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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 2021-05-14 17:58:18 +02:00 committed by GitHub
parent 38aeae6685
commit 3c5b7234d9
11 changed files with 363 additions and 0 deletions
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1
pom.xml
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@ -1276,6 +1276,7 @@
</build>
<modules>
<module>spring-boot-modules/spring-boot-cassandre</module>
<module>core-java-modules/core-java-9</module>
<module>core-java-modules/core-java-9-improvements</module>
<module>core-java-modules/core-java-9-jigsaw</module>

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spring-boot-modules/spring-boot-cassandre/README.md Normal file
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# Cassandre trading bot example
This project is an example of a trading bot developed with Cassandre
## Running the examples
* `mvn test` - Run strategy backtesting
* `mvn spring-boot:run` - Run the bot
## Relevant Articles
- [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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spring-boot-modules/spring-boot-cassandre/pom.xml Normal file
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<?xml version="1.0" encoding="UTF-8"?>
<project xmlns="http://maven.apache.org/POM/4.0.0"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 https://maven.apache.org/xsd/maven-4.0.0.xsd">
<modelVersion>4.0.0</modelVersion>
<parent>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-parent</artifactId>
<version>2.4.5</version>
<relativePath /> <!-- lookup parent from repository -->
</parent>
<groupId>com.example</groupId>
<artifactId>demo</artifactId>
<version>0.0.1-SNAPSHOT</version>
<name>Cassandre trading bot tutorial</name>
<description>Cassandre trading bot tutorial</description>
<properties>
<java.version>11</java.version>
</properties>
<dependencies>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter</artifactId>
</dependency>
<!-- Cassandre dependencies -->
<dependency>
<groupId>tech.cassandre.trading.bot</groupId>
<artifactId>cassandre-trading-bot-spring-boot-starter</artifactId>
<version>4.2.1</version>
</dependency>
<dependency>
<groupId>org.knowm.xchange</groupId>
<artifactId>xchange-kucoin</artifactId>
<version>5.0.7</version>
</dependency>
<dependency>
<groupId>org.hsqldb</groupId>
<artifactId>hsqldb</artifactId>
<version>2.5.1</version>
</dependency>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-test</artifactId>
<scope>test</scope>
</dependency>
<!-- Cassandre dependencies -->
<dependency>
<groupId>tech.cassandre.trading.bot</groupId>
<artifactId>cassandre-trading-bot-spring-boot-starter-test</artifactId>
<version>4.2.1</version>
<scope>test</scope>
</dependency>
</dependencies>
<build>
<plugins>
<plugin>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-maven-plugin</artifactId>
<version>2.4.5</version>
</plugin>
</plugins>
</build>
</project>

13
spring-boot-modules/spring-boot-cassandre/src/main/java/com/example/demo/DemoApplication.java Normal file
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package com.example.demo;
import org.springframework.boot.SpringApplication;
import org.springframework.boot.autoconfigure.SpringBootApplication;
@SpringBootApplication
public class DemoApplication {
public static void main(String[] args) {
SpringApplication.run(DemoApplication.class, args);
}
}

66
spring-boot-modules/spring-boot-cassandre/src/main/java/com/example/demo/MyFirstStrategy.java Normal file
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package com.example.demo;
import static tech.cassandre.trading.bot.dto.position.PositionStatusDTO.CLOSED;
import static tech.cassandre.trading.bot.dto.position.PositionStatusDTO.OPENED;
import static tech.cassandre.trading.bot.dto.util.CurrencyDTO.BTC;
import static tech.cassandre.trading.bot.dto.util.CurrencyDTO.USDT;
import java.math.BigDecimal;
import java.util.Optional;
import java.util.Set;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import tech.cassandre.trading.bot.dto.market.TickerDTO;
import tech.cassandre.trading.bot.dto.position.PositionDTO;
import tech.cassandre.trading.bot.dto.position.PositionRulesDTO;
import tech.cassandre.trading.bot.dto.user.AccountDTO;
import tech.cassandre.trading.bot.dto.util.CurrencyPairDTO;
import tech.cassandre.trading.bot.strategy.BasicCassandreStrategy;
import tech.cassandre.trading.bot.strategy.CassandreStrategy;
@CassandreStrategy
public class MyFirstStrategy extends BasicCassandreStrategy {
private final Logger logger = LoggerFactory.getLogger(MyFirstStrategy.class);
@Override
public Set<CurrencyPairDTO> getRequestedCurrencyPairs() {
return Set.of(new CurrencyPairDTO(BTC, USDT));
}
@Override
public Optional<AccountDTO> getTradeAccount(Set<AccountDTO> accounts) {
return accounts.stream()
.filter(a -> "trade".equals(a.getName()))
.findFirst();
}
@Override
public void onTickerUpdate(TickerDTO ticker) {
logger.info("Received a new ticker : {}", ticker);
if (new BigDecimal("56000").compareTo(ticker.getLast()) == -1) {
if (canBuy(new CurrencyPairDTO(BTC, USDT), new BigDecimal("0.01"))) {
PositionRulesDTO rules = PositionRulesDTO.builder()
.stopGainPercentage(4f)
.stopLossPercentage(25f)
.build();
createLongPosition(new CurrencyPairDTO(BTC, USDT), new BigDecimal("0.01"), rules);
}
}
}
@Override
public void onPositionStatusUpdate(PositionDTO position) {
if (position.getStatus() == OPENED) {
logger.info("> New position opened : {}", position.getPositionId());
}
if (position.getStatus() == CLOSED) {
logger.info("> Position closed : {}", position.getDescription());
}
}
}

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spring-boot-modules/spring-boot-cassandre/src/main/resources/application.properties Normal file
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#
# Exchange configuration.
cassandre.trading.bot.exchange.name=kucoin
cassandre.trading.bot.exchange.username=kucoin.cassandre.test@gmail.com
cassandre.trading.bot.exchange.passphrase=cassandre
cassandre.trading.bot.exchange.key=6054ad25365ac6000689a998
cassandre.trading.bot.exchange.secret=af080d55-afe3-47c9-8ec1-4b479fbcc5e7
#
# Modes
cassandre.trading.bot.exchange.modes.sandbox=true
cassandre.trading.bot.exchange.modes.dry=false
#
# Exchange API calls rates (ms or standard ISO 8601 duration like 'PT5S').
cassandre.trading.bot.exchange.rates.account=2000
cassandre.trading.bot.exchange.rates.ticker=2000
cassandre.trading.bot.exchange.rates.trade=2000
#
# Database configuration.
cassandre.trading.bot.database.datasource.driver-class-name=org.hsqldb.jdbc.JDBCDriver
cassandre.trading.bot.database.datasource.url=jdbc:hsqldb:mem:cassandre
cassandre.trading.bot.database.datasource.username=sa
cassandre.trading.bot.database.datasource.password=

13
spring-boot-modules/spring-boot-cassandre/src/test/java/com/example/demo/DemoApplicationTests.java Normal file
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@ -0,0 +1,13 @@
package com.example.demo;
import org.junit.jupiter.api.Test;
import org.springframework.boot.test.context.SpringBootTest;
@SpringBootTest
class DemoApplicationTests {
@Test
void contextLoads() {
}
}

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spring-boot-modules/spring-boot-cassandre/src/test/java/com/example/demo/MyFirstStrategyUnitTest.java Normal file
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@ -0,0 +1,55 @@
package com.example.demo;
import static org.awaitility.Awaitility.await;
import static org.junit.jupiter.api.Assertions.assertTrue;
import static tech.cassandre.trading.bot.dto.position.PositionStatusDTO.OPENED;
import static tech.cassandre.trading.bot.dto.util.CurrencyDTO.USDT;
import java.util.HashMap;
import org.junit.jupiter.api.DisplayName;
import org.junit.jupiter.api.Test;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.boot.test.context.SpringBootTest;
import org.springframework.context.annotation.Import;
import tech.cassandre.trading.bot.dto.util.CurrencyDTO;
import tech.cassandre.trading.bot.dto.util.GainDTO;
import tech.cassandre.trading.bot.test.mock.TickerFluxMock;
@SpringBootTest
@Import(TickerFluxMock.class)
@DisplayName("Simple strategy test")
public class MyFirstStrategyUnitTest {
private final Logger logger = LoggerFactory.getLogger(MyFirstStrategyUnitTest.class);
@Autowired
private MyFirstStrategy strategy;
@Autowired
private TickerFluxMock tickerFluxMock;
@Test
@DisplayName("Check gains")
public void whenTickersArrives_thenCheckGains() {
await().forever().until(() -> tickerFluxMock.isFluxDone());
final HashMap<CurrencyDTO, GainDTO> gains = strategy.getGains();
logger.info("Cumulated gains:");
gains.forEach((currency, gain) -> logger.info(currency + " : " + gain.getAmount()));
logger.info("Position still opened :");
strategy.getPositions()
.values()
.stream()
.filter(p -> p.getStatus().equals(OPENED))
.forEach(p -> logger.info(" - {} " + p.getDescription()));
assertTrue(gains.get(USDT).getPercentage() > 0);
}
}

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spring-boot-modules/spring-boot-cassandre/src/test/resources/application.properties Normal file
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@ -0,0 +1,22 @@
#
# Exchange configuration.
cassandre.trading.bot.exchange.name=kucoin
cassandre.trading.bot.exchange.username=kucoin.cassandre.test@gmail.com
cassandre.trading.bot.exchange.passphrase=cassandre
cassandre.trading.bot.exchange.key=6054ad25365ac6000689a998
cassandre.trading.bot.exchange.secret=af080d55-afe3-47c9-8ec1-4b479fbcc5e7
#
# Modes
cassandre.trading.bot.exchange.modes.sandbox=true
cassandre.trading.bot.exchange.modes.dry=true
#
# Exchange API calls rates (ms or standard ISO 8601 duration like 'PT5S').
cassandre.trading.bot.exchange.rates.account=2000
cassandre.trading.bot.exchange.rates.ticker=2000
cassandre.trading.bot.exchange.rates.trade=2000
#
# Database configuration.
cassandre.trading.bot.database.datasource.driver-class-name=org.hsqldb.jdbc.JDBCDriver
cassandre.trading.bot.database.datasource.url=jdbc:hsqldb:mem:cassandre
cassandre.trading.bot.database.datasource.username=sa
cassandre.trading.bot.database.datasource.password=

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spring-boot-modules/spring-boot-cassandre/src/test/resources/tickers-btc-usdt.tsv Normal file
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@ -0,0 +1,89 @@
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