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Sentimentalmarket

This is a python package which will send you triggers by checking trading indicators Right now trading indictor that is been inregrated is RSI. More indicators will be added soon

System requirements

  1. OS should be some verion of linux or MAC
  2. talib installtion script is here

How to install the package

pip install git+https://github.com/sabsgeo/sentimentalmarket.git

How to build the docker

There is already a docker file that is avaible in the repository please use it here.

How to run the package

  1. Setup a telegram channel first its documented in this readme
  2. Create a configuration file which contains information like coin to watch, indictaor parameters etc. Here is example configuration
{
    "coin": "eth",
    "notify_on": ["telegram"],
    "telegram_settings": {
        "channel_id": "-xxxxxxxxxxxxxxx",
        "bot_key": "xxxxxxxxxx:xxxxxxxxxxxxxx-xxxxxxxxxxxxxxx"
    },
    "rsi": {
        "over_sold": 20,
        "over_bought": 80,
        "length": 14,
        "source": "close_price"
    }
}
  1. Create a strategy class by importing IStrategy from the package as the base class
  2. Combine everything together. Here an example code with these steps

How to setup telegram channel

For this docker to run and send you notification you need a telegram channel id and an API key to communicate with the channel. Following are the steps to follow to get these two information.

  1. Make public telegram channel from the telegram mobile application
  2. Make a telegram bot by visting the channel @BotFather and typing /start
  3. Save the api key for the telegram bot which will auth the bot to post messaged in channel
  4. Make yourself and telegram bot admin of the public telegram channel that you created so that the bot can post the messages
  5. Get the channel ID by forwarding a message from the channel to @JsonDumpBot

Websockets and REST API's used for data access

In the code I have used two modes to gets the data.

  1. REST API is used to get the historical data for about 500 data points which is done at the start of the application
  2. Websocket for continious addition of data to the above data

Max amount of data that will be used for calculation will be 500 or the max amount of data if the number of data points are less than 500

REST API

Below is the API that is used for historical data collection in candle stick format

https://api.binance.com/api/v3/klines?symbol=<symbol>&interval=<interval>

Examples of symbols ETHUSDT, XRPUSDT etc Examples for intervals 1m 15m 1h etc Example data output format

[
  [
    1499040000000,      // Open time
    "0.01634790",       // Open
    "0.80000000",       // High
    "0.01575800",       // Low
    "0.01577100",       // Close
    "148976.11427815",  // Volume
    1499644799999,      // Close time
    "2434.19055334",    // Quote asset volume
    308,                // Number of trades
    "1756.87402397",    // Taker buy base asset volume
    "28.46694368",      // Taker buy quote asset volume
    "17928899.62484339" // Ignore.
  ]
]

Websocket

Two websockets are used to get real time data

  1. Below is the API that is used for realtime data of candle stick
wss://stream.binance.com:9443/ws/<symbol>@kline_<interval>

Examples of symbols ethusdt, xrpusdt etc Examples for intervals 1m 15m 1h etc Example data output format

{
  "e": "kline",     // Event type
  "E": 123456789,   // Event time
  "s": "BNBBTC",    // Symbol
  "k": {
    "t": 123400000, // Kline start time
    "T": 123460000, // Kline close time
    "s": "BNBBTC",  // Symbol
    "i": "1m",      // Interval
    "f": 100,       // First trade ID
    "L": 200,       // Last trade ID
    "o": "0.0010",  // Open price
    "c": "0.0020",  // Close price
    "h": "0.0025",  // High price
    "l": "0.0015",  // Low price
    "v": "1000",    // Base asset volume
    "n": 100,       // Number of trades
    "x": false,     // Is this kline closed?
    "q": "1.0000",  // Quote asset volume
    "V": "500",     // Taker buy base asset volume
    "Q": "0.500",   // Taker buy quote asset volume
    "B": "123456"   // Ignore
  }
}
  1. Below id the API that is used for realtime price
'wss://stream.binance.com:9443/ws/<symbols>usdt@trade'

Examples of symbols ethusdt, xrpusdt etc Example data output format

{
  "e": "trade",     // Event type
  "E": 123456789,   // Event time
  "s": "BNBBTC",    // Symbol
  "t": 12345,       // Trade ID
  "p": "0.001",     // Price
  "q": "100",       // Quantity
  "b": 88,          // Buyer order ID
  "a": 50,          // Seller order ID
  "T": 123456785,   // Trade time
  "m": true,        // Is the buyer the market maker?
  "M": true         // Ignore
}

Some characteristics

  1. Supported coins, 'eth', 'xrp', 'matic', '1inch', 'bnb', 'ada', Others not tested will be tested more
  2. Supported window '1m', '5m', '15m', '1h', '4h', '1d', Other not tested will be tested more soon
  3. Update rate 2 seconds
  4. Number of candle sticks at any given time 1440 max

Things to read next before coding up the strategy

  1. https://cmcmarkets.com/en/trading-guides/how-to-swing-trade-stocks
  2. https://towardsdatascience.com/technical-pattern-recognition-for-trading-in-python-63770aab422f
  3. https://robotwealth.com/pattern-recognition-with-the-frechet-distance/
  4. https://arxiv.org/pdf/1410.1231.pdf
  5. https://github.com/LastAncientOne/Stock_Analysis_For_Quant
  6. https://zerodha.com/varsity/

Disclamer

I am not a market expert I am just coding things that I have learned from my information sources