jc92 / coinbase-execution-algorithm

An algorithm that intelligently executes a crypto order over time via Coinbase

Coinbase Execution Algorithm

Please use with caution!

Note: this algorithm is still being worked on and may encounter some unexpected bugs

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

Description

A VWAP algorithm that attempts to beat the VWAP price (i.e tries to get a price for you that is better than what the market is executing at) The following user parameters must be defined:

• product_id - the ticker you want to trade (i.e BTC-USD)
• side - either 'buy' or 'sell'
• hours - how many hours you want the execute the order over
• orderqty - size (i.e 1 BTC)
• limit - a hard limit on all orders When running the code, the following inputs are entered via the user from the command prompt

Getting Started

It's pretty simple, you'll need to get an authenticated client setup first on your Coinbase Pro account so you're "hooked-in" appropriately.

• The authenticated_client.py script is where you'll need to put your relevant keys and is a nice & easy way to switch between virtual trading and live trading. If you need help on how to do this, please refer to the following repo (https://github.com/danpaquin/coinbasepro-python)
• Now run python coinbase_algo.py

Credits

Credit to the following repo detailing an easy way to interface with the [Coinbase API via Python] (https://github.com/danpaquin/coinbasepro-python)

Credit to this awesome dude Andrés Berejnoi, check out his [YouTube Channel] (https://www.youtube.com/channel/UCvPE2QkDtQnl652gAXNOrgg)