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https://github.com/fremantle-industries/tai
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
https://github.com/fremantle-industries/tai
algorithmic-trading automated-trading bitcoin crypto-trader crypto-trading crypto-trading-bot cryptocurrency cryptocurrency-trader cryptocurrency-trading-bot derivatives fintech hft hft-trading investment quant quantitative-finance trading trading-bot trading-systems
Last synced: 30 days ago
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A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
- Host: GitHub
- URL: https://github.com/fremantle-industries/tai
- Owner: fremantle-industries
- License: mit
- Created: 2017-07-28T03:07:18.000Z (over 7 years ago)
- Default Branch: main
- Last Pushed: 2023-07-06T04:46:14.000Z (over 1 year ago)
- Last Synced: 2024-05-23T10:25:59.758Z (6 months ago)
- Topics: algorithmic-trading, automated-trading, bitcoin, crypto-trader, crypto-trading, crypto-trading-bot, cryptocurrency, cryptocurrency-trader, cryptocurrency-trading-bot, derivatives, fintech, hft, hft-trading, investment, quant, quantitative-finance, trading, trading-bot, trading-systems
- Language: Elixir
- Homepage:
- Size: 5.88 MB
- Stars: 450
- Watchers: 26
- Forks: 74
- Open Issues: 14
-
Metadata Files:
- Readme: README.md
- License: LICENSE.md
Awesome Lists containing this project
- awesome-ccamel - fremantle-industries/tai - A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine (Elixir)
README
# Tai - Orchestrate Your Trading
[](https://github.com/fremantle-industries/tai/actions?query=workflow%3Atest)
[](https://coveralls.io/github/fremantle-industries/tai?branch=main)
[](https://hex.pm/packages/tai)
A composable, real time, market data and trade execution toolkit. Built with [Elixir](https://elixir-lang.org/), runs on the [Erlang virtual machine](http://erlang.org/faq/implementations.html)
[Getting Started](./docs/GETTING_STARTED.md) | [Built with Tai](./docs/BUILT_WITH_TAI.md) | [Commands](./docs/COMMANDS.md) | [Architecture](./docs/ARCHITECTURE.md) | [Examples](./apps/examples) | [Configuration](./docs/CONFIGURATION.md) | [Observability](./docs/OBSERVABILITY.md)
## What Can I Do? TLDR;
Stream market data to create and manage orders with a near-uniform API across multiple venues
Here's an example of an advisor that logs the spread between multiple products on multiple venues
[](https://asciinema.org/a/259561)
## Supported Venues
| Venues | Live Order Book | Accounts | Orders | Products | Fees |
| ------ | :-------------: | :------: | :----: | :------: | :--: |
| FTX | [x] | [x] | [x] | [x] | [x] |
| OkEx | [x] | [x] | [x] | [x] | [x] |
| BitMEX | [x] | [x] | [x] | [x] | [x] |
## Venues In Progress
| Venue | Live Order Book | Accounts | Orders | Products | Fees |
| ----------------- | :-------------: | :------: | :----: | :------: | :--: |
| Binance | [x] | [x] | [ ] | [x] | [x] |
| Deribit | [x] | [x] | [ ] | [x] | [x] |
| GDAX | [x] | [x] | [ ] | [x] | [x] |
| Huobi | [x] | [ ] | [ ] | [x] | [ ] |
| Delta Exchange | [x] | [ ] | [ ] | [x] | [x] |
| Bybit | [ ] | [ ] | [ ] | [x] | [ ] |
| bit.com | [ ] | [ ] | [ ] | [ ] | [ ] |
| Bitfinex | [ ] | [ ] | [ ] | [ ] | [ ] |
| Kraken | [ ] | [ ] | [ ] | [ ] | [ ] |
| CME | [ ] | [ ] | [ ] | [ ] | [ ] |
| Phemex | [ ] | [ ] | [ ] | [ ] | [ ] |
| BTSE | [ ] | [ ] | [ ] | [ ] | [ ] |
| KuCoin | [ ] | [ ] | [ ] | [ ] | [ ] |
| BitMax | [ ] | [ ] | [ ] | [ ] | [ ] |
| Bitget | [ ] | [ ] | [ ] | [ ] | [ ] |
| MEXC | [ ] | [ ] | [ ] | [ ] | [ ] |
| PrimeXBT | [ ] | [ ] | [ ] | [ ] | [ ] |
| Gate.io | [ ] | [ ] | [ ] | [ ] | [ ] |
| Coinflex | [ ] | [ ] | [ ] | [ ] | [ ] |
| bitFlyer | [ ] | [ ] | [ ] | [ ] | [ ] |
## Install
`tai` requires Elixir 1.11+ & Erlang/OTP 22+. Add `tai` to your list of dependencies in `mix.exs`
```elixir
def deps do
[
{:tai, "~> 0.0.75"}
# Choose your order data store
# {:ecto_sqlite3, "~> 0.5.6"}
# {:postgrex, "~> 0.15"}
]
end
```
Create an `.iex.exs` file in the root of your project and import the `tai` helper
```elixir
# .iex.exs
Application.put_env(:elixir, :ansi_enabled, true)
import Tai.IEx
```
Run the `setup` mix task to:
* Download dependencies
* Create an orders database
* Generate tai migrations for the orders database
* Run migrations
```bash
$ mix setup
```
## Usage
`tai` runs as an OTP application.
During development we can leverage `mix` to compile and run our application with an
interactive Elixir shell that imports the set of `tai` helper [commands](./docs/COMMANDS.md).
```bash
iex -S mix
```
## Upgrading Tai
Bump the required version number in `mix.exs` and download the dependencies.
```bash
$ mix deps.update tai
```
Regenerate new or updated migrations
```bash
$ mix tai.gen.migration
```
Rerun ecto migrations
```bash
$ mix ecto.migrate
```
## Help Wanted :)
If you think this `tai` thing might be worthwhile and you don't see a feature
or venue listed we would love your contributions to add them! Feel free to
drop us an email or open a Github issue.
## Authors
- Alex Kwiatkowski - [email protected]
## License
`tai` is released under the [MIT license](./LICENSE.md)