EdgeX Scalping Trading Bot

A trading bot for the EdgeX exchange, built using the official EdgeX Python SDK. The bot implements an automated strategy that places orders and automatically closes them at a profit.

Sample commands: ETH: python runbot.py --quantity 0.1 --take-profit 0.9 --max-orders 40 --wait-time 450

BTC: python runbot.py --contract-id 10000001 --quantity 0.05 --take-profit 30 --max-orders 40 --wait-time 450

Architecture

The bot is built using the official EdgeX Python SDK and consists of:

1. EdgeX Client (Official SDK)

• REST API client for EdgeX using the official SDK
• Handles authentication and API requests
• Manages order placement, cancellation, and status queries
• Position and account information retrieval

2. EdgeX WebSocket Manager (Official SDK)

• WebSocket connection management using the official SDK
• Real-time market data streaming
• Order update notifications
• Automatic connection handling

3. Main Trading Bot (runbot.py)

• Core scalping logic
• Order placement and monitoring
• Position management
• Main trading loop

Installation

1. Clone the repository:

   git clone <repository-url>
   cd edgex

2. Create and activate virtual environment:

   python3 -m venv env
   source env/bin/activate  # On Windows: env\Scripts\activate

3. Install dependencies:

   pip install -r requirements.txt

4. Set up environment variables: Use the env_example.txt to create a .env file in the project root.

Configuration

Environment Variables

• EDGEX_ACCOUNT_ID: Your EdgeX account ID
• EDGEX_STARK_PRIVATE_KEY: Your EdgeX api private key
• EDGEX_BASE_URL: EdgeX API base URL (default: https://pro.edgex.exchange)
• EDGEX_WS_URL: EdgeX WebSocket URL (default: wss://quote.edgex.exchange)

Command Line Arguments

• --contract-id: EdgeX contract ID (default: 10000002 for ETH-USDT)
• --quantity: Order quantity (default: 0.1)
• --take-profit: Take profit in USDT (default: 0.9)
• --direction: Trading direction: 'buy' or 'sell' (default: buy)
• --max-orders: Maximum number of active orders (default: 40)
• --wait-time: Wait time between orders in seconds (default: 450)

Usage

Basic Usage

python runbot.py

With Custom Parameters

python runbot.py \
  --contract-id 10000001 \
  --quantity 0.001 \
  --take-profit 0.5 \
  --direction buy \
  --max-orders 5 \
  --wait-time 60

Trading Strategy

The bot implements a simple scalping strategy:

1. Order Placement: Places a limit order slightly above/below market price
2. Order Monitoring: Waits for the order to be filled
3. Close Order: Automatically places a close order at the take profit level
4. Position Management: Monitors positions and active orders
5. Risk Management: Limits maximum number of concurrent orders

Logging

The bot provides comprehensive logging:

• Transaction Logs: CSV files with order details
• Debug Logs: Detailed activity logs with timestamps
• Console Output: Real-time status updates
• Error Handling: Comprehensive error logging and handling

Safety Features

• Order Limits: Configurable maximum order count
• Timeout Handling: Automatic order cancellation on timeouts
• Position Monitoring: Continuous position and order status checking
• Error Recovery: Graceful handling of API errors and disconnections

Dependencies

• edgex-python-sdk: Official EdgeX Python SDK
• python-dotenv: Environment variable management
• pytz: Timezone handling
• asyncio: Asynchronous programming support
• aiohttp: HTTP client for async operations
• websocket-client: WebSocket support

Contributing

1. Fork the repository
2. Create a feature branch
3. Make your changes
4. Add tests if applicable
5. Submit a pull request

License

This project is licensed under the MIT License - see the LICENSE file for details.

Disclaimer

This software is for educational and research purposes only. Trading cryptocurrencies involves significant risk and can result in substantial financial losses. Use at your own risk and never trade with money you cannot afford to lose.

Support

For issues related to:

• EdgeX API: Check the EdgeX API documentation
• EdgeX SDK: Check the EdgeX Python SDK documentation
• This Bot: Open an issue in this repository