https://github.com/conorturner/gekko

Something I probably didn't need to build but did anyway.
https://github.com/conorturner/gekko

Last synced: 4 days ago
JSON representation

Something I probably didn't need to build but did anyway.

• Host: GitHub
• URL: https://github.com/conorturner/gekko
• Owner: conorturner
• Created: 2023-10-12T14:34:02.000Z (about 1 year ago)
• Default Branch: main
• Last Pushed: 2023-11-17T11:52:19.000Z (about 1 year ago)
• Last Synced: 2023-11-17T12:39:55.196Z (about 1 year ago)
• Language: Python
• Size: 216 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

Awesome Lists containing this project

README

        
# Gekko - A Light Weight Online Trading Frameowork for IG Streaming API

## Environment Variables

The following ENV vars must be set: IG_API_KEY, IG_ACCOUNT, IG_USER, IG_PASS.

## Adding a new Strategy

To create a new strategy the Gekko class must be extended and the on_tick abstract method implemented.

An example of a martingale strategy is shown below.

```python

from modules.core import Gekko

class MartingaleGekko(Gekko):

    epic: str

    current_size = 0.5

    current_direction = 'SELL'

    def __init__(self, epic, ig_service, price_stream, **kwargs):

        super(MartingaleGekko, self).__init__(ig_service, price_stream, **kwargs)

        self.epic = epic

    async def on_tick(self):

        now = datetime.datetime.now()

        start = now - datetime.timedelta(seconds=self.tick)

        rows = self.price_stream.get_records(self.epic, start, now)

        if len(rows) < 2:

            return

        if len(self.market.trades) != 0:

            deal_id = list(self.market.trades.keys())[0]

            profit = self.market.close(deal_id)['profit']

            if profit >= 0:

                self.current_direction = 'SELL' if self.current_direction == 'BUY' else 'BUY'

                self.current_size = max(0.5, self.current_size / 2.0)

            else:

                self.current_size = min(4.0, self.current_size * 2.0)

        self.market.open(self.epic, self.current_direction, size=self.current_size)

```

## Running the System

Two scripts must be started for the algorithms to begin trading, first multiplex.py is used to proxy the stream of prices from IG, allowing N children to connect to a single stream.

```bash

python3 multiplex.py

```

Next the examples can be run using the following command. To add more strategies they must be added to run.py.

```bash

python3 run.py

```