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DioGrid

OCaml Version

Found in the ocaml directory.

Follow DioGrid's Performance: https://portfolio.diophantsolutions.com

Read the technical paper: https://portfolio.diophantsolutions.com/diogrid-wp

DioGrid is a Python-based cryptocurrency grid trading bot designed to interact with Kraken's API. This bot leverages a consolidated Python script to execute buy and sell orders at grid intervals based on predefined conditions. For more details about Kraken's API, visit: https://docs.kraken.com/api/

Features

  • Grid Trading: Places buy and sell orders at predefined intervals automatically.
  • Single-Script Architecture: All functionality is encapsulated in a single Python file (diogrid.py) for simplicity.
  • Customizable Parameters: Grid intervals, trading pairs, order quantities, and more can be easily adjusted.
  • Order Tracking: Tracks and logs all open and completed orders.
  • Kraken API Integration: Seamlessly integrates with Kraken's Websocket v2 API.
  • Automated Profit Taking: Places USDC buy orders when portfolio value increases by configured amount
  • Dynamic Grid Adjustment: Automatically adjusts orders to maintain optimal grid spacing
  • Portfolio Tracking: Monitors total portfolio value and tracks historical highs
  • Error Recovery: Automatically handles connection issues and order placement failures
  • Automated Staking: Automatically stakes eligible assets in real-time as they accumulate
  • Compound Returns: Combines trading profits with staking rewards for enhanced yield

Project Structure

DioGrid/
├── diogrid.py          # The main trading bot script
├── .env               # Environment variables and API credentials
├── requirements.txt   # Python package dependencies
├── Dockerfile        # Docker configuration for containerization
└── README.md         # Project documentation

Installation

1. Clone the Repository

git clone https://github.com/malciller/DioGrid
cd DioGrid

2. Install Dependencies

pip install -r requirements.txt

3. Set Up Environment Variables

Create a .env file in the root directory with your API credentials:

KRAKEN_API_KEY=your_api_key
KRAKEN_API_SECRET=your_api_secret

4. Configure Trading Parameters

The bot's behavior is controlled by global variables at the top of diogrid.py. Please note that the Kraken minimum order volume threshold must be respected. For minimum order volumes, please visit: https://support.kraken.com/hc/en-us/articles/205893708-Minimum-order-size-volume-for-trading

Key settings include:

# TRADING CONFIGURATION
PASSIVE_INCOME = 0 # 0 = accumulation trading, 1 = take profit in USDC
KRAKEN_FEE = 0.002 # current Kraken maker fee
STARTING_PORTFOLIO_INVESTMENT = 2700.0 # Starting USD portfolio balance
PROFIT_INCREMENT = 10 # Profit taking increment in USDC, ignored if PASSIVE_INCOME = 0
TRADING_PAIRS = {
    pair: {
        'size': size,
        'grid_interval': grid,
        'grid_spacing': spacing,
        'trail_interval': spacing,
        'precision': precision,
        'sell_multiplier': sell_multiplier  # multiplier of size to allow accumulation of asset, set to 1 for no accumulation
    }
    for pair, (size, grid, spacing, precision, sell_multiplier) in {
        "BTC/USD": (0.00085, 0.75, 0.75, 1, 0.999), 
        "SOL/USD": (0.06, 1.5, 1.5, 2, 0.999),      
        "XRP/USD": (5.0, 2.5, 2.5, 5, 0.999),         
        "ADA/USD": (18.0, 3.5, 3.5, 6, 0.999), 
        "ETH/USD": (0.0045, 3.5, 3.5, 2, 0.999),  
        "TRX/USD": (55.0, 2.5, 2.5, 6, 0.999),    
        "DOT/USD": (2.5, 2.5, 2.5, 4, 0.999), 
        "KSM/USD": (0.6, 2.5, 2.5, 2, 0.999), 
        "INJ/USD": (0.81, 2.5, 2.5, 3, 0.999),
    }.items()
}

Parameter Details

Trading Mode Parameters

  • PASSIVE_INCOME: Controls the bot's trading strategy
    • 0: Asset Accumulation Mode
      • Sells 99.9% (with SELL_AMOUNT_MULTIPLIER = 0.999) of bought volume
      • Accumulates 0.1% of each trade in the traded asset
      • Example: Buying 1 BTC will sell 0.999 BTC, keeping 0.001 BTC
    • 1: USDC Profit Mode
      • Sells 100% of bought volume (with SELL_AMOUNT_MULTIPLIER = 1)
      • Takes profits in USDC when portfolio reaches new highs
      • Example: When portfolio increases by PROFIT_INCREMENT ($10), buys $10 USDC

Fee and Profit Parameters

  • KRAKEN_FEE: Your Kraken maker fee rate
    • Default: 0.002 (0.2%)
    • Affects minimum profitable grid spacing
    • Example: With 0.2% fee, minimum grid spacing should be >0.4% for profit

Grid Trading Parameters

  • GRID_INTERVAL: Percentage between orders

    • Example: 0.75% for BTC means orders every $750 at $100,000 BTC price
    • Lower intervals = more frequent trades but smaller profits
    • Higher intervals = larger profits but fewer trades

  • GRID_SPACING: Minimum price movement required for new orders

    • Prevents excessive trading in volatile conditions
    • Example: 0.75% spacing means price must move 0.75% from last trade
    • Usually set equal to GRID_INTERVAL for optimal performance

  • TRAIL_INTERVAL: Secondary buffer for grid spacing

    • Provides additional protection against over-trading
    • Example: 0.75% means new orders wait for 0.75% price movement
    • Typically set equal to GRID_SPACING

Portfolio Management

  • STARTING_PORTFOLIO_INVESTMENT: Initial portfolio value

    • Used as baseline for profit tracking
    • Example: $2700 starting value, tracks profits from this point

  • PROFIT_INCREMENT: USDC profit-taking amount

    • Only active when PASSIVE_INCOME = 1
    • Example: $10 means buy $10 USDC when portfolio increases by $10
    • Smaller increments = more frequent USDC purchases
    • Larger increments = bigger but less frequent purchases

Trading Pair Configuration

Example for BTC/USD: (0.00085, 0.75, 0.75, 1)

  • Size (0.00085): Buy order volume in base currency
  • Grid (0.75): 0.75% spacing between orders
  • Spacing (0.75): 0.75% minimum price movement needed
  • Precision (1): Decimal places for price ($30,500.1)

Update these parameters to match your desired trading setup.

Usage

Run the bot by executing the script:

python diogrid.py

Running Persistently in Background via Docker

For instructions on setting up docker please visit: https://www.docker.com/get-started/

After setting up your .env file:

  1. Build the Docker Image
    Run the following command in the terminal to build the Docker image:

    docker build -t diogrid_container .

  2. Run the Docker Container in the Background

    To run the container persistently in the background, use the -d flag:

    docker run -d --name diogrid_container --env-file .env diogrid_container
    • The --env-file .env option ensures that environment variables from your .env file are loaded into the container.

  3. Verify the Container is Running
    You can check the status of your container by running:

    docker ps

    This will list all running containers. Ensure your container is listed with its name and status as Up.

  4. View Logs
    If you need to monitor logs, you can view them in real time by running:

    docker logs -f diogrid_container

  5. Stop the Container
    To stop the container when needed, use:

    docker stop diogrid_container

  6. Restart the Container
    If you want to restart the container later without rebuilding, run:

    docker start diogrid_container

  7. Remove the Container
    If you want to delete the container, first stop it (if running), then remove it:

    docker rm diogrid_container

Now your Docker container should run persistently in the background, ensuring the bot is always running.

Automated Staking

DioGrid now includes automatic staking functionality, following Kraken's reintroduction of staking services for US customers:

How It Works

  1. Stakeable Asset Detection

    • Bot continuously monitors for assets eligible for staking
    • Automatically identifies which holdings can be staked on Kraken

  2. Real-time Staking

    • Checks for residual balances after grid orders are placed
    • Automatically sweeps stakeable assets to the earn staking wallet
    • Occurs in real-time as trades execute

  3. Accumulation Mode Integration

    • When running in accumulation mode (PASSIVE_INCOME = 0)
    • Newly accumulated assets are automatically staked
    • Provides additional passive income through staking rewards

  4. Compound Returns

    • Combines trading profits with staking rewards
    • Staking rewards automatically compound as they're earned
    • Maximizes overall portfolio yield through dual revenue streams

Benefits

  • Passive income from both trading and staking
  • No manual staking management required
  • Real-time asset optimization
  • Automated compound returns
  • Enhanced portfolio yield potential

License

This project is licensed under the MIT License.

Disclaimer

This software is provided for personal use and educational purposes only. It is not intended to provide financial advice, nor is it an invitation to engage in cryptocurrency trading. The authors of this software are not responsible for any financial losses or damages incurred while using the software. Users should consult with a licensed financial advisor before engaging in cryptocurrency trading. Cryptocurrency trading carries a high level of risk, and users should only trade with funds they can afford to lose.