Coinbase Pro Trading Bot

Overview: This is a simple trading bot that works on Coinbase Pro. This project takes care of the heavy lifitng that comes with creating trading bots. This includes getting market data, executing trades, and logging trades. Although this bot ships with a MACD crossover strategy by default, you can change the strategy to use any techincal indicators, or other factors. DISCLAIMER: I AM NOT A FINANCIAL PROFESSIONAL AND THIS PROJECT IS NOT LICENCED OR INSURED IN ANYWAY. USE AT YOUR OWN RISK.

Requirements:

1. python 3.9+
2. npm 6.14+
3. node 10.19+
4. pipenv 11.9+

Installation:

1. Clone the project.
2. While inside of the cbpro-bot folder, run pipenv install.
3. cd into the src/client folder and run npm install.
4. cd into the src/trading_script folder and create a config.py file.
5. config.py is where you will store import, and sensitive data. This is why the file is not tracked.

Inside of config.py place the following variables:

• cbpro_public_key (string) - Your Coinbase Pro public API key.
• cbpro_secret_key (string) - Your Coinbase Pro secret API key.
• cbpro_key_passphrase (string) - Your Coinbase Pro API passphrase.
• fee_percent (decimal) - The fee percent you expect to pay per trade. On Coinbase Pro this will usually be 0.5.
• ticker (string) - The product ID to trade. For example, 'BTC-USD'.
• shares (decimal) - The amount of shares to trade per trade.
• base_url (string) - The URL for the Django API to record trades. This will usually be 'http://127.0.0.1:8000/api/v1'.
• paper_trade (bool) - True if bot should trade in paper trades, False to place real trades.

Running the bot:

The bot uses a django API to log trades, and a trading script that runs on a loop to execute trades. Note that the django API and the script have to be running at the same time.

To run the django API:

1. cd into the src/api folder.
2. Run python manage.py migrate
3. Run python manage.py createsuperuser and follow the instructions to make an admin user.
4. Run python manage.py runserver to start the server.

To run the trading script:

1. cd into src/trading_script.
2. Run python script.py.

How to change trading strategy:

The bot ships with a MACD crossover strategy by default. To change the strategy used a few methods inside of src/trading_script/helpers needs to be changes.

calculate_techincal_indicators:

If you want to use any new technical indicators such as the RSI, you will need to add the to the dataframe within this method.

buy_signal and sell_signal:

These 2 methods return a boolean value when their respecitive signals are hit. You can change what indicators are used here so long as they exist in the dataframe.

How to view logged trades:

The bot uses a Django API to log trades. You can view these trades by logging into the Django admin page.