Note: this algorithm is still being worked on and may encounter some unexpected bugs
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A VWAP algorithm that attempts to beat the VWAP price (i.e tries to get a price for you that is better than what the market is executing at) The following user parameters must be defined:
product_id- the ticker you want to trade (i.e BTC-USD)side- either 'buy' or 'sell'hours- how many hours you want the execute the order overorderqty- size (i.e 1 BTC)limit- a hard limit on all orders When running the code, the following inputs are entered via the user from the command prompt
It's pretty simple, you'll need to get an authenticated client setup first on your Coinbase Pro account so you're "hooked-in" appropriately.
- The
authenticated_client.pyscript is where you'll need to put your relevant keys and is a nice & easy way to switch between virtual trading and live trading. If you need help on how to do this, please refer to the following repo (https://github.com/danpaquin/coinbasepro-python) - Now run
python coinbase_algo.py
Credit to the following repo detailing an easy way to interface with the [Coinbase API via Python] (https://github.com/danpaquin/coinbasepro-python)
Credit to this awesome dude Andrés Berejnoi, check out his [YouTube Channel] (https://www.youtube.com/channel/UCvPE2QkDtQnl652gAXNOrgg)