Coincheck Rust

A high-frequency algorithmic trading bot for Coincheck, a major Japanese cryptocurrency exchange. Built with Rust, this project leverages asynchronous programming and WebSockets to handle real-time data for efficient trading operations.

Features

• Real-Time Data Handling: Connects to Coincheck's WebSocket API to receive live order book and trade updates.
• Automated Trading: Automatically places buy and sell orders based on the best bid and ask prices.
• Order Management: Manages active orders, updates balances, and handles order executions.
• Graceful Shutdown: Listens for termination signals to cancel active orders and safely exit.
• Configurable Parameters: Easily adjust trading parameters such as order size and price increments.

Installation

Prerequisites

• Rust (latest stable version)
• Cargo (comes with Rust)

Clone the Repository

git clone https://github.com/yourusername/coincheck-rust.git
cd coincheck-rust

Set Up Environment Variables

Create a .env file in the root directory and add your Coincheck API credentials:

API_KEY=your_coincheck_api_key
SECRET_KEY=your_coincheck_secret_key

Build and Run

You can run the application using Cargo:

RUST_LOG=debug,rustls=off,reqwest=off cargo run

Configuration

The trading parameters can be configured in the Config struct found in src/config.rs. The default parameters are set as follows:

• Symbol: btc_jpy
• Size: 0.02
• Max Size: 1.0
• Price Increment: 0.00000001

Modify these values as needed to suit your trading strategy.

Usage

Once the application is running, it will:

1. Connect to Coincheck's WebSocket API.
2. Subscribe to the order book and trade channels for the specified symbol.
3. Continuously monitor market data to place and manage buy/sell orders.
4. Handle order executions and update balances accordingly.
5. Listen for termination signals (e.g., SIGINT, SIGTERM) to cancel active orders and exit gracefully.

Logging

The application uses the env_logger crate for logging. The log level can be adjusted via the RUST_LOG environment variable. For example:

RUST_LOG=info cargo run

Contributing

Contributions are welcome! Please open an issue or submit a pull request for any improvements or bug fixes.

Guidelines

1. Fork the repository.
2. Create a new branch for your feature or bugfix.
3. Commit your changes with clear messages.
4. Submit a pull request detailing your changes.

License

This project is licensed under the MIT License.

Acknowledgements

• Tokio for asynchronous runtime.
• Reqwest for HTTP requests.
• Serde for serialization/deserialization.
• Coincheck for providing the API.

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