developing for a computer aided moving brick arbitrage tool written in python. TanMba is currently still in beta. Pls just use simulation mode to test how profitable you trade logic between huobi and binance could be. I will explain later how to use simulation mode in Usage part.
download container
docker pull fatalerrortxl/tanmba_test:f_real_transactionship container
an example we ship a container to handle eth
docker run -it --name eth_container --network host -v host/dir/etc:/opt/app/etc fatalerrortxl/tanmba_test:f_real_transaction eth simulation testing.json- /host/dir/etc: use -v argument to declare the location where you put the etc folder of the repo root dir on your machine
- --network: if running multiple containers for several crypto currencies, using bridge instead of host network
- eth: crypo currency name you want to handle
- simulation: execution mode "simulation" OR "production"
- testing.json: the json file that you placed in the log folder to setup your own transaction behaviour. we will explain it later
download pre release tanmba_win_0.0.1.rar
- unzip rar file
- double click app.exe
- tanMba will ask you to offer a crypto curreny name at first
- and then ask you to determine the exection mode "simulation" OR "production"
1. Connection Configuration you need to create a specific configuration file for each crypto curreny in the etc folder before running tanMba to handle this curreny. e.g. Creating a file named "eth.ini" before handling eth trade.
- template to build a config file e.g. eth.ini
[PLATFORMS]
# only this two platforms are implemented currently, others platforms are in progress
activated_platforms = HUOBI, BINANCE
[HUOBI]
api_host = api.huobi.pro
ws_url = wss://api.huobi.pro/ws
stream = {"sub": "market.$currency_pair.depth.step0","id": ""}
access_key = xxxxx-xxxxxx-xxxxxx-xxxxxx
secret_key = xxxxxxxx-xxxxx-xxxxxx-xxxxxx
simulated_currency_amount = 42
simulated_usdt_amount = 280
trade_fee = 0.002
[BINANCE]
api_host = https://api.binance.com
ws_url = wss://stream.binance.com:9443/ws/
stream = $currency_pair@depth20
access_key = xxxxx-xxxxxx-xxxxxx-xxxxxx
secret_key = xxxxx-xxxxxx-xxxxxx-xxxxxx
simulated_currency_amount = 42
simulated_usdt_amount = 280
trade_fee = 0.001
[DATABASE]
redis_url = localhost
redis_port = 6379
redis_index = 0
memcached_url = localhost
memcached_port = 11211
- Key attributes explanation
- access_key: public api key of the active platform
- secret_key: private api key of the active platform
- simulated_currency_amount: fake crypto currency amount for simulation
- simulated_usdt_amount: fake usdt amount for simulation
- trade_fee: Please check the transaction fee of each platform at first. This interface is a temporary solution. I will try to get it automatically later.
2. Trade Logic Configuration Just like the "rule_file" I mentioned at the end of the last chapter. You also need to define your own trade logic for each currency you want to handle. You can use and modify my template "app/rules/testing.json" to create you own and more profitable trade logic.
{
"eos": { // for which curreny should the rules below be activated?
"0.0009999-0.002":{ // rule label
"from": 0.0009999, // minimal acceptable margin
"to": 0.002, // maximal acceptable margin
"rate": 0.05 // currency trade amount = total currency amount of the both platforms * 0.05, In fact the currency trade amount will be further optimized by the program. e.g. the calculated amount is beyond the account balance etc.
},
"0.002-0.003":{
"from": 0.002,
"to": 0.003,
"rate": 0.1
},
"0.003-0.004":{
"from": 0.003,
"to": 0.004,
"rate": 0.3
},
"0.004-0.005":{
"from": 0.004,
"to": 0.005,
"rate": 0.4
},
.....................................
},
"eth":{
.....................................
},
"default":{ // this default reule will be used if the trade rule of the current currency is not defined.
"0.00009-9999999":{
"from": 0.00009,
"to": 9999999,
"rate": 0.1
}
}
}1. Logging Whenever you start a new run, a related logfile is generated in the app/logs/. it records all important transaction and account balance with timestamp for the current run.
- naming convention: {datetime}_{currency name}.log e.g. 2020-02-14_07:30:14_eth.log
2. Analysis Whenever TanMba meet a new currency, it will generate a csv file named after this new curreny in app/data/ e.g. app/data/eth.csv. TanMba collects all in Runs appeared margin of the currency contantly with cumulative frequence in that file since then. e.g. see below
margin,freq
0.0001,827.0
0.0002,729.0
0.0003,653.0
0.0004,423.0
0.0005,399.0
0.0006,394.0
0.0007,297.0
0.0008,195.0
0.0009,133.0
0.001,125.0
0.0011,135.0
0.0012,117.0
0.0013,63.0
