BitsoBitcoinTrader

A Bitso API client sample built in JavaFX

This is a Bitso (https://bitso.com) bitcoin trader API sample client. It is built upon Java 8 and JavaFX.

Frameworks

• Tyrus (https://tyrus-project.github.io/) as websocket client.
• Lombok (https://projectlombok.org/) as code writing enhancer tool.
• GSON (https://github.com/google/gson) as serialization/deserialization library to convert Java Objects into JSON and back.

How to run

Download app.rar, extract files (make sure that the jar and lib folder are at the same folder), and execute bitcointrader-1.0-SNAPSHOT-jfx.jar (Java 8 required).

How to run from my IDE

• Clone or download the project using the "Clone or download" green button above.
• Import the files into your preferred IDE.
• Install maven(https://maven.apache.org/download.cgi) and configure it in your IDE.
• Install lombok plugin (https://projectlombok.org/setup/) to make Lombok's annotations available in your IDE.
• Run the Main.java class (at this point your IDE automatically reads the pom file and download all the dependencies from pom file).

How to compile and generate a runnable file

• Clone or download the project using the "Clone or download" green button above.
• Import the files into your preferred IDE.
• Install maven(https://maven.apache.org/download.cgi) and configure it in your IDE.
• Install lombok plugin (https://projectlombok.org/setup/) to make Lombok's annotations available in your IDE.
• Using maven perform a "mvn install" command
• You should see the generated output under .../target/jfx/app folder

About

This software has a trade bot that will update the UI when it would have traded if this were in a live, production trading strategy. This strategy will work by counting the M consecutive upticks and N consecutive downticks. A trade that executes at a price that is the same as the price of the trade that executed immediately preceding it is known as a “zero tick”.

An uptick is when a trade executes at a higher price than the most recent non-zero-tick trade before it.

A downtick is when a trade executes at a lower price than the most recent non-zero-tick trade before it.

After M consecutive upticks, the algorithm should sell 1 BTC at the price of the most recent uptick. After N​ consecutive downticks, it should buy 1 BTC at the price of the most recent downtick.

For example: a. UP -> UP -> UP = 3 upticks b. UP -> DOWN -> UP = 1 uptick c. DOWN -> ZERO -> DOWN -> DOWN = 3 downticks d. DOWN -> UP -> DOWN -> DOWN = 2 downticks

Program settings

• X Value: Number of top asks and bids to be shown.
• M Value: Trading bot consecutive upticks that will trigger a sell trade.
• N Value: Trading bot consecutive downticks that will trigger a buy trade.

Notes

IMPORTANT NOTE 1: Bitso's websocket API uses a self-signed certificate, in order to run this software you will need to import it to your JDK/JRE.

https://docs.oracle.com/javase/tutorial/security/toolsign/rstep2.html

IMPORTANT NOTE 2: If you want to compile this code you will need to setup Lombok framework in your IDE:

https://projectlombok.org/setup/

Screen

Checklist

Feature	File name	Method name
Schedule the polling of trades over REST.	RecentTradesWorker.java	protected void requestRecentTrades(HttpURLConnection conn)
Request a book snapshot over REST.	TopOrdersWorker.java	protected void requestOrderBook(HttpURLConnection conn)
Listen for diff-orders over websocket.	(1) WebSocketClient / (2) TopOrdersWorker.java	(1) public void onMessage(String message) / (2) private void handleWebSocketMessage(String message)
Replay diff-orders after book snapshot.	TopOrdersWorker.java	private void processQueuedDiffOrders()
Use config option X to request X most recent trades.	RecentTradesWorker.java	private void setupRESTURL() / protected void requestRecentTrades(HttpURLConnection conn)
Use config option X to limit number of ASKs displayed in UI.	(1) Main.java / (2) TopOrdersWorker.java	(1) public void startWorkers(int m, int n, int x) / (2) private void generateOutput()
The loop that causes the trading algorithm to reevaluate.	(1) RecentTradesWorker.java / (2) TradingStrategy.java	(1) public void run() / (2) private void analyseTrades(List tradeList)