- A simple to use repo to automate trading crypto on Coinbase
- It listens to Elon Musk's related accounts (@elonmusk, @tesla, @spacex) in real-time to see if either account is posting anything related to bitcoin
- Each tweet's polarity (sentiment) is analyzed and if the polarity is greater than a specific threshold, the algorithm sends a BUY market order to coinbase
- Advanced algorithm to minimize execution slippage
- Additional statistics to improve execution performance
- Portfolio management to analyze open positions
- VWAP execution algorithm
- PAIRS execution algorithm based on statistical arbitrage vs other crypto pairs
- Clone this repository
- Sign up for a Coinbase Account
- Generate API credentials for the Coinbase Sandbox Account (https://public.sandbox.pro.coinbase.com/), so you don't run a real P&L initially!!
- Enter your API credentials in the script coinbase_creds.py like the following:
api_secret = "SOME_STRING"
api_key = "SOME_STRING"
api_pass = "SOME_STRING"- Sign up for a twitter developer account and generate API credentials to enter into the twitter_credentials.py script like the following:
# Twitter API Credentials
API_KEY = "SOME_STRING"
API_SECRET_KEY = "SOME_STRING"
BEARER_TOKEN = "SOME_STRING"
ACCESS_TOKEN = "SOME_STRING"
ACCESS_TOKEN_SECRET = "SOME_STRING"- You're now pretty much good to go, just run the following:
python coinbase_algo.pyJust for fun, let's dig into what the coinbase_algo.py script is doing in a bit more detail
- We utilise the cbpro library to open a websocket connection to receive data in real-time from coinbase (please ensure you point to the sandbox before going live!!)
class TextWebsocketClient(cbpro.WebsocketClient):
def on_open(self):
self.url = 'wss://ws-feed-public.sandbox.pro.coinbase.com'
self.message_count = 0
self.initial_date = datetime.now()- We place a market order, worth $1,000, to buy BTC if Elon says something pretty +ve about it
# ------------------------
# Trade based on the below
# ------------------------
# Get df with Elon's related tweets from
df = get_elons_tweets()
# Filter the df to listen out for upcoming tweets
filtered_df = df[(df['date'] > self.initial_date) & (df['crypto_mention'] == True)]
if len(filtered_df) < 1:
print('Nothing to look for yet')
else:
# Get average polarity
sentiment_array = np.array(filtered_df['sentiment'])
average_polarity = np.mean(sentiment_array)
# Check if the statements are +ve enough
if average_polarity > 0.6:
# Send a buy order to coinbase for $1000 of bitcoin
# # Authenticated Client
url='https://api-public.sandbox.pro.coinbase.com'
client = cbpro.AuthenticatedClient(
api_key,
api_secret,
api_pass,
api_url=url
)
client.place_market_order(product_id='BTC-USD',side='buy',funds=1000)
React
Typescript
Django
Laravel
Facebook
Microsoft
Google
Alibaba
D3
Tencent