Create a cryptocurrency trading bot in Elixir
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THIS BOOK WAS SUPERSEDED BY THE OPEN SOURCE VERSION AT www.elixircryptobot.com, you can get PDF/EPUB versions there or read it online.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
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_intervalto make a single trader more profitable- Objectives
- Why we need to buy below the current price? Feature overview
-
Naive.Traderimplementation -
Naive.Leaderimplementation
-
Chapter 7 - Introduce a trader budget and calculating the quantity
- Objectives
-
Fetch
step_size -
Append
budgetandstep_sizeto theTrader’s state inside theLeader -
Append
budgetandstep_sizeto theTrader’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
ectoinside thenaiveapp - Create and migrate the DB
- Seed symbols’ settings
-
Update the
Naive.Leaderto fetch settings
-
Chapter 11 - Supervise and autostart streaming
- Objectives
- Describe and design the required functionality
-
Register the
Streamer.Binanceprocesses with names -
Set up
ectoinside thestreamerapp - 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
usemacro -
Use the
Core.ServiceSupervisormodule inside thestreamerapplication
-
Chapter 14 - Store trade events and orders inside the database
- Objectives
- Overview of requirements
-
Create a new
data_warehouseapplication 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
The Leanpub 60-day 100% Happiness Guarantee
Within 60 days of purchase you can get a 100% refund on any Leanpub purchase, in two clicks.
See full terms
Do Well. Do Good.
Authors have earned$11,223,750writing, publishing and selling on Leanpub, earning 80% royalties while saving up to 25 million pounds of CO2 and up to 46,000 trees.
Learn more about writing on Leanpub
Free Updates. DRM Free.
If you buy a Leanpub book, you get free updates for as long as the author updates the book! Many authors use Leanpub to publish their books in-progress, while they are writing them. All readers get free updates, regardless of when they bought the book or how much they paid (including free).
Most Leanpub books are available in PDF (for computers), EPUB (for phones and tablets) and MOBI (for Kindle). The formats that a book includes are shown at the top right corner of this page.
Finally, Leanpub books don't have any DRM copy-protection nonsense, so you can easily read them on any supported device.
Learn more about Leanpub's ebook formats and where to read them
Top Books
- #1
OpenIntro Statistics
David Diez, Christopher Barr, Mine Cetinkaya-Rundel, and OpenIntroA complete foundation for Statistics, also serving as a foundation for Data Science.
Leanpub revenue supports OpenIntro (US-based nonprofit) so we can provide free desk copies to teachers interested in using OpenIntro Statistics in the classroom and expand the project to support free textbooks in other subjects.
More resources: openintro.org.
- #2
Everyday Rails - RSpecによるRailsテスト入門
Junichi Ito (伊藤淳一) and Aaron SumnerRSpecを使ってRailsアプリケーションに信頼性の高いテストを書く実践的なアドバイスを提供します。詳細で丁寧な説明は本書のオリジナルコンテンツです。また、説明には実際に動かせるサンプルアプリケーションも使用します。本書は2022年版にアップデートされ、Rails 7.0やRSpec Rails 5.0といった新しい環境に対応しています！さあ、自信をもってテストできるようになりましょう！
- #3
Concurrency with Modern C++
Rainer GrimmC++11 is the first C++ standard that deals with concurrency. The story goes on with C++17, C++20, and will continue with C++23.
I'll give you a detailed insight into the current and the upcoming concurrency in C++. This insight includes the theory and a lot of practice.
- #4
Ansible for DevOps
Jeff GeerlingAnsible is a simple, but powerful, server and configuration management tool. Learn to use Ansible effectively, whether you manage one server—or thousands.
- #5
C++20 - The Complete Guide
Nicolai M. JosuttisAll the new language and library features of C++20 (for those who know previous versions).
The book presents all new language and library features of C++20. Learn how this impacts day-to-day programming, to benefit in practice, to combine new features, and to avoid all new traps.
Buy early, pay less, free updates.
Other books:
- #6
Object Lifetime Puzzlers Book 1
Jason TurnerFUN C++ related programming puzzles!
- #7
Introducing EventStorming
Alberto BrandoliniThe deepest tutorial and explanation about EventStorming, straight from the inventor.
- #8
Understanding JavaScript Promises
Nicholas C. ZakasLearn all about JavaScript promises from veteran JavaScript author Nicholas C. Zakas.
- #9
Jetpack Compose internals
Jorge CastilloJetpack Compose is the future of Android UI. Master how it works internally and become a more efficient developer with it. You'll also find it valuable if you are not an Android dev. This book provides all the details to understand how the Compose compiler & runtime work, and how to create a client library using them.
- #10
Stratospheric
Tom Hombergs, Björn Wilmsmann, and Philip RiecksFrom Zero to Production with Spring Boot and AWS. All you need to know to get a Spring Boot application into production with AWS. No previous AWS knowledge required.
Go to stratospheric.dev for a tour of the contents.
Top Bundles
- #1
CCIE Service Provider Ultimate Study Bundle
2 Books
Piotr Jablonski, Lukasz Bromirski, and Nick Russo have joined forces to deliver the only CCIE Service Provider training resource you'll ever need. This bundle contains a detailed and challenging collection of workbook labs, plus an extensively detailed technical reference guide. All of us have earned the CCIE Service Provider certification... - #2
Software Architecture for Developers: Volumes 1 & 2 - Technical leadership and communication
2 Books
"Software Architecture for Developers" is a practical and pragmatic guide to modern, lightweight software architecture, specifically aimed at developers. You'll learn:The essence of software architecture.Why the software architecture role should include coding, coaching and collaboration.The things that you really need to think about before... - #4
Modern C++ Collection
3 Books
Get All about Modern C++C++ Standard Library, including C++20Concurrency with Modern C++, including C++20C++20Each book has about 200 complete code examples. Updates are included. When I update one of the books, you immediately get the updated bundle. You can expect significant updates to each new C++ standard (C++23, C++26, .. ) and also... - #6
The Python Craftsman
3 Books
The Python Craftsman series comprises The Python Apprentice, The Python Journeyman, and The Python Master. The first book is primarily suitable for for programmers with some experience of programming in another language. If you don't have any experience with programming this book may be a bit daunting. You'll be learning not just a programming... - #9
Linux Administration Complet
4 Books
Ce lot comprend les quatre volumes du Guide Linux Administration :Linux Administration, Volume 1, Administration fondamentale : Guide pratique de préparation aux examens de certification LPIC 1, Linux Essentials, RHCSA et LFCS. Administration fondamentale. Introduction à Linux. Le Shell. Traitement du texte. Arborescence de fichiers. Sécurité...
