ make cli

# Run Backtest with 1h chart and btc-eth market
$ bin/cli backtest --interval=1h --marketKey=btc-eth

You will see a summary and the percent change on your investment.

Ticker

The ticker application can will run and collect hourly ticker information for all of the markets on an exchange.

Bittrex

# Build CLI
$ make cli

# Run ticker
$ bin/cli ticker --exchange=bittrex

We collect hourly ticker information from bittrex due to API Rate Limit Restrictions. Then, every morning at 00:10 UTC, we process the last 24 hourly ticks and generate a 24H candle. This data is all written to RDS.