antonblockchain/bitmex-trading-algorithm

BitMEX easily customisable trading infrastructure.

BitMEX trading platform.

Overview

This is a trading bot for use with BitMEX. It is free to use and modify for your own strategies.

Disclaimer: All persons who using this code do so at their own risk.

Develop on Testnet first!
Testnet trading is completely free and is identical to the live market.

---

Articles about repository:

1. Medium - https://medium.com/@ilia.krotov/bitmex-trading-new-open-source-algorithms-and-infrastructure-d864340c4f6e

---

Getting started

BotManager.addBot(account_name='bitmex.sample.trading', strategy=strategy_mas_extreme, trader=trader_mas_extreme,
                  strategy_params={'timeperiod': '30T'},
                  trader_params={'leverage': LEVERAGE, 'deposit_percent': PERCENT_MONEY_TO_TRADE, 'max_num_of_positions': AVERAGING,
                                 'new_trade_to_average_percent': DROPDOWN},
                  bitmex_params={'test': TEST_EXCHANGE,
                                 'api_key': API_KEY,
                                 'api_secret': API_SECRET})

Main information that one have to change is hidden in main_loop.py.

1. If you want to start from testnet.bitmex.com, then set TEST_EXCHANGE to True and put your credentials to API_KEY and API_SECRET.
2. Then put percent of your deposit you want to trade in each trading execution (PERCENT_MONEY_TO_TRADE) and choose preferred leverage (LEVERAGE). Also you can set number of position for averaging (AVERAGING, e.g. 5) and percent of dropdown which will trigger averaging (DROPDOWN, e.g. 0.015).
3. Then set preferred timeframe for strategy (TIMEFRAME). Available variants are: 1m, 5m, 1h, 1d.
4. If you want change parameters of the strategy, go to strategies and choose prefered variant. For now, only 3 strategies are available.

---

For advanced users

If you want to change work logic of bot, you have to change 2 main things:

1. Logic of prediction in Strategies (look at method make_prediction)
2. Logic of trade execution in Traders (look at method exec_trade)

---

Notes

Because I share my strategies, you can say thanks donating BTC right here:

BTC: 3BMEX2wvGPi85PStKLTZMC6E3nhdbyHEgA

Here my affiliate link for your registration on BitMEX.

https://www.bitmex.com/register/dduBF7

Users who have signed up with a valid affiliate link will receive a 10% fee discount for 6 months.

Issues

Lots of people find this code not easy to run because of some dependencies. Here you can find libraries which are essential for succesful run:

1. talib (https://github.com/mrjbq7/ta-lib)
2. bitmex (https://github.com/BitMEX/api-connectors/tree/master/official-http/python-swaggerpy) And finally, your python must be at least 3.6 version for using f-strings (ex: f"Last prediction: {prediction}") Then you can successfully run the code.

If you have problems, feel free to open new issue.