Arke

Quick-Start

Configure your trading strategies the file config/strategies.yml

Run Arke with this command

./bin/arke start

Example of Arke configuration

log_level: INFO
accounts:
- id: 1
  driver: rubykube
  debug: false
  host: "https://example.com"
  ws: "wss://example.com"
  key: ""
  secret: ""
  delay: 0.75

- id: 2
  driver: rubykube
  debug: false
  host: "https://example.com"
  ws: "wss://example.com"
  key: ""
  secret: ""
  delay: 0.01

- id: 3
  driver: binance
  host: "api.binance.com"
  key: ""
  secret: ""
  delay: 1

strategies:
- id: BTCUSDT-strategy1
  type: strategy1
  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

  target:
    account_id: 1
    market:
      id: BTCUSDT
      base: btc
      quote: usdt
      base_precision: 4
      quote_precision: 4
      min_ask_amount: 0.015
      min_bid_amount: 0.015

  sources:
  - account_id: 3
    market:
      id: BTCUSDT
      base: BTC
      quote: USDT
      base_precision: 8
      quote_precision: 8
      min_order_back_amount: 0.0002

- id: BTCUSDT-micro
  type: microtrades
  debug: false
  period: 30
  period_random_delay: 30
  enabled: false
  params:
    linked_strategy_id: BTCUSDT-strategy1
    min_amount: 0.0001
    max_amount: 0.01
    min_price: 170
    max_price: 230

  target:
    account_id: 2
    market:
      id: BTCUSDT
      base: btc
      quote: usdt
      base_precision: 4
      quote_precision: 4

Account config

Field Description
id ID identifying the account (have to be unique)
driver Name of exchange driver (supported values are: rubykube, binance, bitfinex)
debug Flag to extend logs verbosity, valid values are: true or false
host Base URL of the exchange API
ws Websocket URL of exchange
key API key
secret Secret key
delay Minimum delay to respect between requests to this exchange (in second)

Strategies configuration

General configuration

Field Description
id ID of the strategy (arbitrary string, must be unique)
type Strategy type (valid: strategy1, fixedprice, microtrades, copy)
debug Flag to extend logs verbosity, valid values are: true or false
enabled Flag to enable the strategy, could be: true or false
period Orderbook update period (in seconds), remember about delay in accounts and rate limit in peatio
period_random_delay Random delay which will be added to the static period

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.

Field Description
spread_bids Spread for bids side (in percentage)
spread_asks Spread for asks side (in percentage)
limit_asks_base Sum of amounts of orders of ask side
limit_bids_base Sum of amounts of orders of bid side
levels_size Minimum price difference between orders
levels_count Number of orders for each side
side Side where orders will be created (valid: asks, bids, both)
Strategy1 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. Notice that the amount of the trade must be higher than the min_order_back_amount parameter set on the source exchange for the order back to be created, otherwise the trade will be ignored.

Field Description
spread_bids Spread for bids side (in percentage)
spread_asks Spread for asks side (in percentage)
limit_asks_base Sum of amounts of orders of ask side
limit_bids_base Sum of amounts of orders of bid side
levels_size Minimum price difference between orders
levels_count Number of orders for each side
side Side where orders will be created (valid: asks, bids, both)
enable_orderback Flag for enabling orderback, could be: true or false
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.

Field Description
spread_bids Spread for bids side (in percentage)
spread_asks Spread for asks side (in percentage)
limit_asks_base Sum of amounts of orders of ask side
limit_bids_base Sum of amounts of orders of bid side
levels_size Minimum price difference between orders
levels_count Number of orders for each side
side Side where orders will be created (valid: asks, bids, both)
price Reference price for the strategy to create orderbook
random_delta Random value for deviation of the reference price (maximum deviation = random_delta / 2)
Microtrades 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.

Field Description
linked_strategy_id OPTIONAL. ID of strategy which will be referred (using for calculating price)
price_difference OPTIONAL. Change of calculated price (using if linked_strategy_id exist)
min_amount Minimum amount of order
max_amount Maximum amount of order
min_price OPTIONAL. Price for ask orders (using if linked_strategy_id doesn't exist)
max_price OPTIONAL. Price for bid orders (using if linked_strategy_id doesn't exist)

Market configuration

Field Description
id ID of market
base Base currency of market
quote Quote currency of market
base_precision Base precision of market
quote_precision Quote precision of market
min_orderback_amount OPTIONAL. This parameter is used by strategies which support order back, see strategies documentation for more details.
Target configuration
Field Description
account_id ID of account which will place order on target exchange
market Market configuration you can see above
Sources configuration
Field Description
account_id ID of account which will place order on target exchange
market Market configuration you can see above