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Flashbot

Flashbot is an open-source program for building, testing, and deploying Cryptocurrency trading strategies. Here are some of the main featues:

  • Collect market data from supported exchanges (Coinbase, Binance, more to come)
  • Backtest strategies on past data (trading fees accurately calculated)
  • Query market data and analyze strategy performance with Python/Jupyter
  • Support for additional data sources (for example, Twitter volume/sentiment analysis)
  • High-ish frequency trading
    • Strategies have access to the full order book
    • Replay the order book to any point in time to debug your trades
    • Simulate latency during backtesting

TODO

  • Manage bots through a web UI
  • Walk-forward and others strategy auto-optimization

Java Client Library

Maven

Add the dependency to pom.xml

<dependency>
    <groupId>com.github.flashbook</groupId>
    <artifactId>flashbot</artifactId>
    <version>0.1.1</version>
</dependency>

Gradle

Add the dependency to build.gradle

dependencies {
    compile 'com.github.flashbook:flashbot:0.1.1'
}

SBT

Add the dependency to build.sbt

libraryDependencies += "com.github.flashbook" % "flashbot" % "0.1.1"

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Cryptocurrency Trading Server

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