{"id":19537357,"url":"https://github.com/banhao/coinbasepro-trading-simulator","last_synced_at":"2025-09-25T09:50:08.559Z","repository":{"id":164594448,"uuid":"329800703","full_name":"banhao/CoinBasePro-Trading-Simulator","owner":"banhao","description":"You can define your own trade conditions and by running CoinBasePro Trading Simulator to verify the conditions.","archived":false,"fork":false,"pushed_at":"2024-01-26T15:04:06.000Z","size":1351,"stargazers_count":6,"open_issues_count":0,"forks_count":3,"subscribers_count":2,"default_branch":"main","last_synced_at":"2025-04-04T14:43:54.886Z","etag":null,"topics":["coinbase-pro","coinbasepro-api","cryptocurrency","cryptocurrency-trading-simulator","matplotlib","mplfinance","plot","python3","regress-history-days","simulate-history-days","trading-algorithms","trading-condition","trading-simulator","trading-strategies"],"latest_commit_sha":null,"homepage":"","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/banhao.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null}},"created_at":"2021-01-15T03:39:55.000Z","updated_at":"2024-12-03T14:50:35.000Z","dependencies_parsed_at":"2024-01-26T16:25:50.279Z","dependency_job_id":"1167ed64-4f26-42c4-9c49-17c9aea3c830","html_url":"https://github.com/banhao/CoinBasePro-Trading-Simulator","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/banhao%2FCoinBasePro-Trading-Simulator","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/banhao%2FCoinBasePro-Trading-Simulator/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/banhao%2FCoinBasePro-Trading-Simulator/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/banhao%2FCoinBasePro-Trading-Simulator/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/banhao","download_url":"https://codeload.github.com/banhao/CoinBasePro-Trading-Simulator/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":251002095,"owners_count":21521108,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["coinbase-pro","coinbasepro-api","cryptocurrency","cryptocurrency-trading-simulator","matplotlib","mplfinance","plot","python3","regress-history-days","simulate-history-days","trading-algorithms","trading-condition","trading-simulator","trading-strategies"],"created_at":"2024-11-11T02:27:31.510Z","updated_at":"2025-09-25T09:50:03.516Z","avatar_url":"https://github.com/banhao.png","language":"Python","funding_links":["https://www.buymeacoffee.com/haoban","https://paypal.me/HAOBAN99?locale.x=en_US"],"categories":[],"sub_categories":[],"readme":"# **WARNING! This software will not be maintained any more. So please be very careful if you want to use it on CoinBase or CoinBase Pro.**\n=========================================================================\n\u003c!--\n# CryptoCurrency Trading Simulator\n[![made-with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg)](https://www.python.org/)\n\ncryptocurrency_trading_simulator.py is used to simulate the cryptocurrency trading indicators.\n\nCurrently it support 'MACD','RSI','ARRON','SMA','EMA','WMA','BOLLINGER','CCI' indicators.\n\nYou need have CoinBase Pro API first, but if you have the other data soruce I think it also can support. If you have more data source please share it with me.\n\nBecause I'm not a expert of stock trading so I'm not familiar with these indicators. And you also can define your own trading condition and use this tool to simulate.\n\n\nHere I'll give you an example and explain it.\n\nThe first plot will show you the max/min price by blue down/up arrow in the predefined period. And also use red/green arrows to show you all matched opportunities that predefine in parameter \"profit_rate\", here it's 10%.\n\nAnd the tool will also output the data of the match point.\n\n\u003cimg src=\"/screenshot/screenshot_01.jpg\"\u003e\n\n```\nREN-BTC\n High MACD MACD_DIFF MACD_SIGNAL RSI7 RSI14 ARRON_DOWN ARRON_UP ARRON BOLLINGER_HBAND \\\nDate\n2021-01-15 03:15:00 0.000015 2.785402e-07 1.147812e-07 1.637591e-07 87.63128 77.310638 21.428571 100.0 78.571429 0.000013\n\n BOLLINGER_HBAND_INDICATOR BOLLINGER_LBAND BOLLINGER_LBAND_INDICATOR BOLLINGER_MAVG BOLLINGER_PBAND BOLLINGER_WBAND\nDate\n2021-01-15 03:15:00 1.0 0.000011 0.0 0.000012 1.461119 10.885924\n Low MACD MACD_DIFF MACD_SIGNAL RSI7 RSI14 ARRON_DOWN ARRON_UP ARRON BOLLINGER_HBAND \\\nDate\n2021-01-13 21:45:00 0.00001 -9.675435e-08 -8.245229e-08 -1.430206e-08 14.151404 28.135547 100.0 28.571429 -71.428571 0.000012\n\n BOLLINGER_HBAND_INDICATOR BOLLINGER_LBAND BOLLINGER_LBAND_INDICATOR BOLLINGER_MAVG BOLLINGER_PBAND BOLLINGER_WBAND\nDate\n2021-01-13 21:45:00 0.0 0.000011 0.0 0.000011 0.115376 11.892132\n------------------------------------------------------------------------------------------------------\nMatch profit_rate Buy Opportunity 4\nMatch profit_rate Sell Opportunity 4\n Low High Open Close Volume MACD MACD_DIFF MACD_SIGNAL RSI7 RSI14 ARRON_DOWN \\\nDate\n2021-01-12 04:30:00 0.000011 0.000011 0.000011 0.000011 21921 NaN NaN NaN NaN NaN NaN\n2021-01-12 14:00:00 0.000010 0.000011 0.000011 0.000010 5815 -4.599820e-08 -3.391777e-09 -4.260643e-08 26.343895 36.467209 100.0\n2021-01-13 22:45:00 0.000011 0.000011 0.000011 0.000011 23689 -1.778982e-07 -8.113621e-08 -9.676197e-08 21.542520 30.235613 100.0\n2021-01-14 21:00:00 0.000012 0.000012 0.000012 0.000012 35545 -5.476099e-08 -3.931264e-08 -1.544835e-08 27.923919 37.738088 100.0\n\n ARRON_UP ARRON SMA5 SMA10 SMA60 EMA WMA BOLLINGER_HBAND BOLLINGER_HBAND_INDICATOR \\\nDate\n2021-01-12 04:30:00 NaN NaN NaN NaN NaN NaN NaN NaN 0.0\n2021-01-12 14:00:00 50.000000 -50.000000 0.000011 0.000011 NaN 0.000011 0.000011 NaN 0.0\n2021-01-13 22:45:00 21.428571 -78.571429 0.000011 0.000011 0.000011 0.000011 0.000011 0.000012 0.0\n2021-01-14 21:00:00 7.142857 -92.857143 0.000012 0.000012 0.000012 0.000012 0.000012 0.000012 0.0\n\n BOLLINGER_LBAND BOLLINGER_LBAND_INDICATOR BOLLINGER_MAVG BOLLINGER_PBAND BOLLINGER_WBAND CCI Min_signal_Price \\\nDate\n2021-01-12 04:30:00 NaN 0.0 NaN NaN NaN NaN NaN\n2021-01-12 14:00:00 NaN 0.0 NaN NaN NaN NaN NaN\n2021-01-13 22:45:00 0.000011 0.0 0.000012 0.037007 11.197577 -26.077075 NaN\n2021-01-14 21:00:00 0.000011 0.0 0.000012 0.124860 8.305822 9.335825 NaN\n\n Max_Signal_price Buy_signal_Price Sell_Signal_price\nDate\n2021-01-12 04:30:00 NaN 0.000011 NaN\n2021-01-12 14:00:00 NaN 0.000010 NaN\n2021-01-13 22:45:00 NaN 0.000011 NaN\n2021-01-14 21:00:00 NaN 0.000012 NaN\n Low High Open Close Volume MACD MACD_DIFF MACD_SIGNAL RSI7 RSI14 ARRON_DOWN \\\nDate\n2021-01-12 05:15:00 0.000011 0.000012 0.000011 0.000012 22024 NaN NaN NaN 95.310707 NaN NaN\n2021-01-13 14:00:00 0.000012 0.000012 0.000012 0.000012 22977 1.619489e-07 2.815063e-08 1.337982e-07 79.580668 71.743623 28.571429\n2021-01-14 11:15:00 0.000012 0.000012 0.000012 0.000012 32035 8.064031e-08 3.320452e-08 4.743579e-08 82.881182 69.146365 57.142857\n2021-01-15 02:45:00 0.000013 0.000013 0.000013 0.000013 45110 1.951036e-07 8.218269e-08 1.129209e-07 80.029781 70.672121 35.714286\n\n ARRON_UP ARRON SMA5 SMA10 SMA60 EMA WMA BOLLINGER_HBAND BOLLINGER_HBAND_INDICATOR \\\nDate\n2021-01-12 05:15:00 NaN NaN 0.000011 NaN NaN NaN NaN NaN 0.0\n2021-01-13 14:00:00 100.0 71.428571 0.000011 0.000011 0.000011 0.000011 0.000011 0.000011 1.0\n2021-01-14 11:15:00 100.0 42.857143 0.000012 0.000012 0.000011 0.000012 0.000012 0.000012 1.0\n2021-01-15 02:45:00 100.0 64.285714 0.000013 0.000012 0.000012 0.000012 0.000012 0.000013 1.0\n\n BOLLINGER_LBAND BOLLINGER_LBAND_INDICATOR BOLLINGER_MAVG BOLLINGER_PBAND BOLLINGER_WBAND CCI Min_signal_Price \\\nDate\n2021-01-12 05:15:00 NaN 0.0 NaN NaN NaN NaN NaN\n2021-01-13 14:00:00 0.000010 0.0 0.000011 1.151103 9.741565 NaN NaN\n2021-01-14 11:15:00 0.000011 0.0 0.000011 1.120887 8.622493 130.782797 NaN\n2021-01-15 02:45:00 0.000012 0.0 0.000012 1.313614 8.495411 222.129176 NaN\n\n Max_Signal_price Buy_signal_Price Sell_Signal_price\nDate\n2021-01-12 05:15:00 NaN NaN 0.000012\n2021-01-13 14:00:00 NaN NaN 0.000012\n2021-01-14 11:15:00 NaN NaN 0.000012\n2021-01-15 02:45:00 NaN NaN 0.000013\n------------------------------------------------------------------------------------------------------\n279\nSimulation Buy Opportunity 1\nSimulation Sell Opportunity 1\n Low High Open Close Volume MACD MACD_DIFF MACD_SIGNAL RSI7 RSI14 ARRON_DOWN \\\nDate\n2021-01-14 21:15:00 0.000012 0.000012 0.000012 0.000012 5212 -6.494159e-08 -3.909805e-08 -2.584354e-08 34.739297 39.24143 92.857143\n\n ARRON_UP ARRON SMA5 SMA10 SMA60 EMA WMA BOLLINGER_HBAND BOLLINGER_HBAND_INDICATOR \\\nDate\n2021-01-14 21:15:00 57.142857 -35.714286 0.000012 0.000012 0.000012 0.000012 0.000012 0.000012 0.0\n\n BOLLINGER_LBAND BOLLINGER_LBAND_INDICATOR BOLLINGER_MAVG BOLLINGER_PBAND BOLLINGER_WBAND CCI Buy_signal_Price \\\nDate\n2021-01-14 21:15:00 0.000012 1.0 0.000012 -0.075968 4.664584 -134.755855 0.000012\n\n Sell_Signal_price\nDate\n2021-01-14 21:15:00 NaN\n Low High Open Close Volume MACD MACD_DIFF MACD_SIGNAL RSI7 RSI14 ARRON_DOWN \\\nDate\n2021-01-15 02:55:00 0.000013 0.000013 0.000013 0.000013 13875 1.717742e-07 3.410695e-08 1.376673e-07 82.091588 73.814921 7.142857\n\n ARRON_UP ARRON SMA5 SMA10 SMA60 EMA WMA BOLLINGER_HBAND BOLLINGER_HBAND_INDICATOR \\\nDate\n2021-01-15 02:55:00 100.0 92.857143 0.000013 0.000013 0.000012 0.000013 0.000013 0.000013 1.0\n\n BOLLINGER_LBAND BOLLINGER_LBAND_INDICATOR BOLLINGER_MAVG BOLLINGER_PBAND BOLLINGER_WBAND CCI Buy_signal_Price \\\nDate\n2021-01-15 02:55:00 0.000012 0.0 0.000012 1.185002 8.805261 295.221026 NaN\n\n Sell_Signal_price\nDate\n2021-01-15 02:55:00 0.000013\n```\n\nThe second plot will give you all the match point that you defined condition in the tool. \n\nFor example, my buy condition is if the candle is lower than 'BOLLINGER_LBAND' and 'CCI' is less than -100. \n\nMy sell condition is if the candle is higher than 'BOLLINGER_HBAND' and 'CCI' is more than 100 and the profit is more than 10%. \n\n\u003cimg src=\"/screenshot/screenshot_02.jpg\"\u003e\n\n\u003cb\u003eNote: You can use the different period days and granularity for the first plot and second plot, but remember the number of the data return from API mush be less than 300. Here the first plot \"regress_history_days = 3\" and \"regress_history_days_granularity = 900\", the second plot \"simulate_history_days = 1\" and \"simulate_history_days_granularity = 300\".\u003c/b\u003e\n\nvariable.py is used to load paraments/variables and I also remained some paraments/variables for automatice trading tools to share one variable file (Automatic trading tool is still in testing)\n\n## variable.py\n```\n\n#Initial Parameters\nimport ctypes\nimport os\napi_key = ''\nsecret_key = ''\npassphrase = ''\nif os.name == 'nt':\n screen_width = ctypes.windll.user32.GetSystemMetrics(0)\n screen_height = ctypes.windll.user32.GetSystemMetrics(1)\nLong_Term_Indicator_days = 300\nLong_Term_Indicator_days_granularity = 86400 #{60, 300, 900, 3600, 21600, 86400}\nShort_Term_Indicator_days = 1\nShort_Term_Indicator_days_granularity = 300 #{60, 300, 900, 3600, 21600, 86400}\nseconds_UTC2local = -25200\nprofit_rate = 1.10\nseconds_cancel_order = 60\nBTC_lower_limit = 100\nUSDC_lower_limit = 100\nfirst_buy_percent = 0.10\nsecond_buy_percent = 0.20\nthird_buy_percent = 0.30\nexclude_currency = [\"XRP-BTC\",\"DAI-USDC\",\"WBTC-BTC\"] # \"exclude_currency\" and \"include_currency\" only one can have items or both empty\ninclude_currency = [] # \"exclude_currency\" and \"include_currency\" only one can have items or both empty\noutput_data_file = 'output_data.txt'\nclose_plot_second = 0 # \"0\" will not show the plot, just use for generate data\norder_start_date = '2021-02-01'\n\n```\n\n\u003cb\u003e\nNext version I'd like to have a configure file that can define different buy and sell condition for each crypto currency.\n\nIf you have any idea want to add in the tools you can send me an email and let me know.\n\u003c/b\u003e\n\n## Support the Project\nIf this program helped you to earn money from cryptocurrency market, I'll be appreciate if you can use the following link to buy me a cup of coffee, Thanks! \n\n\u003ca href=\"https://www.buymeacoffee.com/haoban\" target=\"_blank\"\u003e\u003cimg src=\"https://www.buymeacoffee.com/assets/img/custom_images/orange_img.png\" alt=\"Buy Me A Coffee\" style=\"height: 41px !important;width: 174px !important;box-shadow: 0px 3px 2px 0px rgba(190, 190, 190, 0.5) !important;-webkit-box-shadow: 0px 3px 2px 0px rgba(190, 190, 190, 0.5) !important;\" \u003e\u003c/a\u003e\n\n[PayPal.Me](https://paypal.me/HAOBAN99?locale.x=en_US)\n--\u003e\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fbanhao%2Fcoinbasepro-trading-simulator","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fbanhao%2Fcoinbasepro-trading-simulator","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fbanhao%2Fcoinbasepro-trading-simulator/lists"}