Python Crypto Bot v4.0.3 (pycryptobot)


Optional Add-on

Coinbase Pro Portfolio Tracker

https://github.com/whittlem/coinbaseprotracker

An all-in-one view of all your Coinbase Pro portfolios. Highly recommended if running multiple bots and keeping track of their progress.

Prerequisites

  • When running in containers: a working docker/podman installation

Python 3.9.x installed -- https://installpython3.com (must be Python 3.9 or greater)

% python3 --version

Python 3.9.1

Python 3 PIP installed -- https://pip.pypa.io/en/stable/installing

% python3 -m pip --version

pip 21.0.1 from /usr/local/lib/python3.9/site-packages/pip (python 3.9)

Installation

Manual

% git clone https://github.com/whittlem/pycryptobot
% cd pycryptobot
% python3 -m pip install -r requirements.txt

Container

Install Docker Desktop
https://docs.docker.com/desktop

From Github image repo

% docker pull ghcr.io/whittlem/pycryptobot/pycryptobot:latest
latest: Pulling from whittlem/pycryptobot/pycryptobot
8f403cb21126: Pull complete
65c0f2178ac8: Pull complete
1091bd628216: Pull complete
cb1eb04426a4: Pull complete
ec065b94ad1c: Pull complete
Digest: sha256:031fd6c7b7b2d08a743127e5850bc3d9c97a46e02ed0878f4445012eaf0619d3
Status: Downloaded newer image for ghcr.io/whittlem/pycryptobot/pycryptobot:latest
ghcr.io/whittlem/pycryptobot/pycryptobot:latest

Local repo

% docker build -t pycryptobot .

Additional Information

The "requirements.txt" was created with python3 -m pip freeze

Run it

Manual

% python3 pycryptobot.py <arguments>

Docker (Option 1)

Example Local Absolute Path: /home/example/config.json
Example Market: BTC-GBP

Daemon:
% docker run --name BTC-GBP -v /home/example/config.json:/app/config.json -d ghcr.io/whittlem/pycryptobot/pycryptobot:latest <arguments>

Example:
% docker run --name BTC-GBP -v /Users/whittlem/Documents/Repos/Docker/config.json:/app/config.json -d ghcr.io/whittlem/pycryptobot/pycryptobot:latest --live 0
e491ae4fdba28aa9e74802895adf5e856006c3c63cf854c657482a6562a1e15

Interactive:
% docker run --name BTC-GBP -v /home/example/config.json:/app/config.json -it ghcr.io/whittlem/pycryptobot/pycryptobot:latest <arguments>

List Processes:
% docker ps

Example:
% docker ps
CONTAINER ID   IMAGE                                             COMMAND                  CREATED          STATUS          PORTS     NAMES
e491ae4fdba2   ghcr.io/whittlem/pycryptobot/pycryptobot:latest   "python3 pycryptobot…"   46 seconds ago   Up 44 seconds             BTC-GBP

Container Shell:
% docker exec -it BTC-GBP /bin/bash
[[email protected] app]#

Build your own image (if necessary):
docker build -t pycryptobot_BTC-GBP .

Running the docker image:
docker run -d --rm --name pycryptobot_BTC-GBP_container pycryptobot_BTC-GBP

Typically I would save all my settings in the config.json but running from the command line I would usually run it like this.

% python3 pycryptobot.py --market BTC-GBP --granularity 3600 --live 1 --verbose 0 --selllowerpcnt -2

docker-compose (Option 2)

To run using the config.json in template folder,

% docker-compose up -d

By default, docker-compose will use the config inside ./market/template. We provide this as a template for any market config.

For each market you want to trade, create a copy of this folder under market. Also create either a coinbase.key or binance.key file to each folder depending which trading platform is being used. For example, if you are trading BTCEUR and ETHEUR your market folder should look like this:

├── market
│ ├── BTCEUR
│ │ ├── config.json
│ │ ├── pycryptobot.log
│ │ └── graphs
│ └── ETHEUR
│   ├── config.json
│   ├── pycryptobot.log
│   └── graphs

modify docker-compose.yaml

version: "3.9"

services:
  btceur:
    build:
      context: .
    container_name: btceur
    volumes:
      - ./market/BTCEUR/coinbase.key:/app/coinbase.key.json
      - ./market/BTCEUR/config.json:/app/config.json
      - ./market/BTCEUR/pycryptobot.log:/app/pycryptobot.log
      - ./market/BTCEUR/graphs:/app/graphs
      - /etc/localtime:/etc/localtime:ro
    environment:
      - PYTHONUNBUFFERED=1
    deploy:
      restart_policy:
        condition: on-failure

  etheur:
    build:
      context: .
    container_name: etheur
    volumes:
      - ./market/ETHEUR/coinbase.key:/app/coinbase.key.json
      - ./market/ETHEUR/config.json:/app/config.json
      - ./market/ETHEUR/pycryptobot.log:/app/pycryptobot.log
      - ./market/ETHEUR/graphs:/app/graphs
      - /etc/localtime:/etc/localtime:ro
    environment:
      - PYTHONUNBUFFERED=1
    deploy:
      restart_policy:
        condition: on-failure

Run all your bots. Note that each market should have it's own config. Graphs will be saved on each market's folder.

% docker-compose up -d

Kubernetes (Helm) (Option 3)

There is a helm chart available in this repo. It will create your config.json as a configmap and the binance/coinbase keys as secrets, and mount them into the Pod. To run pycryptobot as a Kubernetes deployment, create your helm values as yaml in the following format (do not change the path to the api_key_file):

config: >
    {
        "coinbasepro": {
            "api_url": "https://api.pro.coinbase.com",
            "config": {
                "base_currency": "ETH",
                "quote_currency": "EUR",
                "live": 1,
                "sellatloss": 0,
                "disablelog": 1,
                "autorestart": 1
            },
            "api_key_file": "/app/keys/coinbasepro.key"
        },
        "telegram" : {
            "token" : "<telegram_token>",
            "client_id" : "<client_id>",
        }
    }

coinbasepro_key: |
    XXXXXXXXXXXXXXXXXXXX
    YYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYY
    zzzzzzzzzzzz

Or, for binance:

config: >
    {
        "binance": {
            "api_url": "https://api.binance.com",
            "config": {
                "base_currency": "ETH",
                "quote_currency": "EUR",
                "live": 1,
                "sellatloss": 0,
                "disablelog": 1,
                "autorestart": 1
            },
            "api_key_file": "/app/keys/binance.key"
        },
        "telegram" : {
            "token" : "<telegram_token>",
            "client_id" : "<client_id>",
        }
    }

binance_key: |
    XXXXXXXXXXXXXXXXXXXX
    YYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYY

Or, for kucoin:

config: >
    {
        "kucoin": {
            "api_url": "https://api.kucoin.com",
            "config": {
                "base_currency": "ETH",
                "quote_currency": "EUR",
                "live": 1,
                "sellatloss": 0,
                "disablelog": 1,
                "autorestart": 1
            },
            "api_key_file": "/app/keys/coinbasepro.key"
        },
        "telegram" : {
            "token" : "<telegram_token>",
            "client_id" : "<client_id>",
        }
    }

kucoin_key: |
    XXXXXXXXXXXXXXXXXXXX
    YYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYY
    zzzzzzzzzzzz

Or both:

config: >
    {
        "coinbasepro": {
            "api_url": "https://api.pro.coinbase.com",
            "config": {
                "base_currency": "ETH",
                "quote_currency": "EUR",
                "live": 1,
                "sellatloss": 0,
                "disablelog": 1,
                "autorestart": 1
            },
            "api_key_file": "/app/keys/coinbasepro.key"
        },
        "binance": {
            "api_url": "https://api.binance.com",
            "config": {
                "base_currency": "ETH",
                "quote_currency": "EUR",
                "live": 1,
                "sellatloss": 0,
                "disablelog": 1,
                "autorestart": 1
            },
            "api_key_file": "/app/keys/binance.key"
        },
        "kucoin": {
            "api_url": "https://api.kucoin.com",
            "config": {
                "base_currency": "ETH",
                "quote_currency": "EUR",
                "live": 1,
                "sellatloss": 0,
                "disablelog": 1,
                "autorestart": 1
            },
            "api_key_file": "/app/keys/kucoin.key"
        },
        "telegram" : {
            "token" : "<telegram_token>",
            "client_id" : "<client_id>",
        }
    }

coinbasepro_key: |
    XXXXXXXXXXXXXXXXXXXX
    YYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYY
    zzzzzzzzzzzz
binance_key: |
    XXXXXXXXXXXXXXXXXXXX
    YYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYY
kucoin_key: |
    XXXXXXXXXXXXXXXXXXXX
    YYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYYY
    zzzzzzzzzzzz

Then run:

git clone https://github.com/whittlem/pycryptobot
cd pycryptobot/chart
helm upgrade -i pycryptobot-eth-eur -f <path_to_helm_config>

So if you created above helm values file as config-eth-eur.yaml, you would run:

helm upgrade -i pycryptobot-eth-eur -f config-eth-eur.yaml

Bot mechanics

Smart switching:

  • If the EMA12 is greater than the EMA26 on the 1 hour and 6 hour intervals switch to start trading on the 15 minute intervals
  • If the EMA12 is lower than the EMA26 on the 1 hour and 6 hour intervals switch back to trade on the 1 hour intervals
  • If a "granularity" is specified as an argument or in the config.json then smart switching will be disabled
  • Force smart switching between 1 hour and 15 minute intervals with "smartswitch" argument or config option (1 or 0)

Buy signal:

  • EMA12 is currently crossing above the EMA26 and MACD is above the Signal OR MACD is currently crossing above the Signal and EMA12 is above the EMA26
  • Golden Cross (SMA50 is above the SMA200) <-- bull market detection
  • On-Balance Volume Percent > -5 <-- suitable momentum required
  • Elder Ray Buy is True <-- bull market detection

The bot will only trade in a bull market to minimise losses! (you can disable this)

Special buy cases:

  • "nobuynearhighpcnt" to specify the percentage from high that the bot should not buy if "disablebuynearhigh" is not specified.

Sell signal:

  • EMA12 is currently crossing below the EMA26
  • MACD is below the Signal

Special sell cases:

  • "buymaxsize" specifies a fixed max amount of the quote currency to buy with
  • "nosellminpcnt" specifies the lower margin limit to not sell above
  • "nosellmaxpcnt" specifies the upper margin limit to not sell below
  • If "sellatloss" is on, bot will sell if price drops below the lower Fibonacci band
  • If "sellatloss" is on and "selllowerpcnt" is specified the bot will sell at the specified amount E.g. -2 for -2% margin
  • If "sellatloss" is on and "trailingstoploss" is specified the bot will sell at the specified amount below the buy high
  • If "sellupperpcnt" is specified the bot will sell at the specified amount E.g. 10 for 10% margin (Depending on the conditions I lock in profit at 3%)
  • If the margin exceeds 3% and the price reaches a Fibonacci band it will sell to lock in profit
  • If the margin exceeds 3% but a strong reversal is detected with negative OBV and MACD < Signal it will sell
  • "sellatloss" set to 0 prevents selling at a loss

Optional Options

--stats                             Display order profit and loss (P&L) report
--autorestart                       Automatically restart the bot on error
--sellatresistance                  Sells if the price reaches either resistance or Fibonacci band

Disabling Default Functionality

--disablebullonly                   Disable only buying in bull market
--disablebuynearhigh                Disable buying within 3% of the dataframe high
--disablebuymacd                    Disable macd buy signal
--disablebuyema                     Disable ema buy signal.If both core indicators ema and macd buy signals are disabled, bot won't buy.Doesn't affect sell strategy.
--disablebuyobv                     Disable obv buy signal
--disablebuyelderray                Disable elder ray buy signal
--disablefailsafefibonaccilow       Disable failsafe sell on fibonacci lower band
--disablefailsafelowerpcnt          Disable failsafe sell on 'selllowerpcnt'
--disableprofitbankupperpcnt        Disable profit bank on 'sellupperpcnt'
--disableprofitbankfibonaccihigh    Disable profit bank on fibonacci upper band
--disableprofitbankreversal         Disable profit bank on strong candlestick reversal
--disabletelegram                   Disable sending telegram messages
--disablelog                        Disable writing log entries
--disabletracker                    Disable saving CSV on buy and sell events

"Sell At Loss" explained

The "sellatloss" option disabled has it's advantages and disadvantages. It does prevent any losses but also prevents you from exiting a market before a crash or bear market. Sometimes it's better to make an occasional small loss and make it up with several buys than be conservative and potentially lock a trade for weeks if not months. It happened to me while testing this with the last crash (after Elon's tweet!). Three of my bots did not sell while the profit dropped to -10 to -20%. It did bounce back and I made over 3% a trade with any losses but I also lost out of loads of trading opportunities. It's really a matter of preference. Maybe some markets would be more appropriate than others for this.

Live Trading

In order to trade live you need to authenticate with the Coinbase Pro or Binance APIs. This is all documented in my Medium articles. In summary you will need to include a config.json file in your project root which contains your API keys. If the file does not exist it will only work in test/demo mode.

Trading Simulation

--sim ['fast, fast-sample, slow-sample']   Sets simulation mode
--simstartdate                             Start date for sample simulation e.g '2021-01-15'
--simenddate                               End date for sample simulation or 'now'

simstartdate takes priority over simenddate if both are given

Simulation trades.csv

By default, when running a simulation, if there are any orders, a file called trades.csv with all BUYS and SELLS will be created.

With --tradesfile you can control the name and where file is stored, eg --tradesfile BTSUDC-trades.csv

API key / secret / password storage

From now on it's recommended NOT to store the credentials in the config file because people share configs and may inadvertently share their API keys within.

Instead, please, create binance.key or coinbase.key or kucoin.key (or use your own names for the files) and refer to these files in the config.json file as:

"api_key_file" : "binance.key"

Once you have done that, "api_key" and "api_secret" can be safely removed from your config file and you're free to share your configs without worrying of leaked credentials.

binance.key / conbase.key / kucoin.key examples

Actually it's pretty simple, these files are supposed to be a simple text files with the API key on the first line, API secret on the second line and in case of coinbase and kucoin, probably the API password on the third. No comments or anything else is allowed, just the long string of numbers:

0234238792873423...82736827638472
68473847745876abscd9872...8237642

(dots are used to indicate places where the strings were shortened)

config.json examples

Coinbase Pro basic (using smart switching)

{
    "api_url" : "https://api.pro.coinbase.com",
    "api_key_file" : "coinbase.key",
    "config" : {
        "cryptoMarket" : "BTC",
        "fiatMarket" : "GBP",
        "live" : 1,
        "sellatloss" : 0
    }
}

Coinbase Pro basic (specific granularity, no smart switching)

{
    "api_url" : "https://api.pro.coinbase.com",
    "api_key_file" : "coinbase.key",
    "config" : {
        "cryptoMarket" : "BCH",
        "fiatMarket" : "GBP",
        "granularity" : 3600,
        "live" : 1,
        "sellatloss" : 0
    }
}

Coinbase Pro only (new format)

{
    "coinbasepro" : {
        "api_url" : "https://api.pro.coinbase.com",
        "api_key_file" : "coinbase.key",
        "config" : {
            "base_currency" : "BTC",
            "quote_currency" : "GBP",
            "granularity" : "3600",
            "live" : 0,
            "verbose" : 0
        }
    }
}

Binance only (new format)

{
    "binance" : {
        "api_url" : "https://api.binance.com",
        "api_key_file" : "binance.key",
        "config" : {
            "base_currency" : "BTC",
            "quote_currency" : "ZAR",
            "granularity" : "1h",
            "live" : 0,
            "verbose" : 0
        }
    }
}

Kucoin (using smart switching)

{
    "api_url" : "https://api.kucoin.com",
    "api_key_file" : "kucoin.key",
    "config" : {
        "base_currency" : "BTC",
        "quote_currency" : "GBP",
        "live" : 1,
        "sellatloss" : 0
    }
}

Coinbase Pro, Binance and Kucoin (new format)

{
    "binance" : {
        "api_url" : "https://api.binance.com",
        "api_key_file" : "binance.key",
        "config" : {
            "base_currency" : "BTC",
            "quote_currency" : "ZAR",
            "granularity" : "1h",
            "live" : 0,
            "verbose" : 0
        }
    },
    "coinbasepro" : {
        "api_url" : "https://api.pro.coinbase.com",
        "api_key_file" : "coinbase.key",
        "config" : {
            "base_currency" : "BTC",
            "quote_currency" : "GBP",
            "granularity" : "3600",
            "live" : 0,
            "verbose" : 0
        }
    },
    "kucoin" : {
        "api_url" : "https://api.kucoin.com",
        "api_key_file" : "kucoin.key",
        "config" : {
            "base_currency" : "BTC",
            "quote_currency" : "GBP",
            "granularity" : "3600",
            "live" : 0,
            "verbose" : 0
        }
    }
}

All the "config" options in the config.json can be passed as arguments E.g. --market

Command line arguments override config.json config.

For telegram, add a piece to the config.json as follows:

"telegram" : {
    "token" : "<token>",
    "client_id" : "<client id>"
}

You can use @botfather and @myidbot in telegram to create a bot with token and get a client id.

For configuring logger, add a piece to the config.json as follows: This is also default configuration of the logger, if no config is given and log is not disabled this configuration will apply.

"logger" : {
    "filelog": 1,
    "logfile": "pycryptobot.log",
    "fileloglevel": "DEBUG",
    "consolelog": 1,
    "consoleloglevel": "INFO"
}

"filelog" and "consolelog" can only get 1 (enable) or 0 (disable). "--disablelog" argument or "disablelog" config will disable to writing logfile as backwards compatibility. If you want to disable logging entirely, you can set "filelog" and "consolelog" to 0.

"logfile" is overriden by '--logfile' console argument. If '--logfile' used when running bot "logfile": "pycryptobot.log" line in config file will be ignored.

"fileloglevel" and "consoleloglevel" can get one of 'CRITICAL', 'ERROR', 'WARNING', 'INFO', 'DEBUG', 'NOTSET' For further detail in log levels: https://docs.python.org/3/library/logging.html#logging-levels

Multi-Market Trading

The bot can trade multiple markets at once. This is also documented in my Medium articles. The bot will execute buys using the full "quote currency" balance it has access too and it will sell the full "base currency" balance it has access too. In order to ring-fence your non-bot funds you should create another "Portfolio" in Coinbase Pro and assign API keys to it. That way you limit exposure. You can so something similar with Binance using sub-accounts but I believe you need to be a certain level to do this.

The way you trade multiple markets at once is create multiple Coinbase Pro portfolios for each each bot instance. You will then clone this project for additional bots with the relevant Portfolio keys (config.json).

I have 5 bots running at once for my Portfolios: "Bot - BTC-GBP", "Bot - BCH-GBP", "Bot - ETH-GBP", "Bot - LTC-GBP", and "Bot - XLM-EUR".

Assuming each bot has a config.json that looks similar to this (update the "cryptoMarket" and "fiatMarket" appropriately):

{
    "api_url" : "https://api.pro.coinbase.com",
    "api_key_file" : "coinbase.key"
    "config" : {
        "cryptoMarket" : "BTC",
        "fiatMarket" : "GBP",
        "live" : 1
        "selllowerpcnt" : -2
    }
}

The way I run my five bots is as follow:

BTC-GBP % rm pycryptobot.log; git pull; clear; python3 pycryptobot.py

BCH-GBP % rm pycryptobot.log; git pull; clear; python3 pycryptobot.py

ETH-GBP % rm pycryptobot.log; git pull; clear; python3 pycryptobot.py

LTC-GBP % rm pycryptobot.log; git pull; clear; python3 pycryptobot.py

XLM-EUR % rm pycryptobot.log; git pull; clear; python3 pycryptobot.py

Notice how I don't pass any arguments. It's all retrieved from the config.json but you can pass the arguments manually as well.

The merge from "binance" branch back into "main"

Some of you may have been helping test the new code for a few months in the "binance" branch. This is now merged back into the "main" branch. If you are still using the "binance" branch please carry out the following steps (per bot instance).

git reset --hard
git checkout main
git pull
python3 -m pip install -r requirements.txt

Please note you need to be using Python 3.9.x or greater. The previous bot version only required Python 3.x.

Stats Module

To keep track of the bots performance over time you can run the stats module. e.g.

python3 pycryptobot.py --stats

This will analyse all the completed buy/sell trade pairs to give stats on todays trades, the trades over the last 7 days, the trades over the last 30 days, and all-time trades.

An optional flag of --statstartdate can be given to ignore all trades that happened before a specified date. The date must be of the format: yyyy-mm-dd. e.g.

python3 pycryptobot.py --stats --statstartdate 2021-6-01

To get the stats from all your bots, another optional flag of --statgroup can be used. This takes a list of markets and merges the results into one output. e.g.

python3 pycryptobot.py --stats --statgroup BTCGBP ETHGBP ADAGBP

or via the config.json file e.g.

"config": {
    ....
    "stats": 1,
    "statgroup": ["BTCGBP", "ETHGBP", "ADAGBP"],
    ....
}

Note: --statgroup only accepts a group of markets if the quote currency (in this example GBP) is the same.

If you want more detail than the simple summary, add the optional flag --statdetail. This will print a more detailed list of the transactions. --statdetail can work in conjunction with --statstartdate and --statgroup.

Upgrading the bots

I push updates regularly and it's best to always be running the latest code. In each bot directory make sure you run this regularly.

git pull

I've actually included this in the examples in how to start the bot that will do this for you automatically.

Fun quick non-live demo

python3 pycryptobot.py --market BTC-GBP --granularity 3600 --sim fast --verbose 0

If you get stuck with anything email me or raise an issue in the repo and I'll help you sort it out. Raising an issue is probably better as the question and response may help others.

Enjoy and happy trading! :)

GitHub - whittlem/pycryptobot: Python Crypto Bot
Python Crypto Bot. Contribute to whittlem/pycryptobot development by creating an account on GitHub.