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Crypto Trading Bot

Test different trading strategies based on technical indicators on historical cryptocurrency OHLCV data.

Getting started

  1. Download 1 minute OHLCV data for all USDT pairs from binance. For this we use the Binance Public Data repository (https://github.com/binance/binance-public-data).

    Run python src/data/make_binance_ohlcv_dataset.py to download the data. Note: The complete 1 minute OHLCV dataset has size >10GB and will take a significant amount of time to fully download. Use the following options:

    --interval: Candlestick interval. Options: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1mo
--destination: Destination folder for final OHLCV csv data.

    We recommend to download the full 1 minute candlestick data and convert it later to different intervals.

  2. Convert 1 minute OHLCV data to desired interval.

    Run create_new_ohlcv_interval.py with the following options:

    --data-dir: Directory of 1min OHLCV data
--new-interval: New OHLCV interval (e.g. 30min)