# Tai
[](https://circleci.com/gh/fremantle-capital/tai)
[](https://coveralls.io/github/fremantle-capital/tai?branch=master)
A trading toolkit built with [Elixir](https://elixir-lang.org/) that runs on the [Erlang virtual machine](http://erlang.org/faq/implementations.html)
## WARNING
`tai` is alpha quality software. It passes our test suite but the API is highly
likely to change and no effort will be made to maintain backwards compatibility at this time.
We are working to make `tai` production quality software.
[Tai on GitHub](https://github.com/fremantle-capital/tai) | [Install](#install) | [Usage](#usage) | [Advisors](#advisors) | [Configuration](#configuration) | [Commands](#commands) | [Logging](#logging)
## Supported Exchanges
| Exchange | Live Order Book | Account Balance | Orders | Products | Fees |
|----------------|:---:|:---:|:---:|:---:|:---:|
| GDAX | [x] | [x] | [x] | [x] | [x] |
| Binance | [x] | [x] | [x] | [x] | [x] |
| Poloniex | [x] | [x] | [x] | [x] | [x] |
## Exchanges In Progress
| Exchange | Live Order Book | Account Balance | Orders | Products | Fees |
|----------------|:---:|:---:|:---:|:---:|:---:|
| Bitmex | [x] | [ ] | [ ] | [x] | [x] |
## Planned Exchanges
| Exchange |
|----------------|
| Bitfinex |
| Bitflyer |
| Bithumb |
| Bitstamp |
| Bittrex |
| Gemini |
| HitBtc |
| Huobi |
| Kraken |
| OkCoin |
| ... |
[Full List...](./PLANNED_EXCHANGES.md)
## Install
`tai` requires Elixir 1.7+ & Erlang/OTP 21+. Add `tai` to your list of dependencies in `mix.exs`
```elixir
def deps do
[
{:tai, "~> 0.0.10"}
]
end
```
Or use the lastest from `master`
```elixir
def deps do
[
{:tai, github: "fremantle-capital/tai"}
]
end
```
Create an `.iex.exs` file in the root of your project and import the `tai` helper
```elixir
# .iex.exs
Application.put_env(:elixir, :ansi_enabled, true)
import Tai.Commands.Helper
```
## Usage
`tai` runs as an OTP application.
During development we can leverage `mix` to compile and run our application:
```bash
elixir --sname tai -S mix run --no-halt
```
This will run your `tai` configuration as a process in the foreground. We assign
a shortname so that we can connect and observe the node at any time via `iex`:
```bash
iex --sname client --remsh tai@mymachinename
```
This gives you an interactive elixir shell with a set of `tai` helper [commands](#commands)
## Advisors
Advisors are the brains of any `tai` application, they subscribe to changes in
order books and process these events to record and analyze data or execute
automated trading strategies.
Orders can be created and managed through a uniform API across exchanges, with
fast execution and reliability.
Take a look at some of the [examples](./examples/advisors) to understand what
you can create with advisors in just a few lines of code.
## Configuration
Each environment can have its own configuration. Take a look at the [example dev configuration](config/dev.exs.example)
for available options.
## Commands
You can monitor your [account balances](#balance), list the tradeable
[products](#products) and their [fees](#fees), view [live markets](#markets)
and inspect the [state of orders](#orders).
#### help
Display the available commands and usage examples
```bash
iex(1)> help
* balance
* products
* fees
* markets
* orders
* advisor_groups
* advisors
* advisor :group_id, :advisor_id
* settings
* start_advisors
* start_advisor_group :group_id
* start_advisor :group_id, :advisor_id
* stop_advisors
* stop_advisor_group :group_id
* stop_advisor :group_id, :advisor_id
* enable_send_orders
* disable_send_orders
```
#### balance
Display all non-zero balances across configured accounts
```
iex(2)> balance
+----------+---------+--------+------------+------------+------------+
| Exchange | Account | Symbol | Free | Locked | Balance |
+----------+---------+--------+------------+------------+------------+
| gdax | main | btc | 0.30000000 | 0.00000000 | 0.30000000 |
| gdax | main | ltc | 1.80009170 | 1.10000000 | 2.90009170 |
| gdax | main | usd | 0.01 | 0.00 | 0.01 |
+----------+---------+--------+------------+------------+------------+
```
#### products
Display the products on the the exchange
```
iex(3)> products
+-------------+----------+-----------------+---------+-----------+-----------+------------+-----------+-----------------+----------+----------+----------------+--------------+
| Exchange ID | Symbol | Exchange Symbol | Status | Maker Fee | Taker Fee | Min Price | Max Price | Price Increment | Min Size | Max Size | Size Increment | Min Notional |
+-------------+----------+-----------------+---------+-----------+-----------+------------+-----------+-----------------+----------+----------+----------------+--------------+
| gdax | btc_usd | BTC-USD | trading | | | 0.01 | | 0.01 | 0.001 | 70 | 0.001 | 0.00001 |
| binance | btc_usdt | BTCUSDT | trading | | | 444.36 | 44435.55 | 0.01 | 0.000001 | 10000000 | 0.000001 | 10 |
| poloniex | btc_usdt | USDT_BTC | trading | | | 0.00000001 | 100000 | | 0.000001 | | 0.000001 | 1 |
| gdax | ltc_usd | LTC-USD | trading | | | 0.01 | | 0.01 | 0.1 | 4000 | 0.1 | 0.001 |
| poloniex | ltc_usdt | USDT_LTC | trading | | | 0.00000001 | 100000 | | 0.000001 | | 0.000001 | 1 |
| binance | ltc_usdt | LTCUSDT | trading | | | 3.32 | 331.85 | 0.01 | 0.00001 | 10000000 | 0.00001 | 10 |
| bitmex | xbth19 | XBTH19 | trading | -0.025% | 0.075% | | 1000000 | 0.5 | 1 | 10000000 | 0.5 | |
| bitmex | xbtz18 | XBTZ18 | trading | -0.025% | 0.075% | | 1000000 | 0.5 | 1 | 10000000 | 0.5 | |
+-------------+----------+-----------------+---------+-----------+-----------+------------+-----------+-----------------+----------+----------+----------------+--------------+
```
#### fees
Display the maker/taker fees for the every product in the exchange accounts
```
iex(4)> fees
+-------------+------------+-----------+-------+-------+
| Exchange ID | Account ID | Symbol | Maker | Taker |
+-------------+------------+-----------+-------+-------+
| binance | main | lsk_bnb | 0.1% | 0.1% |
| binance | main | rlc_eth | 0.1% | 0.1% |
| binance | main | aion_eth | 0.1% | 0.1% |
| binance | main | mft_bnb | 0.1% | 0.1% |
| binance | main | ardr_bnb | 0.1% | 0.1% |
| binance | main | iost_btc | 0.1% | 0.1% |
| binance | main | xlm_eth | 0.1% | 0.1% |
| binance | main | xem_eth | 0.1% | 0.1% |
| binance | main | kmd_btc | 0.1% | 0.1% |
| binance | main | ncash_btc | 0.1% | 0.1% |
| binance | main | xrp_eth | 0.1% | 0.1% |
| binance | main | vet_bnb | 0.1% | 0.1% |
+-------------+------------+-----------+-------+-------+
```
#### markets
Displays the live top of the order book for the configured feeds. It includes
the time they were processed locally and if supported, the time they were sent
from the exchange. This allows you to monitor if a feed is under backpressure and
starting to fall behind as it updates it's order books.
```
iex(5)> markets
+---------+----------+-----------+-----------+------------+--------------+------------------+-----------------------+------------------+-----------------------+
| Feed | Symbol | Bid Price | Ask Price | Bid Size | Ask Size | Bid Processed At | Bid Server Changed At | Ask Processed At | Ask Server Changed At |
+---------+----------+-----------+-----------+------------+--------------+------------------+-----------------------+------------------+-----------------------+
| binance | btc_usdt | 8430.0 | 8439.91 | 0.349355 | 1.021896 | 1 second ago | 1 second ago | now | now |
| binance | ltc_usdt | 159.53 | 159.58 | 10.54534 | 1.02855 | 9 seconds ago | 9 seconds ago | 4 seconds ago | 4 seconds ago |
| binance | eth_usdt | 519.67 | 520.0 | 0.08984 | 2.33198 | 7 seconds ago | 7 seconds ago | now | now |
| gdax | btc_usd | 8430.86 | 8430.87 | 0.01448655 | 24.32791169 | 3 seconds ago | 3 seconds ago | 1 second ago | 1 second ago |
| gdax | ltc_usd | 159.97 | 159.98 | 0.00002 | 478.22565196 | 28 seconds ago | 28 seconds ago | now | now |
| gdax | eth_usd | 520.93 | 520.94 | 9.48431449 | 79.37008001 | now | now | 1 second ago | 2 seconds ago |
+---------+----------+-----------+-----------+------------+--------------+------------------+-----------------------+------------------+-----------------------+
```
#### orders
Displays the list of orders and their status.
**[IN PROGRESS:](https://github.com/fremantle-capital/tai/tree/order-feed-spike)**
As the lifecycle of the order changes i.e. partial fills, process events and
update in the background so that the information is available when you re-run
the `orders` command.
```
iex(6)> orders
+---------+---------+-----------+-------+------+--------+--------------------------------------+----------------+----------------+------------+
| Account | Symbol | Type | Price | Size | Status | Client ID | Venue Order ID | Enqueued At | Created At |
+---------+---------+-----------+-------+------+--------+--------------------------------------+----------------+----------------+------------+
| gdax | btc_usd | buy_limit | 100.1 | 0.1 | error | a6aa15bc-b271-486f-ab40-f9b35b2cd223 | | 20 minutes ago | |
+---------+---------+-----------+-------+------+--------+--------------------------------------+----------------+----------------+------------+
```
#### settings
Displays the current runtime settings
```
iex(7)> settings
+-------------+-------+
| Name | Value |
+-------------+-------+
| send_orders | false |
+-------------+-------+
```
#### advisor_groups
Displays the aggregate status of all advisors in all groups
```
iex(8)> advisor_groups
+---------------------------------+---------+-----------+-------+
| Group ID | Running | Unstarted | Total |
+---------------------------------+---------+-----------+-------+
| log_spread | 0 | 3 | 3 |
| fill_or_kill_orders | 0 | 1 | 1 |
| create_and_cancel_pending_order | 0 | 1 | 1 |
+---------------------------------+---------+-----------+-------+
```
#### advisors
Displays every advisor from every group along with their run status
```
iex(9)> advisors
+---------------------------------+-------------------+-----------+-----+
| Group ID | Advisor ID | Status | PID |
+---------------------------------+-------------------+-----------+-----+
| create_and_cancel_pending_order | gdax_btc_usd | unstarted | - |
| fill_or_kill_orders | binance_btc_usdt | unstarted | - |
| log_spread | binance_btc_usdt | unstarted | - |
| log_spread | gdax_btc_usd | unstarted | - |
| log_spread | poloniex_btc_usdt | unstarted | - |
+---------------------------------+-------------------+-----------+-----+
```
#### advisor
Display details of an individual advisor in a group
```
iex(10)> advisor :log_spread, :gdax_btc_usd
Group ID: log_spread
Advisor ID: gdax_btc_usd
Config: %{}
Status: unstarted
PID: -
```
#### start_advisors
Starts every advisor in every group
```
iex(11)> start_advisors
Started advisors: 5 new, 0 already running
```
#### start_advisor_group
Starts every advisor in the given group
```
iex(12)> start_advisor_group :log_spread
Started advisors: 3 new, 0 already running
```
#### start_advisor
Starts a single advisor in given group
```
iex(13)> start_advisor :log_spread, :binance_btc_usdt
Started advisors: 1 new, 0 already running
```
#### stop_advisors
Stops every advisor in every group
```
iex(14)> stop_advisor_groups
Stopped advisors: 5 new, 0 already stopped
```
#### stop_advisor_group
Stops every advisor in the given group
```
iex(15)> start_advisor_group :log_spread
Stopped advisors: 3 new, 0 already stopped
```
#### start_advisor
Stops a single advisor in given group
```
iex(16)> stop_advisor :log_spread, :binance_btc_usdt
Stopped advisors: 1 new, 0 already stopped
```
## Logging
`tai` uses a system wide event bus and forwards these events to the Elixir
logger. By default Elixir will use the console logger to print logs to `stdout`
in the main process running `tai`. You can configure your Elixir
logger to format or change the location of the output.
For example. To write to a file, add a file logger:
```elixir
# mix.exs
defp deps do
{:logger_file_backend, "~> 0.0.10"}
end
```
And configure it's log location:
```elixir
# config/config.exs
use Mix.Config
config :logger, :file_log, path: "./log/#{Mix.env()}.log", metadata: [:tid]
config :logger, backends: [{LoggerFileBackend, :file_log}]
```
If you intend to deploy `tai` on Docker you will need to configure log output
in a supported JSON format:
```elixir
# mix.exs
defp deps do
{:logger_json, "~> 2.0.1"}
end
# config/config.exs
use Mix.Config
config :logger_json, :backend, metadata: :all
config :logger, backends: [LoggerJSON]
```
## Help Wanted :)
If you think this `tai` thing might be worthwhile and you don't see a feature
or exchange listed we would love your contributions to add them! Feel free to
drop us an email or open a Github issue.
## Authors
* Alex Kwiatkowski - alex+git@rival-studios.com
## License
`tai` is released under the [MIT license](./LICENSE.md)
