Developing
a cryptocurrency trading bot with Python and Elixir
Paweł Duda (@paweldude)
Inspiration
https://github.com/owocki/pytrader
3/26/2016 - My test portfolio was initialized with a 1 BTC deposit, and after 2 months and 23,413 trades, exited with 0.955 BTC. The system paid 2.486 BTC in fees to poloniex.
Today's focus:
Elixir part
Plan for today
Quick overview of the application
Observer - the default monitoring tool
Persisting processes' state using ETS
Immutability + explicit state = awesome
Overview
Synchronize local state with external state via cryptocurrency exchange's API
Provide input data to the trained classifier (Python part) and ask for prediction
Act upon prediction
buy/hold/sell cryptocurrency
}
}
update state
act upon prediction
Entry point
Observer
Wobserver - web based Observer interface by Square Enix
Persisting processes' state using ETS
Immutability + explicit state = awesome
Conclusion
Built-in great monitoring tool, opt-in web interface
Built-in Redis replacement
Immutability and other Functional Programming features that Elixir embraces help producing simple, explicit code
Developing a crypto trading bot with Elixir/Python