Out-of-the-box cryptocurrency quantitative strategy research and live trading frameworks.

This project aims to provide a complete framework that is lightweight, mature, and capable of supporting multi-currency simultaneous trading, and supports secondary development on top of it to realize users' quantitative strategies. This project is completely free and open source.

pip install -r requirements.txt

Setting up SQL url and subscribed cryptocurrency types in the binance_md/utils/config.yaml file, then

cd binance_md && PYTHON_PATH=../ python3 md.py

Setting up local websocket in the litchi_md/config.yaml file, then

cd litchi_md && PYTHON_PATH=../ python3 server.py

Now you can connect to litchi_md_url and receive the data. History data will be cached in disk_cache_folder and SQL database.

Under development

• depth20
• kline
• aggTrade
• bookTicker
• marketPrice
• use config.yaml
• use multiprocessing
• support for remote server forwarding
• performance optimization

• support for remote forwarding
• trade data
• Rewriting with golang (due to performance issues)

• auth
• limit order
• market order
• account / balance management
• support for remote forwarding
• performance optimization (use websocket sender)

• insert order
• trade logs
• order speed limit
• on_order
• on_trade
• ...

This project is under active development, and there may be major changes in functionality and architecture, so please feel free to submit issues and bugs!

The development of this project is supported by the JetBrains Open Source Development License. Licenses for Open Source Development - JetBrains