The app is designed to perform infinity grid trading strategy in FTX exchange.
The basic trader named GridTrader control the number of grids dynamically using the setting in JSON file.
Trader with database support, GridTrader_with_db will store the transaction info in database via mysql.
If the trader termineated accidentally, the next execution of trader will follow the history stored in the database.
It is recommended to execeute the code in Linux system with Python version 3.7+.
The bot will show the following information in log file:
- Cash flow
- Realized profit, averaged profit per day (Not including fee)
- Total volume, averaged volume per day
- Maker ratio in filled orders
- Number of filled orders
- Transaction fee
Most of the funds is locked in normal grid trading bot, while this bot will only create limit orders near the market price (controlled by parameters in setting file). Under this circumstance, the profit can be much greater for short-term price volatility by increasing the transaction frequency. The funds may not be enough to afford the infinity grid trading under the same parameter settings, so it can be regarded as leveraged trading policy.
This grid trader will create at least grid_level and at most 2x grid_level numerber of grids for buy/sell, respectively. That is, the trader will make sure the number of orders for buy and sell are both not less than grid_level and also not greater than 2x grid_level.
The price difference of grids is set as interval_prof . For each transaction, the amount is set as amount.
- Download and untar the app from the latest release.
- Rename
setting.json.sampletosetting.json(Not required). - Edit the parameters in
setting.json - Run the command (See examples).
If you can not execute the app, try
chmod +x GridTrader GridTrader_with_db
This is a demo version, please contact me with email for further access.
The trader is set at {'grid_level':20,'amount':0.001,'interval_prof':3.0} for ETH/USD
It is recommended to create a subaccount to use this trading bot to avoid your orders being cancelled by the bot at the beginning.
./GridTrader your.setting.json
This command execute GridTrader with json file named your.setting.json.
./Gridtrader_with_db
This command execute Gridtrader_with_db with json file named setting.json.
Aug 05 2021 17:37:11, ##########.Trading Info.##########
Trade balance: -218.06 USD, +0.1000 ETH
Return: 54.3300 USD, 20.6422 USD/Day
Volume: 93891.71 USD, 35673.27 USD/Day
Maker ratio: 96.50%, Total: 3681
Fee: 2.12847845 USD, 0.00000000 ETH
##########.##########.##########.##########.##########
Aug 05 2021 17:37:34, buy at 2588.4, place new sell at 2591.4.
Aug 05 2021 17:37:35, Enlarge grid for buy at 2468.4
Aug 05 2021 17:37:35, ##########.Trading Info.##########
Trade balance: -243.94 USD, +0.1100 ETH
Return: 54.3300 USD, 20.6401 USD/Day
Volume: 93917.59 USD, 35679.49 USD/Day
Maker ratio: 96.50%, Total: 3682
Fee: 2.12847845 USD, 0.00000000 ETH
##########.##########.##########.##########.##########
Aug 05 2021 17:37:39, buy at 2585.4, place new sell at 2588.4.
Aug 05 2021 17:37:39, Enlarge grid for buy at 2465.4
Aug 05 2021 17:37:44, buy at 2582.4, place new sell at 2585.4.
Aug 05 2021 17:37:44, Enlarge grid for buy at 2462.4
Aug 05 2021 17:37:53, sell at 2585.4, place new buy at 2582.4.
BTC address: bc1qdqw277tqsqv0jqsc3hk4h2rwfa6zvfel2j09xe
ETH address: 0xCD5ea947424EaC5c277AbA8EcEDB1Ee760aBd265