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https://github.com/fremantle-industries/prop

An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.
https://github.com/fremantle-industries/prop

algo-trading data-science defi elixir grafana trading-platform

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An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.

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README 

        
# Prop

[![Build Status](https://github.com/fremantle-industries/prop/workflows/test/badge.svg?branch=main)](https://github.com/fremantle-industries/prop/actions?query=workflow%3Atest)

[![hex.pm version](https://img.shields.io/hexpm/v/prop.svg?style=flat)](https://hex.pm/packages/prop)



DeFi? CeFi? TradFi?



`prop` is an open and opinionated trading platform using productive & familiar

open source libraries and tools for strategy research, execution and operation.



## Install



1. Install rust to build Rustler dependencies: 



```bash

curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh

```



2. Add `prop` to your list of dependencies in `mix.exs`



```elixir

def deps do

  [

    {:prop, "~> 0.0.5"}

  ]

end

```



3. Copy `.env.example` -> `.env` to configure your application when running 

`docker-compose`



4. Start the applications with docker `make start`



## Usage



### Starting the server with docker



```bash

$ make start

```



Which will start the services outlined in [docker-compose.yml](docker-compose.yml).



Visit [prop.localhost](http://prop.localhost).



When running the application with `docker-compose` you will need to enter the 

basic auth development credentials:



```

username: admin

password: password

```



See the [Makefile](./Makefile) for more details on the individual commands run.



### Download your data with [History](https://github.com/fremantle-industries/history)



Before you can request to download candles you will need to import the products

for a supported venue.



Navigate to [history.localhost/products](http://history.localhost/products)

and click on `Import` then wait for History to finish adding products from 

supported venues.



Go to [history.localhost/data/candles/jobs](http://history.localhost/data/candles/jobs)

and input the products you would like to download data for. 

Click on `Download` and wait for the data to finish by watching the status column.



**NOTE**: Only FTX based products will currently download. You can check

availability of platforms on the history

[README](https://github.com/fremantle-industries/history/blob/main/README.md)



### Visualize your data with [Grafana](https://grafana.com/)



Navigate to

[grafana.localhost/dashboards](http://grafana.localhost/dashboards)

and select `Candles` from the `General` folder.



Set the period to min_1 or whatever timeframe you downloaded the candles to see

them plotted on a chart.



### Explore your data with [Livebook](https://github.com/livebook-dev/livebook)



Navigate to [livebook.localhost](http://livebook.localhost/) and open a

notebook by clicking on `New notebook` at the top right.



You can pull in dependencies and explore the individual packages:



```elixir

Mix.install([

  {:history, "~> 0.0.23"}

])

```



Or, more conveniently you can setup a runtime that uses the context of your

current application. By using Runtime > Configure > Mix Standalone OR Attached

Node.



## Requirements



`prop` requires Elixir 1.13+, Erlang/OTP 22+ & Rust.



We recommend using [`asdf`](https://github.com/asdf-vm/asdf) to manage the 

language requirements.



- [https://github.com/asdf-vm/asdf-erlang](https://github.com/asdf-vm/asdf-erlang)

- [https://github.com/asdf-vm/asdf-elixir](https://github.com/asdf-vm/asdf-elixir)

- [https://github.com/asdf-community/asdf-rust](https://github.com/asdf-community/asdf-rust)



## Prop - [http://prop.localhost](http://prop.localhost)



![home](./docs/home-dashboard.png)



![beta](./docs/beta-dashboard.png)



![station](./docs/prop-station.png)



![gainers-and-losers](./docs/gainers-and-losers.png)



## Workbench - [http://workbench.localhost](http://workbench.localhost)



From idea to execution, manage your trading operation across a distributed cluster



[![stream-realtime-orders](https://github.com/fremantle-industries/workbench/blob/main/docs/stream-realtime-orders.png)](https://github.com/fremantle-industries/workbench)



## History - [http://history.localhost](http://history.localhost)



Download and warehouse historical trading data



[![history-jobs](https://github.com/fremantle-industries/history/blob/main/docs/predicted-funding-rate-download.png)](https://github.com/fremantle-industries/history)



## Rube - [http://rube.localhost](http://rube.localhost)



A multi-chain DeFi development toolkit



[![rube-poc-overview](https://github.com/fremantle-industries/rube/blob/main/docs/rube-poc-overview-thumbnail.png)](https://youtu.be/f2phGFZrh80)



## Slurpee - [http://slurpee.locahost](http://slurpee.localhost)



A GUI frontend to manage blockchain ingestion with slurp



[![recent heads and blocks](https://github.com/fremantle-industries/slurpee/blob/main/docs/recent-blocks-and-events.png)](https://github.com/fremantle-industries/slurpee)



## Explore Data with LiveBook - [http://livebook.localhost](http://livebook.localhost)



![livebook](./docs/livebook.png)



## Grafana - [http://grafana.localhost](http://grafana.localhost)



![dashboard-beam-vm-health](https://github.com/fremantle-industries/workbench/blob/main/docs/grafana-dashboard-beam-vm-health.png)



## Prometheus - [http://prometheus.localhost](http://prometheus.localhost)



![prometheus](./docs/prometheus.png)



## Tools



* [workbench](https://github.com/fremantle-industries/workbench) - Manage your trading operation across a distributed cluster

* [history](https://github.com/fremantle-industries/history) - Download and warehouse historical trading data

* [tai](https://github.com/fremantle-capital/tai) - Composable, real time, market data and trade execution toolkit

* [rube](https://github.com/fremantle-industries/rube) - A multi-chain DeFi development toolkit for Elixir

* [slurpee](https://github.com/fremantle-industries/slurpee) - A GUI frontend to manage blockchain ingestion with slurp

* [slurp](https://github.com/fremantle-industries/slurp) - Blockchain ingestion toolkit

* [livebook](https://github.com/elixir-nx/livebook) - Livebook is a web application for writing interactive and collaborative code notebooks built with Phoenix LiveView

* [grafana](https://grafana.com) - Dashboard Monitoring. Store & Visualize Your Metrics

* [timescaledb](https://www.timescale.com) - Relational database for time-series data. Supercharged PostgreSQL

* [prometheus](https://prometheus.io) - An open-source monitoring system with a dimensional data model, flexible query language, efficient time series database and modern alerting



## Development



Initial setup:



- Installs `hex` and `npm` dependencies

- Generates migrations for history, workbench and tai

- Runs migrations

- Seeds database



```bash

$ make start_development

```



See the [Makefile](./Makefile) for more details.



## Test



```bash

$ make test

```



See the [Makefile](./Makefile) for more details.



## Ecto Database



Reset drops the db, creates a new db & runs the migrations



```bash

$ mix ecto.reset

```



Migrate up



```bash

$ mix ecto.migrate

```



Migrate down



```bash

# Last migration

$ mix ecto.rollback

# Last 3 migrations

$ mix ecto.rollback -n 3

```



## Debugging



```

**could not compile dependency :ex_keccak**

```



- Ensure you have rust installed so Rustler can build its dependencies:

`curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh`



```

nginx: [emerg] host not found in upstream grafana

```



- Either run Grafana first with `docker-compose up grafana` 

followed by `docker-compose up` OR run your normal

`docker-compose up` followed by `docker-compose restart grafana`.



```

**(DBConnection.ConnectionError)**

```



- Usually related to the previous issue. Ensure your reverse proxy is running.

Use `docker network ls` and `docker network inspect container_name` for a sanity

check that your network is what you expect.



```

**(Postgrex.Error) FATAL 3D000 (invalid_catalog_name) database "prop_dev" does not exist**

```



- Rerun your migrations using `mix ecto.reset` and `mix ecto.migrate` and ensure

they both pass successfully.



```

** (Mix) Could not start application master_proxy: MasterProxy.Application.start(:normal, []) returned an error: shutdown: failed to start child: {:ranch_listener_sup, HTTP}

    ** (EXIT) shutdown: failed to start child: :ranch_acceptors_sup

        ** (EXIT) {:listen_error, HTTP, :eacces}

```



- Ranch cannot run on protected ports without permission. Configure a different port e.g. `RANCH_HTTP_PORT=4000 iex mix phx.server`



## Authors



- Alex Kwiatkowski - [email protected]



## License



`prop` is released under the [MIT license](./LICENSE.md)