Vantage Signals FlowBot

~ 0 min
2020-11-07 03:21

Vantage Signals Orderflow Bot

This bot leverages bids and asks from our order book tracking and xbids/xasks from our exectured order tracking providing to track the flow of assets from order books to executed orders. This bot adds an additional function that it can track a goldend cross or death cross crossover of bid and asks and/or xbids & xasks(Differenciated Volume)

API Subscription requirements: Price, OFLOW, (100dom and/or 10dom and/or 5dom and/or 2.5dom, and/or 1%) depth of orderbooks, 7d or longer duration subscription.  Number of API calls depends on how often you poll and how many assets you are polling.


  • Vantage Signals FlowBot Source code (Clone or download)
  • Self installer "python3.7 setup.py install" see readme in repo
  • Redis is optional but important if you want to be able to kill and restart the process without lossing post flag performance reports (You must install Redis to use it)
  • If you have questions you can aks us in our help discord channel
  • You can see the markets, assets and values to qualify your signal settings at https://vcdepth.io
  • Different Scripts require different subscriptions to support, make sure you have the API data you need for the script
  • See our API reference for further details > VantageCrypto Modular API Services API Reference
  • A script must run for each asset/market you want to monitor
  • Opensource code for transparency and community using GPL. Our API is a liberal license to use our data but you should state that you use VantageCrypto data somewhere on your server/channel description per VantageAPI user agreement.

Other than the indicators, all of our bots have the same construction, some of their common features and configurations are below.

  • All bots can report to Discord, Telegram or Twitter
  • All of our bots also include price as an indicator.
  • All bots can send post flag performance reports into channels as they occur or on scheduled reports
  • All bots have a back testing feature
  • All bots can set order book market depth
  • All bots can set real-time or moving average values for each indicator
  • All indicators are absolute values unless you specify a trend-length | If trend-length (or master trend length) is set, all indicator values are percentages | We will compare current value to the value from the length of time you specified | Trend-Length can be set globally or per bull and/or bear indicator
  • All bots have a cooldown timer to have the signal snooze x amount of time after the first flag

Command reference:

usage: vc-signals-flowbot [-h] [-a ASSET] [-m MARKET] [-i INTERVAL] [--debug] [-dis DISCORD_WEBHOOK] [-tg TELEGRAM_TOKEN] [-tgc TELEGRAM_CHANNEL] [-twck TWITTER_CONSUMER_KEY] [-twcs TWITTER_CONSUMER_SECRET] [-twat TWITTER_ACCESS_TOKEN]
[-twats TWITTER_ACCESS_TOKEN_SECRET] [-r REDIS] [--prefix PREFIX] [--clear] [--pr] [--acc] [-ti1 TRACKER_INTERVAL_1] [-ti2 TRACKER_INTERVAL_2] [-ti3 TRACKER_INTERVAL_3] [-d DURATION] [--silent]
[-bts BACKTEST_START] [-btsd BACKTEST_START_DATE] [-bttf BACKTEST_TIMEFRAME] [-btfn BACKTEST_FILENAME] [-btth BACKTEST_THROTTLE] [--backtest-cache] [-tl TREND_LENGTH] [-bearptl PRICE_BEAR_TREND_LENGTH]
[-bullptl PRICE_BULL_TREND_LENGTH] [--bear-cooldown BEAR_COOLDOWN] [--bull-cooldown BULL_COOLDOWN] [-md MARKET_DEPTH] [-baav BIDS_ASKS_AVERAGE] [-xbxaav XBIDS_XASKS_AVERAGE] [-tbear BEAR_THRESHOLD]
[-tbull BULL_THRESHOLD] [-b2b BULL_2_BEAR] [-bearbtl BIDS_BEAR_TREND_LENGTH] [-bullbtl BIDS_BULL_TREND_LENGTH] [-bearatl ASKS_BEAR_TREND_LENGTH] [-bullatl ASKS_BULL_TREND_LENGTH]
[-bearxbtl XBIDS_BEAR_TREND_LENGTH] [-bullxbtl XBIDS_BULL_TREND_LENGTH] [-bearxatl XASKS_BEAR_TREND_LENGTH] [-bullxatl XASKS_BULL_TREND_LENGTH] [-bearp PRICE_BEAR] [-bullp PRICE_BULL] [-bearb BIDS_BEAR]
[-bullb BIDS_BULL] [-beara ASKS_BEAR] [-bulla ASKS_BULL] [-bearxb XBIDS_BEAR] [-bullxb XBIDS_BULL] [-bearxa XASKS_BEAR] [-bullxa XASKS_BULL] [-bidsxover BIDS_CROSSOVER] [-asksxover ASKS_CROSSOVER]
[-obxex ORDER_BOOK_CROSSOVER_EXPIRATION] [-xbidsxover XBIDS_CROSSOVER] [-xasksxover XASKS_CROSSOVER] [-ofxex ORDER_FLOW_CROSSOVER_EXPIRATION] [--json JSON] [--btoe]
api_key
Signals for crypto currency changes via Vantage Crypto.



positional arguments:
api_key api key for Vantage Crypto


optional arguments:
-h, --help show this help message and exit


-a ASSET, --asset ASSET
asset to check (default: Ellipsis)


-m MARKET, --market MARKET
market for price check (default: Ellipsis)


-i INTERVAL, --interval INTERVAL
interval of checks in minutes (default: 5)


--debug enable debug logging (default: False)


-dis DISCORD_WEBHOOK, --discord-webhook DISCORD_WEBHOOK
discord webhook url (default: None)


-tg TELEGRAM_TOKEN, --telegram-token TELEGRAM_TOKEN
telegram bot token (default: None)


-tgc TELEGRAM_CHANNEL, --telegram-channel TELEGRAM_CHANNEL
telegram channel username with prepended '@' symbol (default: None)


-twck TWITTER_CONSUMER_KEY, --twitter-consumer-key TWITTER_CONSUMER_KEY
Twitter consumer key (default: None)


-twcs TWITTER_CONSUMER_SECRET, --twitter-consumer-secret TWITTER_CONSUMER_SECRET
Twitter consumer secret (default: None)


-twat TWITTER_ACCESS_TOKEN, --twitter-access-token TWITTER_ACCESS_TOKEN
Twitter access token (default: None)


-twats TWITTER_ACCESS_TOKEN_SECRET, --twitter-access-token-secret TWITTER_ACCESS_TOKEN_SECRET
Twitter access token secret (default: None)


-r REDIS, --redis REDIS
redis url (default: redis://localhost:6379)


--prefix PREFIX Redis prefix for keys (default: None)


--clear clear all data for market/asset (default: False)


--pr Create a performance report (default: False)


--acc Accumulate data for the performance report. Should be used with --pr flag (default: False)


-ti1 TRACKER_INTERVAL_1, --tracker-interval-1 TRACKER_INTERVAL_1
How many minutes before we perform the first post flag performance report (default: None)


-ti2 TRACKER_INTERVAL_2, --tracker-interval-2 TRACKER_INTERVAL_2
How many minutes before we perform the second post flag performance report (default: None)


-ti3 TRACKER_INTERVAL_3, --tracker-interval-3 TRACKER_INTERVAL_3
How many minutes before we perform the third post flag performance report (default: None)


-d DURATION, --duration DURATION
Specifies the duration of API subscription being used (rt, 7d, 30d, 90d, 1y) (default: 7d)


--silent Do not send post flag reports (default: False)


-bts BACKTEST_START, --backtest-start BACKTEST_START
Number of days ago to start the test | max based on duration specified (currently 90 day max) (default: None)


-btsd BACKTEST_START_DATE, --backtest-start-date BACKTEST_START_DATE
Date when to start tests (default: None)


-bttf BACKTEST_TIMEFRAME, --backtest-timeframe BACKTEST_TIMEFRAME
We allow up to 30 days of back testing at a time but max is limited by duration specified (default: 1)


-btfn BACKTEST_FILENAME, --backtest-filename BACKTEST_FILENAME
Append all post reports to specified file for backtesting, file should be in .md format (default: None)


-btth BACKTEST_THROTTLE, --backtest-throttle BACKTEST_THROTTLE
How many API calls to make per minute (default: 120)

--bear-cooldown BEAR_COOLDOWN
How many minutes after a BEAR flag triggers before the script can trigger a flag again (default: 180)


--bull-cooldown BULL_COOLDOWN
How many minutes after a BULL flag triggers before the script can trigger a flag again (default: 180)


-md MARKET_DEPTH, --market-depth MARKET_DEPTH
What depth of market should we watch? (1,2.5,5,10,100) (default: 100)


-baav BIDS_ASKS_AVERAGE, --bids-asks-average BIDS_ASKS_AVERAGE
What asks/bids avg should we use: real-time, 1 hour, 3 hour or 24 hour (rt,1,3,24) (default: rt)


-xbxaav XBIDS_XASKS_AVERAGE, --xbids-xasks-average XBIDS_XASKS_AVERAGE
What xbids/xasks avg should we use: real-time, 1 hour, 3 hour or 24 hour (rt,1,3,24) (default: rt)


-tbear BEAR_THRESHOLD, --bear-threshold BEAR_THRESHOLD
How many times we need to see all 3 conditions match before flagging bear (1-100) (default: 1)


-tbull BULL_THRESHOLD, --bull-threshold BULL_THRESHOLD
How many times we need to see all 3 conditions match before flagging bull (1-100) (default: 1)


-b2b BULL_2_BEAR, --bull-2-bear BULL_2_BEAR
If opposite signal happens with provided minutes convert current signal to opposite type (default: None)


-bearbtl BIDS_BEAR_TREND_LENGTH, --bids-bear-trend-length BIDS_BEAR_TREND_LENGTH
Compare bids values to values TL hours ago for bear flag (default: None)


-bullbtl BIDS_BULL_TREND_LENGTH, --bids-bull-trend-length BIDS_BULL_TREND_LENGTH
Compare bids values to values TL hours ago for bull flag (default: None)


-bearatl ASKS_BEAR_TREND_LENGTH, --asks-bear-trend-length ASKS_BEAR_TREND_LENGTH
Compare asks values to values TL hours ago for bear flag (default: None)


-bullatl ASKS_BULL_TREND_LENGTH, --asks-bull-trend-length ASKS_BULL_TREND_LENGTH
Compare asks values to values TL hours ago for bull flag (default: None)


-bearxbtl XBIDS_BEAR_TREND_LENGTH, --xbids-bear-trend-length XBIDS_BEAR_TREND_LENGTH
Compare xbids values to values TL hours ago for bear flag (default: None)


-bullxbtl XBIDS_BULL_TREND_LENGTH, --xbids-bull-trend-length XBIDS_BULL_TREND_LENGTH
Compare xbids values to values TL hours ago for bull flag (default: None)


-bearxatl XASKS_BEAR_TREND_LENGTH, --xasks-bear-trend-length XASKS_BEAR_TREND_LENGTH
Compare xasks values to values TL hours ago for bear flag (default: None)


-bullxatl XASKS_BULL_TREND_LENGTH, --xasks-bull-trend-length XASKS_BULL_TREND_LENGTH
Compare xasks values to values TL hours ago for bull flag (default: None)


-bearp PRICE_BEAR, --price-bear PRICE_BEAR
What % Price change we need to witness for bear signal (1-300) (default: None)


-bullp PRICE_BULL, --price-bull PRICE_BULL
What % Price change we need to witness for bull signal (1-300) (default: None)


-bearb BIDS_BEAR, --bids-bear BIDS_BEAR
What % bids should be witness for bear signal (default: None)


-bullb BIDS_BULL, --bids-bull BIDS_BULL
What % bids should be witness for bull signal (default: None)


-beara ASKS_BEAR, --asks-bear ASKS_BEAR
What % asks should be witness for bear signal (default: None)


-bulla ASKS_BULL, --asks-bull ASKS_BULL
What % asks should be witness for bull signal (default: None)


-bearxb XBIDS_BEAR, --xbids-bear XBIDS_BEAR
What % xbids should be witness for bear signal (default: None)


-bullxb XBIDS_BULL, --xbids-bull XBIDS_BULL
What % xbids should be witness for bull signal (default: None)


-bearxa XASKS_BEAR, --xasks-bear XASKS_BEAR
What % xasks should be witness for bear signal (default: None)


-bullxa XASKS_BULL, --xasks-bull XASKS_BULL
What % xasks should be witness for bull signal (default: None)


-bidsxover BIDS_CROSSOVER, --bids-crossover BIDS_CROSSOVER
Observe bids becoming higher than asks, tag bull or bear (default: None)


-asksxover ASKS_CROSSOVER, --asks-crossover ASKS_CROSSOVER
Observe asks becoming higher than bids, tag bull or bear (default: None)


-obxex ORDER_BOOK_CROSSOVER_EXPIRATION, --order-book-crossover-expiration ORDER_BOOK_CROSSOVER_EXPIRATION


-xbidsxover XBIDS_CROSSOVER, --xbids-crossover XBIDS_CROSSOVER
Observe xbids becoming higher than xasks, tag bull or bear (default: None)


-xasksxover XASKS_CROSSOVER, --xasks-crossover XASKS_CROSSOVER
Observe xasks becoming higher than xbids, tag bull or bear (default: None)


-ofxex ORDER_FLOW_CROSSOVER_EXPIRATION, --order-flow-crossover-expiration ORDER_FLOW_CROSSOVER_EXPIRATION


--json JSON


--btoe Expects BTOE arguments (default: False)

 

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