Introduction

Coin Trader

Coin Trader is a Java-based backend for trading cryptocurrencies, released under the Apache License. It brings together:

• XChange for market data, order execution, and account information
• Esper for querying events
• JPA / Hibernate for persistence
• JCommander and Antlr for command parsing

Coin Trader adds:

• a control console
• simulated trading
• schema and persistence, see below (package schema)
• csv market data output (not flexible yet, package module.savetickscsv)
• ad-hoc ascii table reports (command jpa and class AdHocJpaReportCommand)
• module loader to connect data emitters, persisters, replayers, signals, strategies, etc, to Esper (package module)
• command pattern making new utilities easy to implement (package bin)

Coin Trader's future:

• live order execution, basic routing
• flexible data output
• basic signals
• accounting and reconciliation
• a variety of backtesting

To implement signals and strategies, you connect Esper event queries to Java code like this:

@When( "select avg(priceAsDouble) from Trade.win:time(30 sec)" )
void checkMovingAverage( double avg )
{
  if( avg > trigger )
    esper.publish( new MySignal(5.31) );
}

@When( "select * from MySignal where mySignalValue > 5.0" )
void enterTrade( MySignal s )
{
  orders.create( Listings.BTC_USD, 1.0 )
        .withLimit( 650.25 )
        .place();
}

Then, when any Trade market data arrives, your checkAverage() method is invoked, which publishes your signal, which triggers the enterTrade() method. Esper provides a rich and sophisticated language for querying the events published by Coin Trader.

Continue to Setup