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Design crypro Bot

Objective

Create a bot that will monitor for peaks in asset value and execute a "buy" operation for a negative peak (drop of value) and a "sell" operation for a positive peak (rise of value). We consider those peaks on a time window of 1 day and we assume that each day there will be peaks based on the open price and the price will be approximately the same by the end of the day.

In the "buy" operation:

  • capital should exist
  • value should be more than a configured threshold
  • recovery percentage will be used after configured threshold is reached
  • limit "buy" order will be created after recovery threshold is reached
  • limit "buy" value will be the value of the asset when recovery percentage is reached
  • activated on negative peak In the "sell" operation:
  • assets should exist
  • value should be more than a configured threshold
  • recovery percentage will be used after configured threshold is reached
  • limit "sell" order will be created after recovery threshold is reached
  • limit "sell" value will be the value of the asset when recovery percentage is reached
  • activated on positive peak

"Buy" operation if there is no capital => wait capital exists (noop) else if there is no sell transactions => wait for buy conditions based on open value else if there are sell transactions => wait for buy conditions based on the sold value "Sell" operation if there are no assets => wait until assets exists (noop) else if there are no buy transactions => wait for sell conditions based on open value else if there are buy transactions => wait for sell conditions based on the bought value

Overview

Architecture

| Sync | -> |DB| <- |Trade|

  • Each time a sync operation is trigger a trade operation should be triggered too.
  • Each currency pair should be executed separately (cache the batch api calls for some milliseconds to reduce api usage)
  • Each sync should have a retry if possible
  • A trade operation is executed in the context of a currency pair
  • Each trade operation can be either sell or buy and not both
  • A sync operation can be executed in intervals or by waiting server to push data

Solution

ER

balance:

  • currency (eur, btc, xlm, xrp, ...)
  • amount (float number)
  • fee_percentage
  • updated_at orders:
  • state (buying,bought,selling,sold)
  • created_at
  • updated_at
  • amount
  • capital
  • assets
  • profit_percentage
  • profit_amount transactions:
  • external_id
  • order_id
  • amount
  • fee_amount
  • capital
  • assets
  • mode (sell, buy)

Class Diagram

Configuration:

  • currencyPair (btceur, xlmeur, xrpeur)
  • profitThresholdPercentage
  • recoveryPercentage
  • mode (sell, buy, monitor)

Sequence Diagram

V1 Implementation

Implement for Bitstamp platform