I'm currently working on implementing Poloniex as exchange for backtrader. The ccxt library looks great! Never seen it before. Happy to contribute.
What do you guys think. Shall we get organised and work on this together (on a public repo). Connecting backtrader with ccxt will probably help a lot of people.
I'm currently working on implementing Poloniex as exchange for backtrader. The ccxt library looks great! Never seen it before. Happy to contribute.
What do you guys think. Shall we get organised and work on this together (on a public repo). Connecting backtrader with ccxt will probably help a lot of people.
@roch_02 Yes, I think it is quite illustrative. First, I am looking to create the live data feed and implement the store. Then, I'll try to make the broker work as a second step.
As @backtrader mentioned you'll have to follow the API of the exchange for guidance. This will determine the functions to implement and how to feed the data.
What exchange are you trying to connect to?
Thanks a lot for that answer and the explanation on the Store. I'll dive into the Oanda implementation and see how it goes.
More generally, are there any other exchanges to be implemented on the roadmap?
I've started using backtrader to backtest some strategies for trading crypto currencies. I'd like to move forward and eventually paper trade and live trade some of these strategies.
For that, I would need to implement the broker and the store for a crypto currency exchange (I am thinking of Poloniex or Bittrex). Could anyone give me some pointers on how to get started on that? Do I just need to reimplement the broker and store for say IB for the feature set of the exchange I would like to add? Are there any more components expect broker and store I would need to touch? Any tips are appreciated.
Also, is someone interested in live trading crypto currencies that would like to collaborate on this?