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Description

A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine

Monthly Downloads: 658
Programming language: Elixir
License: MIT License
Tags: Quant     Algo Trading     Trading Bot     Finance     Fintech    
Latest version: v0.0.58

README

Tai - Orchestrate Your Trading

Build Status Coverage Status hex.pm version

A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine

[Getting Started](./docs/GETTING_STARTED.md) | [Built with Tai](./docs/BUILT_WITH_TAI.md) | [Commands](./docs/COMMANDS.md) | [Architecture](./docs/ARCHITECTURE.md) | [Examples](./apps/examples) | [Configuration](./docs/CONFIGURATION.md) | [Observability](./docs/OBSERVABILITY.md)

What Can I Do? TLDR;

Stream market data to create and manage orders with a near-uniform API across multiple venues

Here's an example of an advisor that logs the spread between multiple products on multiple venues

asciicast

Supported Venues

Venues Live Order Book Accounts Orders Products Fees
FTX [x] [x] [x] [x] [x]
OkEx [x] [x] [x] [x] [x]
BitMEX [x] [x] [x] [x] [x]

Venues In Progress

Venue Live Order Book Accounts Orders Products Fees
Binance [x] [x] [ ] [x] [x]
Deribit [x] [x] [ ] [x] [x]
GDAX [x] [x] [ ] [x] [x]
Huobi [x] [ ] [ ] [x] [ ]
Bybit [ ] [ ] [ ] [x] [ ]
bit.com [ ] [ ] [ ] [ ] [ ]
Bitfinex [ ] [ ] [ ] [ ] [ ]
Kraken [ ] [ ] [ ] [ ] [ ]
CME [ ] [ ] [ ] [ ] [ ]
Phemex [ ] [ ] [ ] [ ] [ ]
BTSE [ ] [ ] [ ] [ ] [ ]
KuCoin [ ] [ ] [ ] [ ] [ ]
BitMax [ ] [ ] [ ] [ ] [ ]
MEXC [ ] [ ] [ ] [ ] [ ]
PrimeXBT [ ] [ ] [ ] [ ] [ ]
Gate.io [ ] [ ] [ ] [ ] [ ]
Coinflex [ ] [ ] [ ] [ ] [ ]
bitFlyer [ ] [ ] [ ] [ ] [ ]

Install

tai requires Elixir 1.11+ & Erlang/OTP 22+. Add tai to your list of dependencies in mix.exs

def deps do
  [
    {:tai, "~> 0.0.68"}
  ]
end

Create an .iex.exs file in the root of your project and import the tai helper

# .iex.exs
Application.put_env(:elixir, :ansi_enabled, true)

import Tai.IEx

Run the setup mix task to:

  • Download dependencies
  • Create an orders database
  • Generate tai migrations for the orders database
  • Run migrations
$ mix setup

Usage

tai runs as an OTP application.

During development we can leverage mix to compile and run our application with an interactive Elixir shell that imports the set of tai helper [commands](./docs/COMMANDS.md).

iex -S mix

Upgrading Tai

Bump the required version number in mix.exs and download the dependencies.

$ mix deps.update tai

Regenerate new or updated migrations

$ mix tai.gen.migration

Rerun ecto migrations

$ mix ecto.migrate

Help Wanted :)

If you think this tai thing might be worthwhile and you don't see a feature or venue listed we would love your contributions to add them! Feel free to drop us an email or open a Github issue.

Authors

License

tai is released under the [MIT license](./LICENSE.md)


*Note that all licence references and agreements mentioned in the Tai README section above are relevant to that project's source code only.