A trading toolkit built with Elixir that runs on the Erlang virtual machine
tai is alpha quality software. It passes our test suite but the API is highly
likely to change and no effort will be made to maintain backwards compatibility at this time.
We are working to make tai production quality software.
Tai on GitHub | Install | Usage | Advisors | Configuration | Commands | Logging
Stream market data to create and manage orders with a uniform API across multiple venues
Here's an example of an advisor that logs the spread between multiple products on BitMEX
# config/config.exs
use Mix.Config
config :tai, send_orders: false
config :tai,
advisor_groups: %{
log_spread: [
start_on_boot: true,
advisor: Examples.Advisors.LogSpread.Advisor,
factory: Tai.Advisors.Factories.OnePerProduct,
products: "*"
]
}
config :tai,
venues: %{
bitmex: [
enabled: true,
adapter: Tai.VenueAdapters.Bitmex,
products: "xbtusd ethusd",
accounts: %{}
]
}# log/dev.log
09:41:35.950 [info] {"type":"Examples.Advisors.LogSpread.Events.Spread","data":{"venue_id":"bitmex","spread":"0.01","product_symbol":"xbtusd","bid_price":"5491.05","ask_price":"5491.06"}}
09:41:37.211 [info] {"type":"Examples.Advisors.LogSpread.Events.Spread","data":{"venue_id":"bitmex","spread":"0.05","product_symbol":"ethusd","bid_price":"202.64","ask_price":"202.69"}}
| Venues | Live Order Book | Account Balance | Active Orders | Passive Orders | Products | Fees |
|---|---|---|---|---|---|---|
| BitMEX | [x] | [x] | [x] | [x] | [x] | [x] |
| OkEx | [x] | [x] | [x] | [x] | [x] | [x] |
| Venue | Live Order Book | Account Balance | Active Orders | Passive Orders | Products | Fees |
|---|---|---|---|---|---|---|
| Binance | [x] | [x] | [ ] | [ ] | [x] | [x] |
| GDAX | [x] | [x] | [ ] | [ ] | [x] | [x] |
| Poloniex | [x] | [x] | [ ] | [ ] | [x] | [x] |
tai requires Elixir 1.8+ & Erlang/OTP 21+. Add tai to your list of dependencies in mix.exs
def deps do
[
{:tai, "~> 0.0.23"}
]
endOr use the lastest from master
def deps do
[
{:tai, github: "fremantle-capital/tai"}
]
endCreate 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.Commands.Helpertai runs as an OTP application.
During development we can leverage mix to compile and run our application:
elixir --sname tai -S mix run --no-haltThis will run your tai configuration as a process in the foreground. We assign
a shortname so that we can connect and observe the node at any time via iex:
iex --sname client --remsh tai@mymachinenameThis gives you an interactive elixir shell with a set of tai helper commands
Advisors are the brains of any tai application, they subscribe to changes in
market data to record and analyze data or execute automated trading strategies.
Orders are created and managed through a uniform API across exchanges, with fast execution and reliability.
Take a look at some of the examples to understand what you can create with advisors.
Each environment can have its own configuration. Take a look at the example dev configuration for available options.
To monitor your advisors, accounts and markets tai provides the following set of IEx commands.
Display the available commands and usage examples
iex(1)> help
* balance
* products
* fees
* markets
* orders
* advisor_groups
* advisors
* advisor :group_id, :advisor_id
* settings
* start_advisors
* start_advisor_group :group_id
* start_advisor :group_id, :advisor_id
* stop_advisors
* stop_advisor_group :group_id
* stop_advisor :group_id, :advisor_id
* enable_send_orders
* disable_send_ordersDisplay all non-zero balances across configured accounts
iex(2)> balance
+-------+---------+--------+------------+------------+------------+
| Venue | Account | Symbol | Free | Locked | Balance |
+-------+---------+--------+------------+------------+------------+
| gdax | main | btc | 0.30000000 | 0.00000000 | 0.30000000 |
| gdax | main | ltc | 1.80009170 | 1.10000000 | 2.90009170 |
| gdax | main | usd | 0.01 | 0.00 | 0.01 |
+-------+---------+--------+------------+------------+------------+
Display the products on the the exchange
iex(3)> products
+----------+----------+--------------+---------+-----------+-----------+------------+-----------+-----------------+----------+----------+----------------+--------------+
| Venue | Symbol | Venue Symbol | Status | Maker Fee | Taker Fee | Min Price | Max Price | Price Increment | Min Size | Max Size | Size Increment | Min Notional |
+----------+----------+--------------+---------+-----------+-----------+------------+-----------+-----------------+----------+----------+----------------+--------------+
| gdax | btc_usd | BTC-USD | trading | | | 0.01 | | 0.01 | 0.001 | 70 | 0.001 | 0.00001 |
| binance | btc_usdt | BTCUSDT | trading | | | 444.36 | 44435.55 | 0.01 | 0.000001 | 10000000 | 0.000001 | 10 |
| poloniex | btc_usdt | USDT_BTC | trading | | | 0.00000001 | 100000 | | 0.000001 | | 0.000001 | 1 |
| gdax | ltc_usd | LTC-USD | trading | | | 0.01 | | 0.01 | 0.1 | 4000 | 0.1 | 0.001 |
| poloniex | ltc_usdt | USDT_LTC | trading | | | 0.00000001 | 100000 | | 0.000001 | | 0.000001 | 1 |
| binance | ltc_usdt | LTCUSDT | trading | | | 3.32 | 331.85 | 0.01 | 0.00001 | 10000000 | 0.00001 | 10 |
| bitmex | xbth19 | XBTH19 | trading | -0.025% | 0.075% | | 1000000 | 0.5 | 1 | 10000000 | 0.5 | |
| bitmex | xbtz18 | XBTZ18 | trading | -0.025% | 0.075% | | 1000000 | 0.5 | 1 | 10000000 | 0.5 | |
+----------+----------+--------------+---------+-----------+-----------+------------+-----------+-----------------+----------+----------+----------------+--------------+
Display the maker/taker fees for the every product in the exchange accounts
iex(4)> fees
+---------+------------+-----------+-------+-------+
| Venue | Account ID | Symbol | Maker | Taker |
+---------+------------+-----------+-------+-------+
| binance | main | lsk_bnb | 0.1% | 0.1% |
| binance | main | rlc_eth | 0.1% | 0.1% |
| binance | main | aion_eth | 0.1% | 0.1% |
| binance | main | mft_bnb | 0.1% | 0.1% |
| binance | main | ardr_bnb | 0.1% | 0.1% |
| binance | main | iost_btc | 0.1% | 0.1% |
| binance | main | xlm_eth | 0.1% | 0.1% |
| binance | main | xem_eth | 0.1% | 0.1% |
| binance | main | kmd_btc | 0.1% | 0.1% |
| binance | main | ncash_btc | 0.1% | 0.1% |
| binance | main | xrp_eth | 0.1% | 0.1% |
| binance | main | vet_bnb | 0.1% | 0.1% |
+---------+------------+-----------+-------+-------+
Displays the live top of the order book for the configured feeds. It includes the time they were processed locally and if supported, the time they were sent from the exchange. This allows you to monitor if a feed is under backpressure and starting to fall behind as it updates it's order books.
iex(5)> markets
+---------+----------+-----------+-----------+------------+--------------+------------------+-----------------------+------------------+-----------------------+
| Venue | Symbol | Bid Price | Ask Price | Bid Size | Ask Size | Bid Processed At | Bid Server Changed At | Ask Processed At | Ask Server Changed At |
+---------+----------+-----------+-----------+------------+--------------+------------------+-----------------------+------------------+-----------------------+
| binance | btc_usdt | 8430.0 | 8439.91 | 0.349355 | 1.021896 | 1 second ago | 1 second ago | now | now |
| binance | ltc_usdt | 159.53 | 159.58 | 10.54534 | 1.02855 | 9 seconds ago | 9 seconds ago | 4 seconds ago | 4 seconds ago |
| binance | eth_usdt | 519.67 | 520.0 | 0.08984 | 2.33198 | 7 seconds ago | 7 seconds ago | now | now |
| gdax | btc_usd | 8430.86 | 8430.87 | 0.01448655 | 24.32791169 | 3 seconds ago | 3 seconds ago | 1 second ago | 1 second ago |
| gdax | ltc_usd | 159.97 | 159.98 | 0.00002 | 478.22565196 | 28 seconds ago | 28 seconds ago | now | now |
| gdax | eth_usd | 520.93 | 520.94 | 9.48431449 | 79.37008001 | now | now | 1 second ago | 2 seconds ago |
+---------+----------+-----------+-----------+------------+--------------+------------------+-----------------------+------------------+-----------------------+
Displays the list of orders and their details.
As the lifecycle of the order changes it's details will be updated. You can
view these changes by running the orders command again.
iex(6)> orders
+--------+---------+--------+------+-------+--------+-----------+-----+------------+----------------+---------------+--------+-----------+----------------+----------------+------------------+----------------------+----------------+--------------+
| Venue | Account | Symbol | Side | Type | Price | Avg Price | Qty | Leaves Qty | Cumulative Qty | Time in Force | Status | Client ID | Venue Order ID | Enqueued At | Last Received At | Last Venue Timestamp | Updated At | Error Reason |
+--------+---------+--------+------+-------+--------+-----------+-----+------------+----------------+---------------+--------+-----------+----------------+----------------+------------------+----------------------+----------------+--------------+
| bitmex | main | xbtm19 | buy | limit | 3622.5 | 0 | 15 | 15 | 0 | gtc | open | 78f616... | fe7486... | 11 seconds ago | 11 seconds ago | 11 seconds ago | 11 seconds ago | |
+--------+---------+--------+------+-------+--------+-----------+-----+------------+----------------+---------------+--------+-----------+----------------+----------------+------------------+----------------------+----------------+--------------+
Displays the current runtime settings
iex(7)> settings
+-------------+-------+
| Name | Value |
+-------------+-------+
| send_orders | false |
+-------------+-------+
Displays the aggregate status of all advisors in all groups
iex(8)> advisor_groups
+---------------------------------+---------+-----------+-------+
| Group ID | Running | Unstarted | Total |
+---------------------------------+---------+-----------+-------+
| log_spread | 0 | 3 | 3 |
| fill_or_kill_orders | 0 | 1 | 1 |
| create_and_cancel_pending_order | 0 | 1 | 1 |
+---------------------------------+---------+-----------+-------+
Displays every advisor from every group along with their run status
iex(9)> advisors
+---------------------------------+-------------------+-----------+-----+
| Group ID | Advisor ID | Status | PID |
+---------------------------------+-------------------+-----------+-----+
| create_and_cancel_pending_order | gdax_btc_usd | unstarted | - |
| fill_or_kill_orders | binance_btc_usdt | unstarted | - |
| log_spread | binance_btc_usdt | unstarted | - |
| log_spread | gdax_btc_usd | unstarted | - |
| log_spread | poloniex_btc_usdt | unstarted | - |
+---------------------------------+-------------------+-----------+-----+
Display details of an individual advisor in a group
iex(10)> advisor :log_spread, :gdax_btc_usd
Group ID: log_spread
Advisor ID: gdax_btc_usd
Config: %{}
Status: unstarted
PID: -
Starts every advisor in every group
iex(11)> start_advisors
Started advisors: 5 new, 0 already running
Starts every advisor in the given group
iex(12)> start_advisor_group :log_spread
Started advisors: 3 new, 0 already running
Starts a single advisor in given group
iex(13)> start_advisor :log_spread, :binance_btc_usdt
Started advisors: 1 new, 0 already running
Stops every advisor in every group
iex(14)> stop_advisor_groups
Stopped advisors: 5 new, 0 already stopped
Stops every advisor in the given group
iex(15)> start_advisor_group :log_spread
Stopped advisors: 3 new, 0 already stopped
Stops a single advisor in given group
iex(16)> stop_advisor :log_spread, :binance_btc_usdt
Stopped advisors: 1 new, 0 already stopped
tai uses a system wide event bus and forwards these events to the Elixir
logger. By default Elixir will use the console logger to print logs to stdout
in the main process running tai. You can configure your Elixir
logger to format or change the location of the output.
For example. To write to a file, add a file logger:
# mix.exs
defp deps do
{:logger_file_backend, "~> 0.0.10"}
endAnd configure it's log location:
# config/config.exs
use Mix.Config
config :logger, :file_log, path: "./log/#{Mix.env()}.log"
config :logger, backends: [{LoggerFileBackend, :file_log}]If you intend to deploy tai to a service that ingests structured logs, you
will need to use a supported backed. For Google Cloud Stackdriver you can use logger_json
# mix.exs
defp deps do
{:logger_json, "~> 2.0.1"}
end
# config/config.exs
use Mix.Config
config :logger_json, :backend, metadata: :all
config :logger, backends: [LoggerJSON]If you think this tai thing might be worthwhile and you don't see a feature
or exchange listed we would love your contributions to add them! Feel free to
drop us an email or open a Github issue.
- Alex Kwiatkowski - [email protected]
tai is released under the MIT license