An Asynchronous Event-driven High-frequency Trading System for MarketMakers、Liquidity providers and other HFT users.

Architecture

1、Market Module

Realtime Orderbook、kline、market trade details are subscribed by websocket for strategies callback.HBDM Swap has been integrated.

2、RestFul API Module

APIs of HBDM Swap has been integrated such as trade api、batch trade api、cancel api,etc. 

3、Asset Module

Assets are subscribed by websocket for strategies callback.HBDM Swap has been integrated.

4、Position Module

Positions are subscribed by websocket for strategies callback.HBDM Swap has been integrated.

5、Order Module

Orders are subscribed by websocket for strategies callback.HBDM Swap has been integrated.

6、Logging Module

Logs can log to files corresponding to different levels such as "DEBUG","INFO","WARN", "ERROR".

7、Trading Module

Common trade interface and cancel interface,etc.

8、ErrorHandle Module

websocket automatic reconnection mechanism, heartbeat mechanism,etc. 

9、RiskControl Module

DingDing message Alarm,etc.

10、It Can do More

...

Install Steps

python:python 3.5.3 above
git clone https://github.com/hbdmapi/hbdm_Python.git
pip install -r requirements.txt

Quick Start

• edit "config.json"

  • "access_key": "api access_key"

  • "secret_key": "api secret_key"

  • you may also have to change the host and wss address.

  • save and quit.

• bash scripts/run.sh
• Happy Trading

Demo Tutorial

Demo strategy only implements a simple sell short and close short strategy.

NOTE: The demo strategy needs to be modified to run in production。

Project dirs:

ProjectName
    |----- docs
    |       |----- README.md
    |----- alpha
    |----- scripts
    |       |----- run.sh
    |----- config.json
    |----- main.py
    |----- strategy
    |      |----- strategy1.py
    |      |----- strategy2.py
    |      |----- ...
    |----- .gitignore
    |----- README.md

Strategy Config

Strategy config file config.json:

• ACCOUNTS list your hdbm account name；
• strategy string your strategy name;
• symbol string the trade code,such as BTC-USD
• MARKETS list the market config.

Config Tutorials: config tutorials

Run

python main.py config.json

Suggestions and Bugs

Pls post your suggestions and bugs in issues

Reference

TheNextQuant