Crypto Trading System

A robust API for managing automated crypto trading operations with Binance integration.

Features

• User Authentication and Authorization
• Real-time Binance Data Integration
  • Historical market data fetching with customizable intervals
  • OHLCV (Open, High, Low, Close, Volume) data storage
  • Additional market metrics (quote volumes, trade counts)
  • Automatic data persistence for analysis
• Paper Trading Support
• Performance Logging
• Trading Crew Management
• Data Sourcing and Analysis

Getting Started

Prerequisites

• Python 3.9 or higher
• Poetry for dependency management
• SQLite (default) or PostgreSQL
• Binance API credentials (for live trading)

Installation

1. Clone the repository:

git clone https://github.com/yourusername/crypto-trading-system.git
cd crypto-trading-system

2. Install dependencies using Poetry:

poetry install

3. Set up environment variables:

cp example.env .env

Edit .env with your configuration values.

Environment Variables

Required environment variables:

# Database
DATABASE_URL=sqlite:///./crypto_trading.db

# Authentication
SECRET_KEY=your-secret-key
ALGORITHM=HS256
ACCESS_TOKEN_EXPIRE_MINUTES=30

# Binance API (Required for market data)
BINANCE_API_KEY=your-binance-us-api-key
BINANCE_API_SECRET=your-binance-us-api-secret

Note: This system uses the Binance.US API endpoint. Make sure to obtain API credentials from Binance.US if you're in the United States.

Database Setup

1. Initialize the database:

poetry run alembic upgrade head

This will create all necessary database tables.

For future database changes:

# After modifying SQLAlchemy models, generate a new migration
poetry run alembic revision --autogenerate -m "Description of changes"

# Apply the migration
poetry run alembic upgrade head

Running the Application

1. Start the server:

poetry run uvicorn main:app --reload

2. Access the API documentation at http://localhost:8000/docs

API Endpoints

Authentication

• POST /auth/register - Register a new user

  {
    "username": "string",
    "password": "string"
  }

• POST /auth/login - Login and get access token

  {
    "username": "string",
    "password": "string"
  }

Trading Operations

• GET /trading/crews - List all trading crews
• POST /trading/crews - Create a new trading crew
• GET /trading/paper - Get paper trading status
• POST /trading/paper/start - Start paper trading

Data Management

• GET /data/source - Get available data sources
• POST /data/source - Add a new data source
• GET /logs - Get trading logs
• POST /logs - Create a new log entry

Market Data

The system fetches and stores market data with the following features:

• Customizable time intervals (1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d)
• Historical data retrieval with specified date ranges
• Automatic data persistence for each trading crew
• Comprehensive market metrics including:
  • OHLCV (Open, High, Low, Close, Volume)
  • Quote asset volume
  • Number of trades
  • Taker buy volumes (base and quote)

Example API usage:

# Fetch market data for a trading crew
response = client.post("/data-sourcing/fetch", json={
    "crew_id": 1,
    "start_time": 1625097600000,  # Unix timestamp in milliseconds
    "end_time": 1625184000000,
    "intervals": ["1h", "4h"]
})

Testing

Run the test suite:

poetry run pytest

For test coverage:

poetry run pytest --cov

Contributing

1. Fork the repository
2. Create a feature branch
3. Commit your changes
4. Push to the branch
5. Create a Pull Request

License

This project is licensed under the MIT License - see the LICENSE file for details.