geoah / go-trade

There be dragons.

go-trade

WARNING: DO NOT USE.

I would really suggest NOT using this for any kind of actual trading. Even if the simulation tells you it will be profitable, it will not be. The strategy was designed as a hack for relatively high volume and a bit or randomness, but it's too slow for it to actually be useful.

Setup your env

GDAX

Create an API key and set the following env vars:

• COINBASE_SECRET
• COINBASE_KEY
• COINBASE_PASSPHRASE

Installation on OSX

• Install golang >= 1.7

• Install golang dep.

• dep ensure to get all dependencies.

• docker-compose up -d to start rethinkdb in the background.

• go run *.go backfill --product=ETH-USD --days=2 to get 2 days of gdax.ETH-USD historic trade data.

• go run *.go sim --product=ETH-USD --last=2h --asset_capital=10 --currency_capital=1000 to simulate the the random strategy on the last day of gdax.ETH-USD trades.

• go run *.go trade to run the random strategy on realtime gdax trades.