A multi cryptocurrency exchange interface that supports
- retrieval of historical transaction data and limit order book
- retrieval of real time limit order book
and
- backtest and simulation of trading strategies
- real trading strategies
Bean is a lightweight wrapper of a bunch of remote protocal calls (RPC).
- Get real time order book example:
package main
import (
. "bean"
"bean/rpc"
"fmt"
)
func main() {
ex := bean.NewRPCExchangeC("tcp", "13.229.125.250:9892") // create an RPC exchange client
pair := Pair{BTC, USDT} // pair to query for the orderbook
ob, _ := ex.GetOrderBook(pair) // making the query
fmt.Println(ob) // print it out
}To run it:
go run example/orderbook/main.go
Retrieve historical orderbook and transactions example:
go run example/mds/main.go
To implement trading strategy, look at simplemm
To backtest a trading strategy, look at run_backtest
go run example/simplemm/main.go
After backtesting the result is visualized on webpage: http://localhost:8080