Hi Team, Quick background, I'm coding software for a living (mainly python backend stuff), and originally started algo-trading for fun and now trying to turn it into some profit. I was in the process of developing my own bot and I recently discovered your framework and started to play with it a little. This is great work! I'm actually considering dropping my on-going development to switch to jesse as I'd rather spend my time on writing strategies and fine-tuning them instead of coding the bits and bytes of the bot for which you already did an awesome job. I'm happy to spend time testing/feedbacking yours than rewriting one from scratch. I still have a few question tho, mainly around the future live trading plugin. How is it going to fetch live data ? will it loop and get new candle every minute automatically, with a reprocess of the strategy (e.g., enter/exit trade or update_position) ? Or will be it based on our route timeframe ? Say my route is using a 1H timeframe, are we going to get 60 x 1 minute candles, or just the 1 hour candle every hour ? Are you planning to support Binance Futures leverage (or leverage from any other exchange) ? Any plan to support hedge mode (long and short on the same pair at the same time) ? Say if we would long on a longer timeframe, but want to do short scalping on a short timeframe. Meanwhile, I'll be continuing testing jesse for a while and be happy to contribute and feedback if anything needs to. Thanks, keep the good work ! spmsh

Live Trading Plugin

spmsh

Hi Team,

Quick background, I'm coding software for a living (mainly python backend stuff), and originally started algo-trading for fun and now trying to turn it into some profit.

I was in the process of developing my own bot and I recently discovered your framework and started to play with it a little. This is great work!

I'm actually considering dropping my on-going development to switch to jesse as I'd rather spend my time on writing strategies and fine-tuning them instead of coding the bits and bytes of the bot for which you already did an awesome job. I'm happy to spend time testing/feedbacking yours than rewriting one from scratch.

I still have a few question tho, mainly around the future live trading plugin.

How is it going to fetch live data ? will it loop and get new candle every minute automatically, with a reprocess of the strategy (e.g., enter/exit trade or update_position) ? Or will be it based on our route timeframe ? Say my route is using a 1H timeframe, are we going to get 60 x 1 minute candles, or just the 1 hour candle every hour ?
Are you planning to support Binance Futures leverage (or leverage from any other exchange) ?
Any plan to support hedge mode (long and short on the same pair at the same time) ? Say if we would long on a longer timeframe, but want to do short scalping on a short timeframe.

Meanwhile, I'll be continuing testing jesse for a while and be happy to contribute and feedback if anything needs to.

Thanks, keep the good work !

_spmsh

Saleh

spmsh It's nice to have you here.

spmsh How is it going to fetch live data ? will it loop and get new candle every minute automatically, with a reprocess of the strategy (e.g., enter/exit trade or update_position) ? Or will be it based on our route timeframe ? Say my route is using a 1H timeframe, are we going to get 60 x 1 minute candles, or just the 1 hour candle every hour ?

Data is received in realtime via WebSocket connection. So we always have fresh data as if you were trading manually on the exchange. Strategies are executed once per the timeframe you set per your route. Although, some events such as on_open_position() are executed immediately after the event is fired (instead of waiting for the next execution time).

spmsh Are you planning to support Binance Futures leverage (or leverage from any other exchange) ?

That's actually the driver I'm using right now. It already works. And yes, I will add other leveraged markets too. I have my eyes on ByBit as the second candidate.

spmsh Any plan to support hedge mode (long and short on the same pair at the same time) ? Say if we would long on a longer timeframe, but want to do short scalping on a short timeframe.

I will release a second type of strategy that would allow to buy and sell at the same time. But, for the use-case that you need, the current code works as well. Just open positions in one direction, and then decrease and increase the size of it (scalping).

spmsh

Saleh Data is received in realtime via WebSocket connection. So we always have fresh data as if you were trading manually on the exchange. Strategies are executed once per the timeframe you set per your route. Although, some events such as on_open_position() are executed immediately after the event is fired (instead of waiting for the next execution time).

So you're planning to use events to get control on the data received so we could still do a few things and not wait the next execution time (as per our timeframe) ?

Saleh That's actually the driver I'm using right now. It already works. And yes, I will add other leveraged markets too. I have my eyes on ByBit as the second candidate.

Let me know if you need alpha/beta tester for this driver. Feel free to restrict it to Binance Futures Testnet to make sure nobody will be going for real until it's ready.

Thanks Saleh.

Saleh

spmsh So you're planning to use events to get control on the data received so we could still do a few things and not wait the next execution time (as per our timeframe) ?

Yes.

spmsh Let me know if you need alpha/beta tester for this driver. Feel free to restrict it to Binance Futures Testnet to make sure nobody will be going for real until it's ready.

Thank you. I will. Make sure to subscribe and check the forum regularly for updates. Right now, I need testers for the optimize mode. Soon I will work to finish and release the live plugin. That's a good idea. I will make sure that Binance Futures Testnet is supported to do testings on.

spmsh

Been away for a while, but back at it now. Do you have a planned release for the live plugin yet ? Or on Testnet as we spoke above some months ago ?

Thanks!

mfarahmand

Here to second this. Any plans on releasing the plugin? I couldn't find it anywhere within the source code, neither. I take it the development's happening in private.

Greatly appreciate your work, btw!

Saleh

@spmsh @mfarahmand sorry for delay guys. I mostly check our Discord server these days. Yes, there's been good progress on it. My estimation is in 4-5 weeks.

adamwaite

I'm working on a pair strategy... With the LiveTrade Plugin will I be able to short an asset in my Futures Wallet, and simultaneously long a different asset in my Spot Wallet?

Saleh

adamwaite Not yet. You can do it if both are on the futures market though

adamwaite

Thanks Saleh. No GAS on Futures 🙁. I'll have a think about another strategy.

ynzheng

sorry for my noob question here first of all.

I wanna know if the jesee is an asynchronous event I/O driven quantitative trading framework.

I mean ,is the jesee based on python asyncio library @https://docs.python.org/3/library/asyncio.html#module-asyncio

or it`s just asynchronous through the use of multiple threads or processes

I found some python event framework on github like
https://github.com/CongZhengithub/aioquant
https://github.com/AsyncAlgoTrading/aat
https://github.com/nautechsystems/nautilus_trader

thanks

Saleh

ynzheng

or it`s just asynchronous through the use of multiple threads or processes

This one