Created
December 27, 2023 18:49
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Scafolding for basic trading bot
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import requests | |
import numpy as np | |
class MockExchangeAPI: | |
def get_latest_price(self, symbol): | |
# Mock function to get the latest price. Replace with actual API call. | |
return requests.get(f"https://api.exchange.com/latestPrice?symbol={symbol}").json() | |
def execute_trade(self, symbol, trade_type, quantity): | |
# Mock function to execute a trade. Replace with actual API call. | |
print(f"Executing {trade_type} trade for {quantity} of {symbol}") | |
class TradingBot: | |
def __init__(self, symbol, short_window, long_window, api): | |
self.symbol = symbol | |
self.short_window = short_window | |
self.long_window = long_window | |
self.api = api | |
self.prices = [] | |
def calculate_ema(self, prices, window): | |
return np.mean(prices[-window:]) # Simplified EMA for demonstration | |
def fetch_latest_price(self): | |
latest_price = self.api.get_latest_price(self.symbol) | |
self.prices.append(latest_price) | |
return latest_price | |
def evaluate_signals(self): | |
if len(self.prices) >= self.long_window: | |
short_ema = self.calculate_ema(self.prices, self.short_window) | |
long_ema = self.calculate_ema(self.prices, self.long_window) | |
if short_ema > long_ema: | |
return "buy" | |
elif short_ema < long_ema: | |
return "sell" | |
return "hold" | |
def execute_trade(self, signal): | |
if signal == "buy": | |
self.api.execute_trade(self.symbol, "buy", 1) # Example quantity | |
elif signal == "sell": | |
self.api.execute_trade(self.symbol, "sell", 1) | |
def run(self): | |
while True: | |
latest_price = self.fetch_latest_price() | |
signal = self.evaluate_signals() | |
self.execute_trade(signal) | |
if __name__ == "__main__": | |
api = MockExchangeAPI() | |
bot = TradingBot("BTC-USD", short_window=10, long_window=50, api=api) | |
bot.run() |
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