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https://github.com/mpwsh/exchange-observer
OKX Exchange Observer & Trading simulator
https://github.com/mpwsh/exchange-observer
Last synced: 10 days ago
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OKX Exchange Observer & Trading simulator
- Host: GitHub
- URL: https://github.com/mpwsh/exchange-observer
- Owner: mpwsh
- License: mit
- Created: 2023-05-05T16:41:07.000Z (over 1 year ago)
- Default Branch: main
- Last Pushed: 2023-10-30T01:58:08.000Z (about 1 year ago)
- Last Synced: 2024-10-12T01:33:34.383Z (about 1 month ago)
- Language: Rust
- Size: 3.19 MB
- Stars: 6
- Watchers: 1
- Forks: 2
- Open Issues: 0
-
Metadata Files:
- Readme: readme.md
- License: LICENSE
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README
## Exchange Observer | Trading sim
A trading simulator for OKX exchange. Reads OKX websocket data and tries to make smart trades based on your [Strategy configuration](config-sample.toml) settings.
## Disclaimer
The trading simulation logic implemented is super rough and kinda dumb (im still _experimenting_ with it tho).
The `scheduler` will try to follow the line going up, by querying all tokens and buying whatever one is doing good numbers.
I'm just sharing this because i think its a good template to start with a stream based: `producer` -> `consumer` -> `app` architecture. (not event driven, at least for now)
That being said, im **not responsible** if you lose money by using it to trade with money.
Each setting in [config.toml](config-sample.toml) is explained but feel free open an issue to ask questions if something is not clear.
# Setup
## Required infrastructure
- Redpanda
- Scylla
- Pushover (optional)
## Components
- Producer (Okx websocket messages -> Redpanda)
- Consumer (Redpanda messages -> Scylla)
- Scheduler (ScyllaDB Queries -> Token evaluation -> UI)
## Deploy Redpanda and Scylla
```bash
docker-compose up -d
```
## Create required keyspace and tables in Scylla
Wait until the node is up and run the migrations.
```bash
alias nodetool="docker exec -it scylla nodetool"
nodetool status
### Should show 'UN' (up-normal)
Status=Up/Down
|/ State=Normal/Leaving/Joining/Moving
-- Address Load Tokens Owns Host ID Rack
UN 172.26.0.2 540 KB 256 ? c35c31db-0c92-4064-b2ba-2da43fa6e1a0 Rack1
```
Run the migrations
```bash
alias cqlsh="docker exec -it scylla cqlsh"
cqlsh -f /tmp/migration.cql
```
## Endpoints
```bash
ScyllaDB: 127.0.0.1:9042
Redpanda: 127.0.0.1:9092
Redpanda console: http://localhost:8080/topics
```
## Configure data retention for each topic
The producer will create the topics based on the config.toml settings
To create them manually use:
```bash
alias rpk="docker exec redpanda rpk"
rpk topic create candle1m tickers trades --partitions 10 --replicas 1 -c cleanup.policy=compact
# Topic configuration is not available on the rskafka crate.
# To set 12hs retention use:
rpk topic alter-config candle1m tickers trades --set retention.ms=43200000 --brokers localhost
```
## Spin up all the producer and consumer
```bash
cargo run --bin producer
cargo run --bin consumer
```
## Configure scheduler account and strategy settings
```bash
vim config.toml
```
Start
```bash
cargo run --bin scheduler
```
## Scheduler terminal UI
This is how the scheduler UI looks with `ui.enable` = `true`
## Scheduler GUI
If using the scheduler with websocket server enabled you can connect to it using a very rough expermiental wasm UI made with [egui](https://github.com/emilk/egui) and [ewebsock](https://github.com/rerun-io/ewebsock).
The console is just a listener, so can't send stuff back to the scheduler for now.
Run the app with:
```bash
cargo run --bin console
```
Or build web and run with:
```bash
cd console && ./build_web.sh && ./start_server.sh
```
Or run compiled version in the repo with:
```bash
basic-http-server --addr 0.0.0.0:8082 .
```
### Push Notifications
The scheduler can send status updates every 30 minutes informing you about your current balance, bot uptime and account change % if.
It will also send a notification when cash-outs and stop loss trigger.
## Debug
Connect to Scylla using `cqlsh`
```bash
docker exec -it scylla cqlsh
Use HELP for help.
cqlsh> use okx;
cqlsh:okx> describe tables;
candle1m tickers trades
cqlsh:okx> SELECT * FROM trades WHERE instid='XCH-USDT' ORDER BY ts DESC LIMIT 10;
instid | ts | tradeid | px | side | sz
----------+---------------------------------+----------+-------+------+----------
XCH-USDT | 2022-10-01 21:34:00.425000+0000 | 19102621 | 33.4 | buy | 0.040482
XCH-USDT | 2022-10-01 21:33:59.339000+0000 | 19102620 | 33.41 | buy | 0.132378
XCH-USDT | 2022-10-01 21:33:49.342000+0000 | 19102619 | 33.41 | buy | 0.103742
XCH-USDT | 2022-10-01 21:33:48.423000+0000 | 19102618 | 33.41 | buy | 0.088245
XCH-USDT | 2022-10-01 21:33:40.424000+0000 | 19102617 | 33.4 | buy | 0.103606
XCH-USDT | 2022-10-01 21:33:36.340000+0000 | 19102616 | 33.42 | buy | 0.086683
XCH-USDT | 2022-10-01 21:33:31.423000+0000 | 19102615 | 33.41 | buy | 0.066893
XCH-USDT | 2022-10-01 21:33:26.423000+0000 | 19102614 | 33.41 | sell | 0.102778
XCH-USDT | 2022-10-01 21:33:23.340000+0000 | 19102613 | 33.41 | buy | 0.043765
XCH-USDT | 2022-10-01 21:33:15.339000+0000 | 19102612 | 33.42 | buy | 0.071039
(10 rows)
```
Delete topics from redpanda
```bash
rpk topic delete candle1m trades tickers
```
## Destroy
```bash
docker-compose down
#remove scylla DB data folder
rm ./scylla/data
```