Create a cryptocurrency trading bot in Elixir

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This book is no longer available for sale.

Create a cryptocurrency trading bot in Elixir

About the Book

THIS BOOK WAS SUPERSEDED BY THE OPEN SOURCE VERSION AT www.elixircryptobot.com, you can get PDF/EPUB versions there or read it online. Please consider supporting this book and my other work via the GitHub Sponsors program(it supports both one-off payments as well as “monthly” plans).

This book is a loosely written representation of Create a cryptocurrency trading bot in Elixir video course released on YouTube.

Its core feature complete and at this moment new content will be "add-ons" to what is already there like indicators.

The source code for this book together with errata (issues) is available at GitHub.

The video course is still an ongoing production and will be continued in the upcoming months(as of March 2021)

About the Author

Kamil Skowron
Kamil Skowron

Hi 👋

I'm Kamil Skowron, a backend software developer with a passion for functional programming.

Table of Contents

  • Preface
  • Who this book is for
  • What this book covers
  • Source code
  • Chapter 1 - Stream live crypto prices from Binance WSS
    • Objectives
    • Create an umbrella app
    • Create a supervised application inside an umbrella
    • Connect to Binance’s WebSocket Stream using the WebSockex module
    • Decode incoming events using the Jason module
  • Chapter 2 - Create a naive trading strategy - a single trader process without supervision
    • Objectives
    • Initializiation
    • How trading strategy will work?
  • Chapter 3 - Introduce PubSub as a communication method
    • Objectives
    • Design
    • Implementation
  • Chapter 4 - Mock the Binance API
    • Objectives
    • Design
    • Create “BinanceMock” app
    • Implement getting exchange info
    • Implement placing buy and sell orders
    • Implement order retrival
    • Implement callback for incoming trade events
    • Upgrade trader and config
    • Test the implementation
  • Chapter 5 - Enable parallel trading on multiple symbols
    • Objectives
    • Introduction - architectural design
    • Implement Naive.SymbolSupervisor
    • Implement Naive.Leader
  • Chapter 6 - Introduce a buy_down_interval to make a single trader more profitable
    • Objectives
    • Why we need to buy below the current price? Feature overview
    • Naive.Trader implementation
    • Naive.Leader implementation
  • Chapter 7 - Introduce a trader budget and calculating the quantity
    • Objectives
    • Fetch step_size
    • Append budget and step_size to the Trader’s state inside the Leader
    • Append budget and step_size to the Trader’s state
    • Calculate quantity
  • Chapter 8 - Add support for multiple transactions per order
    • Objectives
    • Issue with the current implementation
    • Improve buy order filled callback
    • Implement buy order “filled” callback
    • Improve sell order callback
    • Test the implementation
  • Chapter 9 - Run multiple traders in parallel
    • Objectives
    • Describe and design the required functionality
    • Implement rebuy inside Naive.Trader
    • Implement rebuy in the Naive.Leader
    • Improve logs by assigning ids to traders
    • Test the implementation
  • Chapter 10 - Fine-tune trading strategy per symbol
    • Objectives
    • Describe and design the required functionality
    • Add docker to project
    • Set up ecto inside the naive app
    • Create and migrate the DB
    • Seed symbols’ settings
    • Update the Naive.Leader to fetch settings
  • Chapter 11 - Supervise and autostart streaming
    • Objectives
    • Describe and design the required functionality
    • Register the Streamer.Binance processes with names
    • Set up ecto inside the streamer app
    • Create and migrate the db
    • Seed default settings
    • Implement the supervision tree and start streaming functionality
    • Implement the stop functionality
    • Implement the autostart streaming functionality
    • Test the implementation
  • Chapter 12 - Start, stop, shutdown and autostart trading
    • Objectives
    • Describe and design the required functionality
    • (Re-)Implement the start trading functionality
    • Implement the stop trading functionality
    • Implement the autostart trading functionality
    • Implement the shutdown trading functionality
  • Chapter 13 - Abstract duplicated supervision code
    • Objectives
    • Overview of requirements
    • Pseudo generalize Core.ServiceSupervisor module
    • Utilize pseudo generalized code inside the Naive.DynamicSymbolSupervisor
    • Implement a truly generic Core.ServiceSupervisor
    • Remove boilerplate using use macro
    • Use the Core.ServiceSupervisor module inside the streamer application
  • Chapter 14 - Store trade events and orders inside the database
    • Objectives
    • Overview of requirements
    • Create a new data_warehouse application in the umbrella
    • Connect to the database using Ecto
    • Store trade events’ data
    • Store orders’ data
    • Implement supervision
  • Chapter 15 - Backtest trading strategy
    • Objectives
    • Overview of requirements
    • Implement the storing task
    • Test the backtesting

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