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bitfinexApi

This application is an online strategy trading REST API tool which can be used to automatically trade in bitfinex crypto-currency exchange. It is easy to use through a REST interface:

This trading draft unlike other code examples it contains real trading strategy that works pretty good with high risk-reward ratio:

How to use:

  • checkout code
  • compile it and run (maven based):
mvn clean compile
mvn spring-boot:start
  • if the application fails to start because of an issue of a busy port, then change the value of the variable server.port in application.properties file and recompile and rerun the application
  • run a postman client and play with these endpoints:
http://localhost:8080/main-control/startBot/symbols/tETHUSD/algos/moving_avg
http://localhost:8080/main-control/stopBot
http://localhost:8080/main-control/getaccountbalance

Current featues:

  • Rest Interface to start/stop the trading bot with the choice of a valid trading strategy plus a valid trading currency pair

Example: using here the moving_avg strategy plus the ETH/USD pair

http://localhost:8080/main-control/startBot/symbols/tETHUSD/algos/moving_avg
  • Moving average strategy implemented in the class MovingAverageStrategy: (NOTE: this strategy does not take real positions yet!!! but it computes the real P&L according to realtime market figures) it is a kind of state machine that takes decision in timing to enter a long/short position depending on two moving averages + pull backs: the snapshot bellow summaries an entry postion and a sell that was performed by this algorithm: Moving average strategy

-Level Price Strategy

Tests

  • Tested moving average strategy in two days +2% where 12 positions where openned 5 neutral 3 losses 4 gains ( starting capital test 1000$ P&L:+20$ , position size ~ 95$ , SL: -0.95$)

Future updates:

  • Add short position handling in Moving average strategy
  • Add real openning positions
  • ADX strategy
  • Polynomial regression + bollinger bands
  • websockets
  • timing entry position using the orderbook