Crypto currency trading system for CoreCLR
This set of libraries provides the basic elements of a crypto currency trading system. It currently features connectivity to the GDAX exchange, but it should be fairly straight-forward to add more exchange backends. There is also a simple Akka.net actor wrapper that should aid in writing trading bots.
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M3F.TradingSystem contains the core classes and interfaces for consuming prices and operating on orders. ITicker allows for top-of-book price subscriptions, while IOrderManager allows for placing orders as well as receiving order update notifications.
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M3F.TradingSystem.Actors contains a set of classes that work with the Akka.net actor ecosystem. Making simple trading strategies is easier with the actor model.
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M3F.TradingSystem.Gdax implements connectivity to the GDAX exchange and provides several helper classes for extracting data out of GDAX.
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mpm (aka Money Printing Machine 😉) is an example application which uses GDAX backend in conjunction with the actor system to implement a simple buy low, sell high bot.
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Download .NET Core for your platform (I've been using Ubuntu 16.04).
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Clone this git repository and go to its
srcdirectory. -
Modify the configuration files and adjust paths as necessary.
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Execute
dotnet restore -
Execute
dotnet run --project mpm/mpm.csproj mpm/example_mpm_config.jsonto run the example bot.
Any contributions are welcome! Simply open a pull request. Feel free to work on any of the open issues, or report a new issue if you feel its needed.
See LICENSE file for the full text of BSD-style license.
gdax, coreclr, csharp, c#, .net, bitcoin, crypto, ethereum, ether, litecoin, BTC, LTC, ETH