Open-source Grid Trading Bot implemented in Python, allowing you to backtest and execute grid trading strategies on cryptocurrency markets. The bot is highly customizable and works with various exchanges using the CCXT library.
- Backtesting: Simulate your grid trading strategy using historical data.
- Grid Trading: Automatically place buy and sell orders based on grid levels.
- Customizable Grid Settings: Define grid levels, spacing type, and more.
- Support for Multiple Exchanges: Load data and execute trades on multiple exchanges via CCXT.
- Take Profit & Stop Loss: Set take profit and stop loss thresholds to manage risk.
- Performance Metrics: Track key metrics like ROI, drawdown, run-up, and more.
- Detailed Configuration: Configure the bot’s behavior through a JSON file.
- Logging: Monitor bot activity and debug effectively with detailed logs.
Grid trading is a trading strategy that places buy and sell orders at predefined intervals above and below a set price. The goal is to capitalize on market volatility by buying low and selling high at different price points. There are two primary types of grid trading: arithmetic and geometric.
In an arithmetic grid, the grid levels (price intervals) are spaced equally. The distance between each buy and sell order is constant, providing a more straightforward strategy for fluctuating markets.
Suppose the price of a cryptocurrency is $3000, and you set up a grid with the following parameters:
- Grid levels: $2900, $2950, $3000, $3050, $3100
- Buy orders: Set at $2900 and $2950
- Sell orders: Set at $3050 and $3100
As the price fluctuates, the bot will automatically execute buy orders as the price decreases and sell orders as the price increases. This method profits from small, predictable price fluctuations, as the intervals between buy/sell orders are consistent (in this case, $50).
In a geometric grid, the grid levels are spaced proportionally or by a percentage. The intervals between price levels increase or decrease exponentially based on a set percentage, making this grid type more suited for assets with higher volatility.
Suppose the price of a cryptocurrency is $3000, and you set up a geometric grid with a 5% spacing between levels. The price intervals will not be equally spaced but will grow or shrink based on the percentage.
- Grid levels: $2700, $2835, $2975, $3125, $3280
- Buy orders: Set at $2700 and $2835
- Sell orders: Set at $3125 and $3280
As the price fluctuates, buy orders are executed at lower levels and sell orders at higher levels, but the grid is proportional. This strategy is better for markets that experience exponential price movements.
- Arithmetic grids are ideal for assets with more stable, linear price fluctuations.
- Geometric grids are better for assets with significant, unpredictable volatility, as they adapt more flexibly to market swings.
Ensure you have Conda installed on your machine.
- Clone the repository:
git clone https://github.com/yourusername/grid_trading_bot.git
cd grid_trading_bot- Create the Conda environment:
conda env create -f environment.yml- Activate the environment:
conda activate grid_trading_botConfigure the bot by editing the config/config.json file to your needs. Here is an example configuration:
{
"exchange": {
"name": "binance",
"trading_fee": 0.001
},
"pair": {
"base_currency": "ETH",
"quote_currency": "USDT"
},
"timeframe": "1h",
"period": {
"start_date": "2024-06-01T00:00:00Z",
"end_date": "2024-06-30T00:00:00Z"
},
"initial_balance": 10000,
"take_profit": {
"is_active": true,
"threshold": 3700
},
"stop_loss": {
"is_active": true,
"threshold": 3100
},
"grid": {
"num_grids": 20,
"top_range": 3600,
"bottom_range": 3200,
"spacing_type": "arithmetic",
"grid_spacing": 200,
"percentage_spacing": 0.05
},
"limits": {
"max_orders": 10
},
"logging": {
"log_level": "INFO"
}
}- exchange: Defines the exchange and trading fee to be used.
- name: The name of the exchange (e.g., binance).
- trading_fee: The trading fee percentage.
- pair: Specifies the trading pair.
- base_currency: The base currency (e.g., ETH).
- quote_currency: The quote currency (e.g., USDT).
- timeframe: Time interval for the data (e.g., 1h for one hour).
- period: The start and end dates for the backtest or trading period.
- start_date: The start date of the trading or backtest period.
- end_date: The end date of the trading or backtest period.
- initial_balance: Starting balance for the bot.
- grid: Defines the grid trading parameters.
- num_grids: The number of grid levels.
- top_range: The upper price limit of the grid.
- bottom_range: The lower price limit of the grid.
- spacing_type: The type of spacing (arithmetic or geometric).
- grid_spacing: The spacing between grids (used for arithmetic spacing).
- percentage_spacing: The percentage spacing between grids (used for geometric spacing).
- limits: Configurations for risk management.
- take_profit: Settings for taking profit.
- is_active: Whether the take profit is active.
- threshold: The price at which to take profit.
- stop_loss: Settings for stopping loss.
- is_active: Whether the stop loss is active.
- threshold: The price at which to stop loss.
- take_profit: Settings for taking profit.
- logging: Configures logging.
- log_level: The level of logging (e.g., INFO, DEBUG).
To run the bot, use the following command:
grid_trading_bot --config config/config.jsonContributions are welcome! If you have suggestions or want to improve the bot, feel free to fork the repository and submit a pull request.
If you encounter any issues or have feature requests, please create a new issue on the GitHub Issues page.
If you find this project helpful and would like to support its development, consider buying me a coffee! Your support is greatly appreciated and motivates me to continue improving and adding new features.
Thank you for your support!
This project is licensed under the MIT License. See the LICENSE file for more details.
This project is intended for educational purposes only. The authors and contributors are not responsible for any financial losses incurred while using this bot. Trading cryptocurrencies involves significant risk and can result in the loss of all invested capital. Please do your own research and consult with a licensed financial advisor before making any trading decisions. Use this software at your own risk.