Command format: command <required> [optional=default_value]
Commands are text arguments with spaces in between. If you setup the bash aliases in README.md, you can call them with <exchange> <command>
. If not, you can use trader-cli <exchange> <command>
. If you want to give the bot bulk commands, put them in <config_dir>/in.txt
and save the file, one command per line.
There is two accepted market formats: BASE-QUOTE
and BASE_QUOTE
. BASE is the base currency, and QUOTE is the quote currency. For example, this means that if you are buying and selling LTC and BTC, and the market is priced in BTC, you are trading in the BTC-LTC
market. This means that BTC is the base currency, and LTC is the quote currency, where 1 LTC = x BTC
. x
is the market price of BTC-LTC
.
setorder <market> <buy|sell> <lo> <hi> <amount> <ghost|active> - add a new position
cancelall [market=all] - cancels orders, clears position index, for one or all markets
cancellocal [market=all] - cancels orders, clears position index, deletes positions, for one or all markets
savemarket [market=all] [orders_per_side=15] - save ping-pong state into <config-dir>/index-<market>.txt
savesettings - save config to <config-dir>/settings.txt
savestats - save stats file <config-dir>/stats
getbalances - (runs an api) get exchange balances
getorders <market> - show active positions by price
getordersbyindex <market> - show active positions by index
getalpha - print market alpha, vwap_buy, vwap_sell, volume, total volume, per-trade vol, trades
getdailyvolume - print total volume per day
getdailymarketvolume - print market volume for each [day, market]
getshortlong <tag> - print short/long total for tag
getbuyselltotal - print local order count
gethibuylosell - print market spreads
exit/quit/stop - quit daemon
setordermax <market> <max count> - set automated max order count for market. 0 will disable automation of market
setordermin <market> <min count> - set automated min order count for market. 0 will disable automation of market
setorderdc <market> <count> - set diverge/converge count for each landmark order
setorderdcnice <market> <nice> - nice value for dc, recommended value 5 to 10
setorderlandmarkstart <market> <n> - offset from hi_buy to start diverge/converge
setorderlandmarkthresh <market> <n> - offset from order_max to start landmark sets
setmarketsentiment <market> <bool> - true = bullish, false = bearish
setmarketoffset <market> <offset> - set offset for market. 0.003 = 0.3% = 0.15% compensation per fill
setkeyandsecret <key_plain> <secret_plain> - manually set key
setkeyandsecrethex <hex blob> <hex blob> - manually set key by hex value
setfee <double> - manually set fee (changes automatically on polo)
setslippagemultiplier <real> - price guessing after post-only error. increment = (mul*p)+0.00000001
setnaminterval <ms> - set timer interval for packets
setbookinterval <ms> - set timer interval for orderbook updates
setpublicbookinterval <ms> - slippage calc price update interval
setcheckinterval <ms> - set timer interval for timeout/buysellcount
setdcinterval <ms> - dc interval, recommended value 30000 to 300000
setsentcommandsmax <n> - limit the number of in-flight commands to n
setcancelthresh <n> - if a market has >= n orders, sent cancel commands before any other command
getbuildversion - print build version
setclearstrayorders <bool> - detect stray orders and cancel invalid duplicates(also required for scan-set)
setgracetimelimit <ms> - threshhold to clear stray orders after detection, in seconds
setslippagecalculated <bool> - post-only increment type. false = linear, true = use spread as guideline
setadjustbuysell <bool> - allow post-only error price to correct hi_buy/lo_sell price for slippage calculations
setpostonly <bool> - use maker orders only for automatic orders
setdcslippage <bool> - include slippage orders in diverge/converge function
setsafetydelaytime <ms> - tolerance for order_set_time and orderbook_receive_time
setrequesttimeout <ms>
setcanceltimeout <ms>
setslippagetimeout <ms>
setslippagestaletime <ms> - delay inclusion of slippage prices into slippage calculations for ms milliseconds
clearallstats - clear all stats
getconfig - show the current internal settings and trading preferences
sendcommand <command> <url-args> - send manual api command
cancellowest <market> - cancel lowest local order by price
cancelhighest <market> - cancel highest local order by price
setnextlowest <market> [buy|sell] - set new lowest order from stored indexes. optional override for buy/sell
setnexthighest <market> [buy|sell] - set new highest order from stored indexes. optional override for buy/sell
short <market> - short by price
shortindex <market> - short by index
long <market> - long by price
longindex <market> - long by index