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A proof-of-concept algorithmic trading framework optimised in high-frequency and arbitrage trading

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CryptoWizard

A proof-of-concept algorithmic trading framework optimised in cryptocurrencies-trading

Implemented Brokers

  • Binance

Usage

To run RedWolf, first clone the repository.

git clone https://github.com/justusip/redwolf.git
cd redwolf

Prepare a .env file containing your Binance API key and secret placed at the project root.

BINANCE_API_KEY=...
BINANCE_SECRET=...

Start the service via the following command.

python3 main.py
[+][22/04 00:07:25.061783][Core] Initializing...
[+][22/04 00:07:25.068504][ UI ] Started interfacing server on localhost:2255
[#][22/04 00:07:25.105159][BNRS] [->][GET] /api/v3/time {}
[#][22/04 00:07:25.251526][BNRS] [<-][200] {'serverTime': 1650557245220}
[+][22/04 00:07:25.251770][BNXX] Google NTP time:     1650557245099 (11ms behind).
[+][22/04 00:07:25.251927][BNXX] Binance server time: 1650557245220 (115ms behind).
[#][22/04 00:07:25.252059][BNRS] [->][GET] /api/v3/exchangeInfo {}
[#][22/04 00:07:25.486054][BNRS] [<-][200] (hidden - 2745942 bytes)
[#][22/04 00:07:25.517089][BNRS] [->][GET] /sapi/v1/asset/tradeFee {'timestamp': 1650557245516, 'signature': 'e9e11a38602766c74d9aac8f53b67850faa4da053ae49cd299871b3855564107'}
[#][22/04 00:07:25.650099][BNRS] [<-][200] (hidden - 157181 bytes)
[#][22/04 00:07:25.653106][BNRS] [->][GET] /api/v3/ticker/bookTicker {}
[#][22/04 00:07:25.748239][BNRS] [<-][200] (hidden - 253997 bytes)
[#][22/04 00:07:25.752183][BNRS] [->][GET] /api/v3/ticker/24hr {}
[#][22/04 00:07:25.915073][BNRS] [<-][200] (hidden - 1109324 bytes)
[+][22/04 00:07:25.921117][BNXX] Market definitions updated. 1449 active tickers were loaded.
[+][22/04 00:07:25.921438][Core] 1 market(s) ready.
[+][22/04 00:07:25.921492][Core] Initialized. (860ms)
[+][22/04 00:07:25.921539][Core] 1 program(s) loaded.
[+][22/04 00:07:25.921748][Core] 1 program(s) up and running.
[+][22/04 00:07:25.921982][BNXX] Connecting to Binance's WebSocket market streams...
[+][22/04 00:07:26.627556][BNXX] Connected to Binance's WebSocket market streams.

Implementing a Custom Trading Strategy

Please refer to the files under the programs folder.

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A proof-of-concept algorithmic trading framework optimised in high-frequency and arbitrage trading

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