A simple and conservative trading idea applied to a cryptocurrecy portfolio, producing a consistent and linear percentage profit against no trading (HODLing). Currently supports Binance a popular cryptocurrency exchange and Telegram updates set to daily. The bot is able to trade any number of BTC pairs and for the exclusion of specified assets on the exchange. For example, if you had 1 BTC on the exchange you could protect 0.5 BTC of that from the bot and it would not be considered in rebalancing. Trades that do not fill in the user configured time are automatically cancelled. All operation of the bot can be configured from portfolio.csv and config-blank.yaml.

A portfolio is defined by a series of coins/tokens and their target percentage of the portoflio in USD. Every hour (user configurable) exchange data is taken and live percentages are calculated, followed by trades to reacquire target percentages for each coin which may have changed due to price action. Simple, right?

Rebalancing from a trading perspective is essentially a profit taker for short term bullish action and in all backtests proves to be profitable against no trading (HODLing).

This is a strong, consistent and low-risk methid for profit compared to many forms of technical analysis due to fundamental information regarding a trading pairs price action against the overall market, i.e. target percentages.

1. Implement etherscan.io API to include cold stored cryptocurrencies in rebalancing. Whilst cold stored coins/tokens cannot be readily traded, so long as enough of each asset is contained on exchange this remains possible.
2. Live plotting of rebalance vs hodling sent to Telegram with daily updates.

First configure your API_KEY and API_SECRET in environment variables. To do this from terminal write:

export API_KEY="API_KEY"
export API_SECRET="API_SECRET"

Then you will need an api_id and api_hash from Telegram. Log in and press API Development Tools. Then enter you Telegram API details into the environment variables as:

export api_id="api_id"
export api_hash="api_hash"

Remember these details must remain secret and secure, do not share them with anyone!

config-blank.yaml contains all the information about the timing and type of rebalance for the bot. Important settings are, tester_type, livetest_test, telegram_on and username. If you want to run a live run on an exchange set livetest_test to False, this will tell Binance that order requests are not test orders. tick_duration should be defaulted to 1 and all other time based variables should be written in seconds.

portfolio.csv has a simple structure. Define the coin pairs you wish to add to the bot, remember only add BTC pairs and to be safe only add highly liquid coins (100BTC+/24hr). If you want to use all specified assets from exchange then leave the protected balance column as zero. If you do want to protect some 'on-exchange' assets from the bot, the column is absolute amount not percentage amount of the asset. The column is the desired percentage of the portfolio you want the coins to take up.

NOTE: All coins are traded against BTC so make sure BTC is in your portfolio, the bot will not actually trade BTCUSDT, it is only used to value the coins in USD.