WIP: Experimental bot trader for crypto currency written in Rust

It's a personal project and it's not finished.

Objectives

• Synchronize candles from exchange into local database
• Provide fast back test with custom trade rules
• Allow custom trade from script file
• Automatize live trade operations
• Tooling to verify operations from plotted chart images

Current state

• Read candles from Binance API
• Download and synchronize missing candles in local database
• Convert traditional candles to Heikin-Ashi candles
• Plot image with candles and indicators
• Detect top/bottom candles
• Allow run with input/output stream to interop with other process
• MVP scripting custom rules (📢 NEW! 😎)
• Add more functions to technical analysis scripting
• Register position, operation, profits and others
• Visual tools for checking operations
• Bot trade runner
• GUI

Generated sample chart

Main libs used

• Binance API
• TA (Technical Analysis)
• SQLx
• Plotters
• rhai (Scripting Language)

Prerequisites

1. Rust 1.51 or greater

2. Environment variables (or .env file in current directory): API_KEY Binance API key SECRET_KEY Binance API secret DATABASE_URL Postgres database URL

3. Dependencies (due plot library)

sudo apt install git curl autoconf libx11-dev libfreetype6-dev libgl1-mesa-dri \
    libglib2.0-dev xorg-dev gperf g++ build-essential cmake libssl-dev \
    liblzma-dev libxmu6 libxmu-dev \
    libxcb-render0-dev libxcb-shape0-dev libxcb-xfixes0-dev \
    libgles2-mesa-dev libegl1-mesa-dev libdbus-1-dev libharfbuzz-dev ccache \
    clang libunwind-dev libgstreamer1.0-dev libgstreamer-plugins-base1.0-dev \
    libgstreamer-plugins-bad1.0-dev autoconf2.13 llvm-dev

3. SQLx

cargo install sqlx-cli

Setup

Steps to create Postgres database:

sqlx database create
sqlx migrate run

Running

Example plot command, that generates image in out/ directory:

cargo run --release -- --debug -y BTCUSDT -m 15 -s "2020-12-21 00:00:00" -e "2020-12-25 23:00:00" plot

Parameters: -y symbol -m minutes candle time -s start date time -e end date time

Example run backtest script:

cargo run --release -- -y BTCUSDT -m 15 -s "2020-11-01 00:00:00" -e "2020-12-31 23:45:00" script-back-test --file examples/macd.rhai

Script content:

fn buy() {
    if macd(15, 34, 72, 17) > macd_signal(15, 34, 72, 17) {
        true
    } else {
        false
    }
}

Other commands samples in examples/command/ directory.