An event-driven execution and backtesting platform for trading common markets.
Use this software at your own risk. No responsibility taken for losses incurred.
Planned order of implementation: (this might change as exchanges come and go)
| Exchange | Status | Asset classes |
|---|---|---|
| BitMEX | Complete | Crypto derivatives |
| IC Markets | WIP | FX, equity, commodity & index CFD's |
| FTX | NA | Crypto spot, options & derivatives |
| Binance | NA | Crypto spot |
| Bitfinex | NA | Crypto spot |
| OKEx | NA | Crypto spot |
| Huobi Global | NA | Crypto spot |
| Bithumb | NA | Crypto spot |
| Kraken | NA | Crypto spot |
| Bitstamp | NA | Crypto spot |
| Coinbase | NA | Crypto spot |
| Upbit | NA | Crypto spot |
| Kucoin | NA | Crypto spot |
| Bittrex | NA | Crypto spot |
| Poloniex | NA | Crypto spot |
| Bitflyer | NA | Crypto spot |
| IG Markets | NA | FX, equity, commodity & index CFD's |
| Interactive Brokers | NA | FX, equity, commodity & index CFD's |
| Deribit | NA | Crypto derivatives & options |
1 minute resolution OHLCV bars for all watched instruments are stored with MongoDB.
Parses tick data where a source is available, but doesn't store ticks locally. So tick-based models can be used.
Strategy model implementations are not included. A template model class is included as a guide.
Custom model implementations or any other enquiries: sam@sdbgroup.io
Born from the designs described at QuantStart.com (QSTrader), and the writings of E. Chan and M. Lopez de Prado. Thanks all.
This project is licensed under the MIT License.