Algorithmic trading python library?

I am starting to do Algorithmic trading in cryptocurrencies using Python libraries. Most exchanges have RESTful APIs that make it easy to write you own code and get started.

However, I would like to benefit from the analytical features of established libraries such as zipline and others. However these do not support the trading of cryptocurrencies (yet).

Should I just try to write a backend for my favorite cryptocurrency exchange (currently ANX), or are there off-the-github-shelf solutions out there?

fccoelho

Posted 2016-01-05T12:14:20.280

Reputation: 211

Answers

Check out my ccxt library on GitHub: https://github.com/kroitor/ccxt

With it you can access market data and trade bitcoin, ether and altcoins with many crypto currency exchanges. It is used to connect and trade with crypto markets and payment processing services worldwide. It provides quick access to market data for storage, analysis, visualization, indicator development, trading strategy backtesting, bot programming, building trading algorithms on top of it, webshop integration and related software engineering.

The code is in JavaScript / Python (2 and 3) / PHP. You can deploy it from PyPI, with npm (for Node.js) or by cloning from GitHub repository.

The ccxt library is under heavy development right now, but already offers a quick-start for trading and technical analysis with many crypto exchange markets out of the box.

Igor Kroitor

Posted 2016-01-05T12:14:20.280

Reputation: 398

The only one I know of is based on the Coinbase Exchange API. I can't vouch for how good it is, but it's written in Python.

Jimmy Song

Posted 2016-01-05T12:14:20.280

Reputation: 7 067

ANX does have some documentation on how to consume their API using Python. But it would be nice to integrate this into a powerful library which already has tools for backtesting and papertrading. – fccoelho – 2016-01-06T11:24:45.667

I haven't used this but book marked it a long time ago.

https://github.com/5an1ty/BitBot

Dustin Butler

Posted 2016-01-05T12:14:20.280

Reputation: 461

There are a lot of examples on the net of using PyAlgoTrade with bitcoin.

Tyler

Posted 2016-01-05T12:14:20.280

Reputation: 591