AltoTrader

Automated crypto trading framework with support for multiple exchanges, InfluxDB data storage, a look-ahead-bias-free backtesting engine, and a live MA crossover trading bot.

Features

Multi-exchange support – Kraken, Binance, Coinbase, Gemini, MEXC
REST and WebSocket tickers – polling or real-time streaming per exchange
Unified pair format – BTC-EUR, ETH-BTC across all exchanges
InfluxDB v2 storage – time-series database for market price data
Backtesting engine – MA crossover strategy with slippage, realistic fees, Sharpe ratio, drawdown analysis, grid search
Live trading bot – MA crossover strategy, paper and live mode, Kraken + Binance
Docker Compose – one-command deployment with InfluxDB dashboard; separate stack for the trading bot
Export / remote fetch – pull historical data to CSV or Parquet

Project Structure

AltoTrader/
├── src/altotrader/
│   ├── ticker/
│   │   ├── baseticker.py          # Abstract base class
│   │   ├── rest_base_ticker.py    # Shared REST base
│   │   ├── krakenticker.py        # Kraken REST
│   │   ├── kraken_ws_ticker.py    # Kraken WebSocket
│   │   ├── binanceticker.py       # Binance REST
│   │   ├── binance_ws_ticker.py   # Binance WebSocket
│   │   ├── coinbaseticker.py      # Coinbase Exchange REST
│   │   ├── geminiticker.py        # Gemini REST
│   │   └── mexcticker.py          # MEXC REST
│   ├── database/
│   │   ├── update_service.py      # Writes ticker data to InfluxDB
│   │   └── export_prices.py       # Exports data to CSV/Parquet
│   ├── backtest/
│   │   ├── dataloader.py          # Loads and resamples CSV exports
│   │   └── backtest_engine.py     # MA crossover backtest + grid search
│   └── trader/
│       ├── config.py              # TradingConfig dataclass
│       ├── signal_generator.py    # SMA crossover → BUY/SELL/HOLD
│       ├── position_manager.py    # Open positions, P&L, JSON persistence
│       ├── risk_manager.py        # Stop-loss, position sizing, max drawdown
│       ├── trading_engine.py      # Main loop: price → signal → order
│       └── broker/
│           ├── base_broker.py     # Abstract interface
│           ├── paper_broker.py    # Paper trading simulation
│           ├── kraken_broker.py   # Kraken limit orders (krakenex)
│           └── binance_broker.py  # Binance market orders (python-binance)
├── Examples/
│   ├── run_update_service.py      # Data streaming entry point
│   ├── run_trading_bot.py         # Trading bot entry point
│   ├── fetch_from_remote.py       # Fetch data from remote InfluxDB
│   └── *.yaml                     # Pairs configs per exchange
├── docker-compose.yml             # InfluxDB + data streamer
├── docker-compose.trader.yml      # Trading bot (independent stack)
└── env/.env.example

Installation

Requires Python ≥ 3.10.

git clone https://github.com/mhansinger/AltoTrader.git
cd AltoTrader
pip install .
# Development extras (pytest, black …)
pip install ".[dev]"

Pair Format

All exchanges use the unified BASE-QUOTE format:

BTC-EUR   ETH-BTC   SOL-USDT   XRP-EUR

Each ticker converts internally to the exchange-specific symbol:

Exchange	Unified	Internal
Binance / MEXC	`BTC-EUR`	`BTCEUR`
Coinbase	`BTC-EUR`	`BTC-EUR`
Gemini	`BTC-EUR`	`btceur`
Kraken REST	`BTC-EUR`	`XXBTZEUR`
Kraken WS	`BTC-EUR`	`XBT/EUR`

Configuration

Copy env/.env.example to .env and fill in your values:

cp env/.env.example .env

Data Streaming

Select exchange and mode via --exchange / --mode flags or environment variables:

# Kraken REST (default)
python Examples/run_update_service.py

# Kraken WebSocket
python Examples/run_update_service.py --mode websocket

# Binance REST
python Examples/run_update_service.py --exchange binance

# Binance WebSocket
python Examples/run_update_service.py --exchange binance --mode websocket

WebSocket mode is available for kraken and binance only.

Pairs YAML

Each exchange has its own pairs file in Examples/. Edit to add or remove pairs:

# Examples/binance_pairs.yaml
items:
  - BTC-EUR
  - ETH-EUR
  - ETH-BTC

Docker Deployment

Data Streamer + InfluxDB

docker compose up --build -d

The InfluxDB dashboard is available at http://localhost:8086 (use an SSH tunnel for remote access).

# Binance WebSocket
EXCHANGE=binance MODE=websocket docker compose up --build -d

Variable	Default	Options
`EXCHANGE`	`kraken`	`kraken`, `binance`, `coinbase`, `gemini`, `mexc`
`MODE`	`rest`	`rest`, `websocket` (kraken + binance only)

Trading Bot (independent stack)

The trading bot runs in its own Docker Compose stack, completely independent from the streamer. It fetches prices directly from the exchange API.

# Start in paper trading mode (default – no real orders):
docker compose -f docker-compose.trader.yml up --build -d

# Logs:
docker logs -f altotrader_trader

# Stop:
docker compose -f docker-compose.trader.yml down

Configure via .env:

TRADER_EXCHANGE=kraken
TRADER_PAIR=BTC-EUR
TRADER_WINDOW_SHORT=50
TRADER_WINDOW_LONG=200
TRADER_INITIAL_INVEST=1000
TRADER_PAPER_TRADING=true          # set to false for live trading
KRAKEN_API_KEY=your-key
KRAKEN_API_SECRET=your-secret

Switch to live trading (Kraken API key needs Read + Trade permissions, no Withdraw):

# Set TRADER_PAPER_TRADING=false and API keys in .env, then:
docker compose -f docker-compose.trader.yml restart

The container auto-restarts on crash and after server reboot (restart: unless-stopped). Open positions are persisted to a named Docker volume and restored automatically on restart.

Live Trading Bot

Quick start

# Paper trade BTC-EUR on Kraken:
python Examples/run_trading_bot.py --exchange kraken --pair BTC-EUR --paper

# Live trade with custom SMA windows:
python Examples/run_trading_bot.py --exchange kraken --pair BTC-EUR \
    --short 50 --long 200 --invest 500

# Fast test run (10 s poll, small windows):
python Examples/run_trading_bot.py --exchange kraken --pair BTC-EUR \
    --short 5 --long 20 --poll 10 --paper

Strategy

SMA (Simple Moving Average) crossover:

Golden Cross – short SMA crosses above long SMA → BUY
Death Cross – short SMA crosses below long SMA → SELL
Uses last price for signal calculation, ask for buy execution, bid for sell execution
Kraken: limit orders (maker fee 0.25 %); Binance: market orders (taker fee 0.1 %)

Risk controls

Control	Default	Description
Stop-loss	5 %	Force-sell if position loses more than 5 % from entry
Max drawdown	20 %	Halt all trading if portfolio drops 20 % from peak
Position size	95 %	Invest at most 95 % of available capital per trade

Architecture

Exchange API ──→ Ticker ──→ SignalGenerator (SMA crossover)
                                    │
                             TradingEngine (main loop)
                            ┌───────┴────────┐
                       RiskManager      PositionManager
                    (stop-loss,         (JSON persistence,
                     drawdown)           P&L tracking)
                            └───────┬────────┘
                                 Broker
                          (PaperBroker / KrakenBroker
                           / BinanceBroker)

Backtesting

Quick start

from altotrader.backtest.dataloader     import DataLoader
from altotrader.backtest.backtest_engine import BacktestEngine

loader_config = {
    "export_path": "Examples/ticker_export",
    "latest_days": 20,
    "logs_dir":    "logs",
}
backtest_config = {
    "maker_fee":        0.0025,
    "taker_fee":        0.004,
    "slippage_pct":     0.0005,
    "initial_invest":   1000,
    "base_currency":    "EUR",
    "trading_currency": "BTC",
}

loader   = DataLoader(loader_config)
backtest = BacktestEngine(loader, backtest_config)
metrics  = backtest.run(window_short=50, window_long=200)
print(metrics)

Key metrics returned

Key	Description
`total_return_pct`	Strategy return vs initial invest
`buy_and_hold_return_pct`	Passive benchmark
`n_trades`	Number of completed round-trips
`win_rate`	% of profitable trades
`max_drawdown_pct`	Maximum peak-to-trough loss
`sharpe_ratio`	Annualised Sharpe (daily returns × √365)
`total_fees` / `taker_fees` / `maker_fees`	Fee breakdown

Grid search

from altotrader.backtest.backtest_engine import run_grid_search

results = run_grid_search(
    backtest,
    short_windows=[20, 50, 100],
    long_windows=[100, 200, 500],
)
print(results[["window_short", "window_long", "total_return_pct", "sharpe_ratio"]].head())

Exporting Data

python Examples/fetch_from_remote.py \
    --url   http://my-server:8086 \
    --token $INFLUXDB_INIT_ADMIN_TOKEN \
    --org   myorg \
    --bucket altotrader \
    --days  30 \
    --out   data/export.csv

Tests

python -m pytest

183 tests, 0 failures.

Disclaimer

This software is for educational purposes only. Automated trading carries significant financial risk. Past backtesting performance does not guarantee future results. Use at your own risk.

Name		Name	Last commit message	Last commit date
Latest commit History 159 Commits
.devcontainer		.devcontainer
.github/workflows		.github/workflows
Examples		Examples
Tests		Tests
env		env
scripts		scripts
src/altotrader		src/altotrader
.DS_Store		.DS_Store
.dockerignore		.dockerignore
.gitignore		.gitignore
CLAUDE.md		CLAUDE.md
Dockerfile		Dockerfile
Dockerfile.dashboard		Dockerfile.dashboard
README.md		README.md
conftest.py		conftest.py
docker-compose.backtest.yml		docker-compose.backtest.yml
docker-compose.trader.yml		docker-compose.trader.yml
docker-compose.yml		docker-compose.yml
install_influxdb.txt		install_influxdb.txt
pyproject.toml		pyproject.toml

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AltoTrader

Features

Project Structure

Installation

Pair Format

Configuration

Data Streaming

Pairs YAML

Docker Deployment

Data Streamer + InfluxDB

Trading Bot (independent stack)

Live Trading Bot

Quick start

Strategy

Risk controls

Architecture

Backtesting

Quick start

Key metrics returned

Grid search

Exporting Data

Tests

Disclaimer

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AltoTrader

Features

Project Structure

Installation

Pair Format

Configuration

Data Streaming

Pairs YAML

Docker Deployment

Data Streamer + InfluxDB

Trading Bot (independent stack)

Live Trading Bot

Quick start

Strategy

Risk controls

Architecture

Backtesting

Quick start

Key metrics returned

Grid search

Exporting Data

Tests

Disclaimer

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