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Arke

Quick-Start

Configure your trading strategies the file config/strategies.yml

Install dependencies

bundle install

Run Arke with this command

bundle exec ./bin/arke start

Example of Arke configuration

log_level: INFO
accounts:
- id: example-account1
  driver: rubykube
  debug: false
  host: "https://example.com"
  ws: "wss://example.com"
  key: ""
  secret: ""
  delay: 0.75

- id: example-account2
  driver: rubykube
  debug: false
  host: "https://example.com"
  ws: "wss://example.com"
  key: ""
  secret: ""
  delay: 1

- id: binance-account
  driver: binance
  key: ""
  secret: ""
  delay: 1

strategies:
- id: BTCUSDT-orderback
  type: orderback
  debug: false
  enabled: true
  period: 90
  params:
    spread_bids: 0.005
    spread_asks: 0.005
    limit_asks_base: 10
    limit_bids_base: 10
    levels_size: 0.5
    levels_count: 5
    side: both
    enable_orderback: false
    min_order_back_amount: 0.0002

  target:
    account_id: example-account1
    market_id: BTCUSDT

  sources:
  - account_id: binance-account
    market_id: BTCUSDT

- id: BTCUSDT-micro
  type: microtrades
  debug: false
  period: 30
  period_random_delay: 30
  enabled: false
  params:
    linked_strategy_id: BTCUSDT-orderback
    min_amount: 0.0001
    max_amount: 0.01
    min_price: 170
    max_price: 230

  target:
    account_id: example-account2
    market_id: BTCUSDT

Account config

FieldDescription
idID identifying the account (must be unique)
driverName of exchange driver (supported values are: rubykube, binance, bitfinex, kraken)
debugFlag to extend logs verbosity, valid values are: true or false
hostBase URL of the exchange API
wsWebsocket URL of exchange
keyAPI key
secretSecret key
delayMinimum delay to respect between requests to this exchange (in second)
finexEnable finex support for rubykube (default false)

Strategies configuration

General configuration

FieldDescription
idID of the strategy (arbitrary string, must be unique)
typeStrategy type (valid: orderback, fixedprice, microtrades, copy)
debugFlag to extend logs verbosity, valid values are: true or false
enabledFlag to enable the strategy, could be: true or false
periodOrderbook update period (in seconds), remember about delay in accounts and rate limit in peatio
period_random_delayRandom delay which will be added to the static period
fxForex conversion rate configuration to apply to price, read bellow the documentation of the section

Parameters for strategies

Copy strategy

The Copy strategy uses a source exchange market to create an orderbook on a target market. The depth of the created orderbook is defined by the number of orders in each side with the levels_count parameter and the price difference between orders with the price_size parameter.

Orders amount are set according to the source orders volume of the same price level.

FieldDescription
spread_bidsSpread for bids side (in percentage)
spread_asksSpread for asks side (in percentage)
limit_asks_baseSum of amounts of orders of ask side
limit_bids_baseSum of amounts of orders of bid side
levels_sizeMinimum price difference between orders
levels_countNumber of orders for each side
max_amount_per_orderMaximum size for one order, if more liquidity is needed for one level several orders of this size will be created
sideSide where orders will be created (valid: asks, bids, both)
Orderback strategy

This strategy behaves like the Copy strategy and have the ability to order back the liquidity from the source exchange market. An soon as an order is matched, the strategy creates an order on the source exchange with the matched amount and the same price without the spread. This way if the spread configured is higher than the exchanges fee the P&L will be positive.

FieldDescription
spread_bidsSpread for bids side (in percentage)
spread_asksSpread for asks side (in percentage)
limit_asks_baseSum of amounts of orders of ask side
limit_bids_baseSum of amounts of orders of bid side
levels_sizeMinimum price difference between orders
levels_countNumber of orders for each side
max_amount_per_orderMaximum size for one order, if more liquidity is needed for one level several orders of this size will be created
sideSide where orders will be created (valid: asks, bids, both)
enable_orderbackFlag for enabling orderback, could be: true or false
min_order_back_amountThe amount of the trade must be higher than this value for the order back to be created, otherwise the trade will be ignored.
orderback_grace_timeThe time to wait incoming trades before triggering the order back, default 1 sec
Fixedprice strategy

This strategy creates an orderbook on a market without using any source market. It creates an order arround the reference price with a random value random_delta added or substracted to this price.

FieldDescription
spread_bidsSpread for bids side (in percentage)
spread_asksSpread for asks side (in percentage)
limit_asks_baseSum of amounts of orders of ask side
limit_bids_baseSum of amounts of orders of bid side
levels_sizeMinimum price difference between orders
levels_countNumber of orders for each side
sideSide where orders will be created (valid: asks, bids, both)
max_amount_per_orderMaximum size for one order, if more liquidity is needed for one level several orders of this size will be created
priceReference price for the strategy to create orderbook
random_deltaRandom value for deviation of the reference price (maximum deviation = random_delta / 2)
Microtrades-Copy strategy

This strategy creates random trades on a market with random amounts following the price of one or several sources. It is commonly used to create candles on a market with low activity.

FieldDescription
min_amountMinimum amount of order (defaults to market minimum order amount)
max_amountMaximum amount of order (defaults to 10 times the market minimum order amount)
maker_taker_orders_delayTime between maker and taker orders (defaults 0.02 sec)
matching_timeoutTime in seconds to wait before canceling microtrades orders (defaults 1 sec)
Microtrades-Market strategy

This strategy creates random trades on a market with random amounts. It is commonly used to create candles on a market with low activity.

FieldDescription
linked_strategy_idOPTIONAL. ID of strategy which will be referred (using for calculating price)
price_differenceOPTIONAL. Change of calculated price (using if linked_strategy_id exist)
min_amountMinimum amount of order
max_amountMaximum amount of order
min_priceOPTIONAL. Price for ask orders (using if linked_strategy_id doesn't exist)
max_priceOPTIONAL. Price for bid orders (using if linked_strategy_id doesn't exist)
Circuitbraker strategy

This strategy monitors orders on an account, compare prices with a source exchange and cancel those which are too far from current orderbook offers on the source.

It is a security in case the strategy which creates the market crash or have a defect.

FieldDescription
spread_bidsSpread to apply on bids side (in percentage)
spread_asksSpread to apply on asks side (in percentage)

The spread applied on circuitbraker strategy should be lower than the spead used by the strategy creating the orderbook.

Target configuration
FieldDescription
account_idID of account which will place order on target exchange
market_idID of the market as it is on the target exchange
Sources configuration

List of following configuration statement:

FieldDescription
account_idID of account which will place order on target exchange
market_idID of the market as it is on the source exchange
Static forex conversion rate configuration

Detail of the fx section to configure for a strategy:

FieldValueDescription
type"static"The type of the forex class to use, which is "static" here
ratefloatStatic value of the rate to apply to prices of the strategy
Dynamic forex conversion rate configuration

Detail of the fx section to configure for a strategy:

FieldValueDescription
type"fixer"The type of the forex class to use, the supported value is "fixer" for dynamic
api_keystringFixer api key
currency_fromstringCurrency code
currency_tostringCurrency code
periodsecondsRefresh period in seconds, default: 3600
httpsbooleanEnable https communication (default true)