Adding cassandre tutorial (#10757)
* Adding Cassandre * Added a logger * Added a logger * Change test name * Change test name * Moved to spring-boot-modules * remove cassandre from the spring-boot-modules pom, and add it in the main pom.
This commit is contained in:
Stéphane Traumat
GitHub
parent
38aeae6685
commit
3c5b7234d9
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pom.xml
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pom.xml
@ -1276,6 +1276,7 @@
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</build>
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<modules>
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<module>spring-boot-modules/spring-boot-cassandre</module>
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<module>core-java-modules/core-java-9</module>
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<module>core-java-modules/core-java-9-improvements</module>
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<module>core-java-modules/core-java-9-jigsaw</module>
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11
spring-boot-modules/spring-boot-cassandre/README.md
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spring-boot-modules/spring-boot-cassandre/README.md
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# Cassandre trading bot example
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This project is an example of a trading bot developed with Cassandre
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## Running the examples
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* `mvn test` - Run strategy backtesting
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* `mvn spring-boot:run` - Run the bot
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## Relevant Articles
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- [Build a Trading Bot with Cassandre Spring Boot Starter](https://www.baeldung.com/build-a-trading-bot-with-cassandre-spring-boot-starter/)
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68
spring-boot-modules/spring-boot-cassandre/pom.xml
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68
spring-boot-modules/spring-boot-cassandre/pom.xml
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<?xml version="1.0" encoding="UTF-8"?>
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<project xmlns="http://maven.apache.org/POM/4.0.0"
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xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
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xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 https://maven.apache.org/xsd/maven-4.0.0.xsd">
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<modelVersion>4.0.0</modelVersion>
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<parent>
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<groupId>org.springframework.boot</groupId>
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<artifactId>spring-boot-starter-parent</artifactId>
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<version>2.4.5</version>
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<relativePath /> <!-- lookup parent from repository -->
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</parent>
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<groupId>com.example</groupId>
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<artifactId>demo</artifactId>
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<version>0.0.1-SNAPSHOT</version>
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<name>Cassandre trading bot tutorial</name>
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<description>Cassandre trading bot tutorial</description>
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<properties>
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<java.version>11</java.version>
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</properties>
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<dependencies>
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<dependency>
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<groupId>org.springframework.boot</groupId>
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<artifactId>spring-boot-starter</artifactId>
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</dependency>
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<!-- Cassandre dependencies -->
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<dependency>
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<groupId>tech.cassandre.trading.bot</groupId>
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<artifactId>cassandre-trading-bot-spring-boot-starter</artifactId>
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<version>4.2.1</version>
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</dependency>
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<dependency>
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<groupId>org.knowm.xchange</groupId>
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<artifactId>xchange-kucoin</artifactId>
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<version>5.0.7</version>
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</dependency>
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<dependency>
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<groupId>org.hsqldb</groupId>
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<artifactId>hsqldb</artifactId>
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<version>2.5.1</version>
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</dependency>
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<dependency>
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<groupId>org.springframework.boot</groupId>
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<artifactId>spring-boot-starter-test</artifactId>
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<scope>test</scope>
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</dependency>
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<!-- Cassandre dependencies -->
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<dependency>
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<groupId>tech.cassandre.trading.bot</groupId>
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<artifactId>cassandre-trading-bot-spring-boot-starter-test</artifactId>
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<version>4.2.1</version>
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<scope>test</scope>
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</dependency>
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</dependencies>
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<build>
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<plugins>
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<plugin>
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<groupId>org.springframework.boot</groupId>
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<artifactId>spring-boot-maven-plugin</artifactId>
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<version>2.4.5</version>
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</plugin>
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</plugins>
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</build>
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</project>
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@ -0,0 +1,13 @@
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package com.example.demo;
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import org.springframework.boot.SpringApplication;
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import org.springframework.boot.autoconfigure.SpringBootApplication;
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@SpringBootApplication
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public class DemoApplication {
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public static void main(String[] args) {
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SpringApplication.run(DemoApplication.class, args);
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}
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}
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@ -0,0 +1,66 @@
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package com.example.demo;
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import static tech.cassandre.trading.bot.dto.position.PositionStatusDTO.CLOSED;
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import static tech.cassandre.trading.bot.dto.position.PositionStatusDTO.OPENED;
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import static tech.cassandre.trading.bot.dto.util.CurrencyDTO.BTC;
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import static tech.cassandre.trading.bot.dto.util.CurrencyDTO.USDT;
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import java.math.BigDecimal;
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import java.util.Optional;
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import java.util.Set;
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import org.slf4j.Logger;
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import org.slf4j.LoggerFactory;
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import tech.cassandre.trading.bot.dto.market.TickerDTO;
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import tech.cassandre.trading.bot.dto.position.PositionDTO;
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import tech.cassandre.trading.bot.dto.position.PositionRulesDTO;
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import tech.cassandre.trading.bot.dto.user.AccountDTO;
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import tech.cassandre.trading.bot.dto.util.CurrencyPairDTO;
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import tech.cassandre.trading.bot.strategy.BasicCassandreStrategy;
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import tech.cassandre.trading.bot.strategy.CassandreStrategy;
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@CassandreStrategy
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public class MyFirstStrategy extends BasicCassandreStrategy {
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private final Logger logger = LoggerFactory.getLogger(MyFirstStrategy.class);
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@Override
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public Set<CurrencyPairDTO> getRequestedCurrencyPairs() {
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return Set.of(new CurrencyPairDTO(BTC, USDT));
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}
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@Override
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public Optional<AccountDTO> getTradeAccount(Set<AccountDTO> accounts) {
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return accounts.stream()
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.filter(a -> "trade".equals(a.getName()))
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.findFirst();
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}
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@Override
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public void onTickerUpdate(TickerDTO ticker) {
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logger.info("Received a new ticker : {}", ticker);
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if (new BigDecimal("56000").compareTo(ticker.getLast()) == -1) {
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if (canBuy(new CurrencyPairDTO(BTC, USDT), new BigDecimal("0.01"))) {
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PositionRulesDTO rules = PositionRulesDTO.builder()
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.stopGainPercentage(4f)
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.stopLossPercentage(25f)
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.build();
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createLongPosition(new CurrencyPairDTO(BTC, USDT), new BigDecimal("0.01"), rules);
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}
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}
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}
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@Override
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public void onPositionStatusUpdate(PositionDTO position) {
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if (position.getStatus() == OPENED) {
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logger.info("> New position opened : {}", position.getPositionId());
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}
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if (position.getStatus() == CLOSED) {
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logger.info("> Position closed : {}", position.getDescription());
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}
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}
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}
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#
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# Exchange configuration.
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cassandre.trading.bot.exchange.name=kucoin
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cassandre.trading.bot.exchange.username=kucoin.cassandre.test@gmail.com
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cassandre.trading.bot.exchange.passphrase=cassandre
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cassandre.trading.bot.exchange.key=6054ad25365ac6000689a998
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cassandre.trading.bot.exchange.secret=af080d55-afe3-47c9-8ec1-4b479fbcc5e7
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#
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# Modes
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cassandre.trading.bot.exchange.modes.sandbox=true
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cassandre.trading.bot.exchange.modes.dry=false
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#
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# Exchange API calls rates (ms or standard ISO 8601 duration like 'PT5S').
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cassandre.trading.bot.exchange.rates.account=2000
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cassandre.trading.bot.exchange.rates.ticker=2000
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cassandre.trading.bot.exchange.rates.trade=2000
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#
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# Database configuration.
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cassandre.trading.bot.database.datasource.driver-class-name=org.hsqldb.jdbc.JDBCDriver
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cassandre.trading.bot.database.datasource.url=jdbc:hsqldb:mem:cassandre
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cassandre.trading.bot.database.datasource.username=sa
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cassandre.trading.bot.database.datasource.password=
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@ -0,0 +1,13 @@
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package com.example.demo;
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import org.junit.jupiter.api.Test;
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import org.springframework.boot.test.context.SpringBootTest;
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@SpringBootTest
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class DemoApplicationTests {
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@Test
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void contextLoads() {
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}
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}
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package com.example.demo;
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import static org.awaitility.Awaitility.await;
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import static org.junit.jupiter.api.Assertions.assertTrue;
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import static tech.cassandre.trading.bot.dto.position.PositionStatusDTO.OPENED;
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import static tech.cassandre.trading.bot.dto.util.CurrencyDTO.USDT;
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import java.util.HashMap;
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import org.junit.jupiter.api.DisplayName;
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import org.junit.jupiter.api.Test;
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import org.slf4j.Logger;
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import org.slf4j.LoggerFactory;
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import org.springframework.beans.factory.annotation.Autowired;
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import org.springframework.boot.test.context.SpringBootTest;
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import org.springframework.context.annotation.Import;
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import tech.cassandre.trading.bot.dto.util.CurrencyDTO;
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import tech.cassandre.trading.bot.dto.util.GainDTO;
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import tech.cassandre.trading.bot.test.mock.TickerFluxMock;
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@SpringBootTest
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@Import(TickerFluxMock.class)
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@DisplayName("Simple strategy test")
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public class MyFirstStrategyUnitTest {
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private final Logger logger = LoggerFactory.getLogger(MyFirstStrategyUnitTest.class);
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@Autowired
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private MyFirstStrategy strategy;
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@Autowired
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private TickerFluxMock tickerFluxMock;
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@Test
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@DisplayName("Check gains")
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public void whenTickersArrives_thenCheckGains() {
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await().forever().until(() -> tickerFluxMock.isFluxDone());
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final HashMap<CurrencyDTO, GainDTO> gains = strategy.getGains();
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logger.info("Cumulated gains:");
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gains.forEach((currency, gain) -> logger.info(currency + " : " + gain.getAmount()));
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logger.info("Position still opened :");
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strategy.getPositions()
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.values()
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.stream()
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.filter(p -> p.getStatus().equals(OPENED))
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.forEach(p -> logger.info(" - {} " + p.getDescription()));
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assertTrue(gains.get(USDT).getPercentage() > 0);
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}
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}
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#
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# Exchange configuration.
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cassandre.trading.bot.exchange.name=kucoin
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cassandre.trading.bot.exchange.username=kucoin.cassandre.test@gmail.com
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cassandre.trading.bot.exchange.passphrase=cassandre
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cassandre.trading.bot.exchange.key=6054ad25365ac6000689a998
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cassandre.trading.bot.exchange.secret=af080d55-afe3-47c9-8ec1-4b479fbcc5e7
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#
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# Modes
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cassandre.trading.bot.exchange.modes.sandbox=true
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cassandre.trading.bot.exchange.modes.dry=true
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#
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# Exchange API calls rates (ms or standard ISO 8601 duration like 'PT5S').
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cassandre.trading.bot.exchange.rates.account=2000
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cassandre.trading.bot.exchange.rates.ticker=2000
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cassandre.trading.bot.exchange.rates.trade=2000
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#
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# Database configuration.
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cassandre.trading.bot.database.datasource.driver-class-name=org.hsqldb.jdbc.JDBCDriver
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cassandre.trading.bot.database.datasource.url=jdbc:hsqldb:mem:cassandre
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cassandre.trading.bot.database.datasource.username=sa
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cassandre.trading.bot.database.datasource.password=
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@ -0,0 +1,89 @@
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||||
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|
||||
1617753600 57988.3 55958.2 58668.6 55439 5277.04906389 299996660.411940246
|
||||
1617840000 55958.2 58076.7 58141 55700.6 3175.60482079 181817013.517575328
|
||||
1617926400 58076.7 58131.6 58900 57666.9 3516.19104669 204849717.059779284
|
||||
1618012800 58138.2 59770.2 61350 57902.1 5533.50675561 332014577.538990658
|
||||
1618099200 59770.2 60007.6 60687.4 59247.6 3896.37426019 233158562.799039154
|
||||
1618185600 60007.6 59863.4 61270.7 59417.4 4611.409014 277430208.743380477
|
||||
1618272000 59863.4 63578.7 63759.7 59815 6906.310253 430518557.569547626
|
||||
1618358400 63578.7 62958.7 64840 61000 7696.509177 487298143.928065301
|
||||
1618444800 62954.4 63152.6 63772.1 62023.9 4709.82427144 296178401.81115496
|
||||
1618531200 63152.6 61342.6 63509.7 59930.8 8295.32523869 510423835.691643255
|
||||
1618617600 61342.7 59995.2 62497.8 59599.6 5367.42979289 328364887.709585395
|
||||
1618704000 59995.3 56150.6 60409.5 49001 11485.97101449 637797282.448645379
|
||||
1618790400 56152.7 55618.8 57583.4 54205.2 7721.306905 432634348.931871989
|
||||
1618876800 55618.7 56427.8 57061.6 53328 8677.75606016 480164200.559836543
|
||||
1618963200 56426.1 53793.6 56761.7 53602 6240.82191836 345339357.806167462
|
||||
1619049600 53793.5 51696.4 55474.7 50400 8879.16016304 475394174.249706678
|
||||
1619136000 51691.2 51102.7 52112.1 47502.1 8885.07060366 441295812.644904319
|
||||
1619222400 51109.8 50033 51157.9 48676.5 4833.41744745 241336360.887795675
|
||||
1619308800 50041.5 49086.9 50554.6 46966.2 4805.34664069 237153315.222670555
|
||||
1619395200 49069 54000.2 54336.4 48775.8 6695.12934907 353727728.269533971
|
||||
1619481600 53997.1 55014.3 55439 53240.8 4344.22291318 237020455.905144335
|
||||
1619568000 55014.2 54833.2 56399.1 53808.3 4801.04618634 262912695.604761319
|
||||
1619654400 54833.1 53558.4 55181.2 52340.1 4356.05177188 234153663.397444462
|
||||
1619740800 53558.5 57697.3 57936.4 53042.6 5000.47557303 277531927.921795199
|
||||
1619827200 57697.3 57794.7 58471.4 57006.3 3639.78966647 210179438.189007639
|
||||
1619913600 57794.7 56568.5 57903.7 56044.3 3508.52428767 199206958.05741809
|
||||
1620000000 56568.5 57159.7 58977.9 56451.3 4780.43387226 276554749.540429296
|
||||
1620086400 57159.7 53196.3 57188.2 53083.3 7079.55804728 390469293.396018923
|
||||
1620172800 53196.3 57834.5 57979.7 52888 4224.63060355 233779565.506303973
|
||||
|
@ -0,0 +1,3 @@
|
||||
BTC 1
|
||||
USDT 100000
|
||||
ETH 10
|
||||
|
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