Zzzzero / CryptoBot

High(ish) frequency trading bot for cryptocurrencies, using Machine Learning for future price predictions

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CryptoBot v1.0.1

About

CryptoBot will be an automated, high frequency trading bot for cryptocurrencies. It uses Machine Learning to decide when to trade. Currently it is a work in progress.
The bot is rewritten to work with bitfinex.

List of sources

https://github.com/AdeelMufti/CryptoBot
https://github.com/cbyn/bitpredict
https://mmquant.net/replicating-orderbooks-from-websocket-stream-with-python-and-asyncio/

The project is written entirely in Python, with the exception of some shell scripts.

EjjE101

I found this project on github and have some ideas about improving it.

  • implement websocket [ 100% done ] todo:
    • convert to bitfinex
    • multiple currencies pairs
    • improve code
  • use tensorflow
    • return model to original paper as starting point
  • improve trading strategy [ 0% done ] todo:
    • implement websocket
    • test for beter features
  • multi currencies [ 10% done ] todo:
    • store alle currencies in mongodb
    • test for beter features

What am i working on now?

[done] Currently working on implementing the websocket connection en improving the code that i have written. I need this because of the rate limit that is on de REST api, on bitfinex this is 90 request per second. With the websocket connection i received more then 1000 messages per second.

[work in progress] check all
implement tensorflow and reset bot to original paper.

Ideas

The trading strategy that is currently used opens a position and closest it 15 seconds later. I think this can be improved to re-evaluate your current position every second.

Updates

[2-1-18] I have started to log a couple of orderbooks and trades on a €3.- VPS. Maybe a should make this data available.

Help the project

well do what i did and fork the project en improve the code. Also for training and back testing i need access to fast hardware (gpu). Also for collecting the data i need a vps or ec2 these cost money and so i am looking for sponsors.

BTC 148XxY4qVf7z5X9rK3FtxiJaUcynXLraxb
ETH 0xb3EBA8abd933Bd7572dDF0c64aCD8eBaFFB420AB

All sponsers will be mentioned below -[ ]
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About

High(ish) frequency trading bot for cryptocurrencies, using Machine Learning for future price predictions

License:Apache License 2.0


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Language:Python 98.0%Language:Shell 2.0%