Topics

#bitcoin #cryptocurrency #finance #high-frequency-trading #trading #trading-algorithms #trading-bot

Language breakdown

No language data available.

▸ Files click to expand

README

Gemini BTC/USDT Ladder Trading Bot

A simple, deterministic ladder trading bot for Gemini with FastAPI web UI. Runs on Raspberry Pi with file-based storage (no database required).

Features

Ladder Buy Strategy: Scale into BTC position as price drops
Ladder Sell Strategy: Scale out of BTC position as price rises with profit
VWAP Tracking: Maintains accurate cost basis across all trades
Paper Trading: Test strategy without real money
Web UI: Monitor, configure, and analyze via browser
Persistent State: Survives restarts with file-based storage
Single Process: Simple architecture, easy to run

Quick Start

1. Install Dependencies

# Run the setup script (creates venv and installs deps)
./setup.sh
Or manually:
python3 -m venv venv
./venv/bin/pip install -r requirements.txt

2. Configure Gemini API Credentials

Edit data/secrets.json:

{
  "apikey": "YOURGEMINIAPIKEY",
  "apisecret": "YOURGEMINIAPISECRET"
}

Get your API keys from: https://exchange.gemini.com/settings/api

Important:

Enable "Trading" permission
Save your API secret securely (shown only once)

3. Configure Strategy

Edit data/config.json to customize:

paper_mode: Set to false for live trading (default: true)
enabled_trading: Enable/disable trading (default: true)
buy_ladder: Define buy rungs (drop %, USDT amount)
sell_ladder: Define sell rungs (rise %, % of BTC)
maxbtcexposure_pct: Maximum BTC exposure (default: 75%)
cooldown_seconds: Wait time between trades (default: 300s)

4. Run the Bot

./venv/bin/uvicorn app:app --host 0.0.0.0 --port 8000

Or activate venv and run:

source venv/bin/activate
uvicorn app:app --host 0.0.0.0 --port 8000

5. Access Web UI

Open browser to: http://localhost:8000 (or http://YOURPIIP:8000)

Web Interface

Dashboard (/): Real-time status, balances, positions, ladder status
Config (/config): Edit strategy parameters via JSON form
History (/history): View all fills and orders
Charts (/charts): Equity curve, BTC holdings, price vs VWAP

Auto-Start on Raspberry Pi

Option 1: systemd Service (Recommended)

# Copy service file
sudo cp cryptobot.service /etc/systemd/system/
Edit paths in service file if needed
sudo nano /etc/systemd/system/cryptobot.service
Enable and start service
sudo systemctl enable cryptobot.service
sudo systemctl start cryptobot.service
Check status
sudo systemctl status cryptobot.service
View logs
sudo journalctl -u cryptobot.service -f

Option 2: Crontab (Fallback)

# Edit crontab
crontab -e
Add this line (adjust paths):
@reboot cd /home/pi/crypto_bot && /usr/bin/python3 -m uvicorn app:app --host 0.0.0.0 --port 8000 >> data/events.log 2>&1

Strategy Explanation

Buy Ladder (Scale-In)

Bot places buy orders as price drops below reference price (last fill price):

Example:

Drop 2% → Buy $100 USDT worth
Drop 4% → Buy $150 USDT worth
Drop 7% → Buy $200 USDT worth
Drop 11% → Buy $250 USDT worth
Drop 16% → Buy $300 USDT worth

Rules:

Maximum of maxbuyrungs can be filled
Won't exceed maxbtcexposure_pct
Cooldown enforced between fills
Only one order at a time

Sell Ladder (Scale-Out)

Bot places sell orders as price rises above VWAP (cost basis):

Example:

Rise 3% above VWAP → Sell 25% of BTC
Rise 6% above VWAP → Sell 25% of BTC
Rise 10% above VWAP → Sell 25% of BTC
Rise 16% above VWAP → Sell 15% of BTC
Rise 25% above VWAP → Sell 10% of BTC

Rules:

Sell threshold includes feebufferbps to ensure profit
Won't sell if no BTC position
Cooldown enforced between fills
Only one order at a time

VWAP Accounting

Bot maintains accurate cost basis:

On BUY: Add to total BTC and total cost
On SELL: Subtract from total BTC and cost (using VWAP)
On ZERO position: Reset state and reference price

File Structure

crypto_bot/
├── app.py                  # Main application
├── requirements.txt        # Python dependencies
├── cryptobot.service       # Systemd service file
├── README.md               # This file
└── data/                   # Data directory (created automatically)
    ├── config.json         # Strategy parameters (editable)
    ├── secrets.json        # API credentials (sensitive)
    ├── state.json          # Runtime state (persistent)
    ├── orders.csv          # Order history (append-only)
    ├── fills.csv           # Fill history (append-only)
    ├── equity.csv          # Equity snapshots (append-only)
    └── events.log          # Application logs (append-only)

Safety Features

Paper Mode: Test without real money
Cooldown: Prevents rapid-fire trading
Exposure Limits: Caps maximum BTC position
Limit Orders Only: Never uses market orders
Fee Buffer: Ensures profitable sells
Persistent State: Survives crashes and restarts
Nonce Management: Strict ordering for API requests

Monitoring

View Logs

tail -f data/events.log

Check Status

curl http://localhost:8000/api/equity.json | jq

Systemd Service

sudo systemctl status cryptobot.service
sudo journalctl -u cryptobot.service -f

Configuration Reference

config.json

| Parameter | Type | Description | Default | |-----------|------|-------------|---------| | symbol | string | Trading pair | "btcusdt" | | loop_seconds | int | Loop interval in seconds | 60 | | enabled_trading | bool | Enable/disable trading | true | | paper_mode | bool | Paper trading mode | true | | limitoffsetbps | int | Limit order offset (basis points) | 5 | | feebufferbps | int | Minimum profit buffer (basis points) | 60 | | maxbtcexposure_pct | float | Maximum BTC exposure % | 75 | | maxbuyrungs | int | Maximum buy rungs to fill | 5 | | cooldown_seconds | int | Cooldown after fills | 300 | | buy_ladder | array | Buy rung definitions | See config.json | | sell_ladder | array | Sell rung definitions | See config.json |

Buy Rung

{
  "drop_pct": 2.0,      // % drop from reference price
  "usdt_amount": 100    // USDT to spend
}

Sell Rung

{
  "rise_pct": 3.0,      // % rise above VWAP
  "pct_btc": 25         // % of BTC holdings to sell
}

Troubleshooting

Bot Not Trading

Check enabled_trading is true in config.json
Check API credentials in data/secrets.json
Verify sufficient balance
Check logs: tail -f data/events.log

API Errors

403 Forbidden: Invalid API key or signature
Nonce errors: Delete state.json and restart (CAUTION: resets tracking)
Rate limits: Increase loop_seconds

Web UI Not Accessible

# Check if running
ps aux | grep uvicorn
Check port
sudo netstat -tlnp | grep 8000
Check firewall
sudo ufw status
sudo ufw allow 8000/tcp

Development

Test in Paper Mode

Set paper_mode: true in config.json
Bot will log "SIMULATED ORDER" instead of placing real orders
State tracking still works normally

Modify Strategy

Edit config.json via web UI at /config
Changes take effect on next loop cycle
No restart required

Reset State

WARNING: This will reset VWAP tracking and rung states.

# Backup first
cp data/state.json data/state.json.backup
Reset
echo '{"lastnonce": 0, "lasttradeid": null, "lastfillprice": null, "btctotal": 0, "costusdttotal": 0, "filledbuyrungs": [], "filledsellrungs": [], "lastfillts": 0}' > data/state.json

Advanced

Multiple Instances

Run multiple bots on different ports:

uvicorn app:app --host 0.0.0.0 --port 8001
uvicorn app:app --host 0.0.0.0 --port 8002

Each needs separate data/ directory.

Custom Data Directory

Modify DATA_DIR in app.py:

DATA_DIR = Path("/custom/path/to/data")

Security Notes

Never commit secrets.json to version control
Use .gitignore to exclude sensitive files
Restrict file permissions: chmod 600 data/secrets.json
Use Gemini API IP whitelist if possible
Monitor logs for unauthorized access

Support

Gemini API Docs: https://docs.gemini.com/rest-api/
Issues: Check logs in data/events.log
Configuration: All settings in data/config.json

License

This is a simple trading bot for educational purposes. Use at your own risk.

DISCLAIMER: Trading cryptocurrencies involves substantial risk. This bot is provided as-is with no warranty. Always test in paper mode first. Never trade with money you can't afford to lose.

🔗 More in this category