Backtesting#
… the kraken-infinity-grid trading algorithm
This Notebook is available at btschwertfeger/kraken-infinity-grid and includes the necessary knowledge to backtest strategies of the kraken-infinity-grid. For this, the Backtest class (available within the repository) is used, which instantiates the kraken-infinity-grid and mocks the Kraken API in order to simulate real trading experience.
Unfortunately, the Kraken API does not offer an API endpoint for retrieving all the historical data. Instead, they provide a ZIP file that includes all the data. This file can be downloaded via https://support.kraken.com/hc/en-us/articles/360047543791-Downloadable-historical-market-data-time-and-sales-. In case the URL is not available anymore, a quick web search will guide you to the right resources.
NOTE: This Notebook is somewhat limited, since executing this in Jupyter Lab will not skip the time.sleep statements, which lead to a long execution time. Also, the notebook doesn’t seem to work with larger datasets. For this reason, I recommend running the script as plain Python script.
The following example demonstrates how to run the backtesting.py script (which can be found within the repository) and the expected output in case the full history of XBTEUR was downloaded from Kraken (see main function of the script).
python3 backtesting.py
100%|.................................| 100000/100000 [01:24<00:00, 1185.80it/s]
********************************************************************************
Strategy: GridHODL
Final price: 633.1639
Executed buy orders: 472
Executed sell orders: 467
Final balances:
BTC: {'balance': 3.202440239999995, 'hold_trade': 0.6135451499999994}
EUR: {'balance': 489.92317716484786, 'hold_trade': 453.53667409747777}
Market price: 2517.5927290401805 EUR
********************************************************************************
Copyright (C) 2025 Benjamin Thomas Schwertfeger GitHub: btschwertfeger
[1]:
import logging
import pandas as pd
from backtesting import Backtest
# Logging can be enabled. This will log all the events that the
# kraken-infinity-grid would show. For this, adjust the logging
# level.
logging.basicConfig(
format="%(asctime)s %(levelname)8s | %(message)s",
datefmt="%Y/%m/%d %H:%M:%S",
level=logging.INFO,
)
In the following cell instantiates the Backtest class, using the configuration that should be verified.
[2]:
bt = Backtest(
# Customize the strategy and play around with values
strategy_config={
# The strategy to run, one of 'GridHODL', 'GridSell',
# 'SWING', and 'cDCA'.
"strategy": "GridHODL",
# Just take any userref, it is not important which one
# to choose, except for testing multiple strategies
# at the same time using the same DB.
"userref": 1,
"name": "Backtester",
# The interval used for placing buy and sell orders.
"interval": 0.02,
# The order size in quote currency.
"amount_per_grid": 100,
# The maximum investment that the algorithm will do.
"max_investment": 1000,
# The number of concurrent open buy orders. Higher
# values catch deeper dips.
"n_open_buy_orders": 5,
"base_currency": "BTC",
"quote_currency": "EUR",
# Defining the fee is optional and would be estimated
# using the highest maker price of the asset pair (if
# not passed).
"fee": 0.0026,
},
# For backtesting, keeping the whole data in memory is ok
db_config={"sqlite_file": ":memory:"},
# Define the initial balances of the portfolio. Keep in mind
# that these assets must be prefixed with 'X' for crypto
# assets and with 'Z' for fiat currencies.
balances={
"balances": {
"XXBT": {"balance": "0.0", "hold_trade": "0.0"},
"ZEUR": {"balance": "1000.0", "hold_trade": "0.0"},
},
},
)
2025/01/18 08:48:54 INFO | Initiate the Kraken Infinity Grid Algorithm instance...
2025/01/18 08:48:54 INFO | Connecting to the database...
2025/01/18 08:48:55 INFO | - Initializing tables...
2025/01/18 08:48:55 INFO | - Database initialized.
In order to run the backtest, prices must be passed to the run function. The following cell demonstrates how to backtest a short period of price changes.
Feel free to play around with different strategies and price ranges.
[ ]:
try:
await bt.run(
prices=(
50000.0, 49000.0, 48000.0, 47000.0, 46000.0, 45000.0, 46000.0,
47000.0, 48000.0, 49000.0, 50000.0, 49000.0, 48000.0, 47000.0,
46000.0, 45000.0, 46000.0, 47000.0, 48000.0, 49000.0, 50000.0,
49000.0, 48000.0, 47000.0, 46000.0, 45000.0, 46000.0, 47000.0,
48000.0, 49000.0, 50000.0, 60000.0,
),
)
except: # pylint: disable=bare-except # noqa: S110, E722
pass
finally:
await bt.instance.close()
bt.summary()
2025/01/18 08:43:35 INFO | - Subscribed to execution channel successfully!
2025/01/18 08:43:35 INFO | - Subscribed to ticker channel successfully!
2025/01/18 08:43:35 INFO | Preparing for trading by initializing and updating local orderbook...
2025/01/18 08:43:35 INFO | - Checking asset pair parameters...
2025/01/18 08:43:35 INFO | - Checking pending transactions...
2025/01/18 08:43:35 INFO | - Create sell orders based on unsold buy orders...
2025/01/18 08:43:35 INFO | - Syncing the orderbook with upstream...
2025/01/18 08:43:35 INFO | - Retrieving open orders from upstream...
2025/01/18 08:43:35 INFO | - Nothing changed!
2025/01/18 08:43:35 INFO | - Orderbook initialized!
2025/01/18 08:43:35 INFO | - Checking configuration changes...
2025/01/18 08:43:35 INFO | - Amount per grid changed => cancel open buy orders soon...
2025/01/18 08:43:35 INFO | - Interval changed => cancel open buy orders soon...
2025/01/18 08:43:36 INFO | Cancelling all open buy orders...
2025/01/18 08:43:36 INFO | - Configuration checked and up-to-date!
2025/01/18 08:43:36 INFO | Algorithm is ready to trade!
2025/01/18 08:43:36 INFO | Placing order to buy 0.00204 BTC @ 49019.6 EUR.
2025/01/18 08:43:36 INFO | Processing 3386EC73-9D7B-44C4-BC79-A9343B7E9B14 (try: 1 / 10)
2025/01/18 08:43:36 INFO | Current invested value: 99.999984 / 1000 EUR
2025/01/18 08:43:36 INFO | Length of active buy orders: 1
2025/01/18 08:43:36 INFO | Placing order to buy 0.0020808 BTC @ 48058.4 EUR.
2025/01/18 08:43:36 INFO | Processing E7F5E171-B839-46FA-ABA2-3832BA69517A (try: 1 / 10)
2025/01/18 08:43:36 INFO | Current invested value: 199.999903 / 1000 EUR
2025/01/18 08:43:37 INFO | Length of active buy orders: 2
2025/01/18 08:43:37 INFO | Placing order to buy 0.00212242 BTC @ 47116.0 EUR.
2025/01/18 08:43:37 INFO | Processing 2FB517CD-B1E7-4DE6-8FF7-E81435B64F25 (try: 1 / 10)
2025/01/18 08:43:37 INFO | Current invested value: 299.999843 / 1000 EUR
2025/01/18 08:43:37 INFO | Length of active buy orders: 3
2025/01/18 08:43:37 INFO | Placing order to buy 0.00216487 BTC @ 46192.1 EUR.
2025/01/18 08:43:37 INFO | Processing A5C6A002-89E6-4AAA-B259-72E8CF260C7B (try: 1 / 10)
2025/01/18 08:43:37 INFO | Current invested value: 399.999735 / 1000 EUR
2025/01/18 08:43:38 INFO | Length of active buy orders: 4
2025/01/18 08:43:38 INFO | Placing order to buy 0.00220817 BTC @ 45286.3 EUR.
2025/01/18 08:43:38 INFO | Processing F873F32D-D04D-4DAB-96B0-EC33D4B12A27 (try: 1 / 10)
2025/01/18 08:43:38 INFO | Current invested value: 499.999584 / 1000 EUR
2025/01/18 08:43:38 INFO | Length of active buy orders: 5
2025/01/18 08:43:39 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 49019.6 EUR
├ Size » 0.00204 BTC
└ Size in EUR » 99.99998
2025/01/18 08:43:39 INFO | Placing order to sell 0.00201005 BTC @ 49999.9 EUR.
2025/01/18 08:43:39 INFO | Processing 12C88D67-0E4E-4835-8A44-F39FB47E86F1 (try: 1 / 10)
2025/01/18 08:43:39 INFO | Current invested value: 500.501899 / 1000 EUR
2025/01/18 08:43:40 INFO | Placing order to buy 0.00225233 BTC @ 44398.3 EUR.
2025/01/18 08:43:40 INFO | Processing 7C2BE65F-B245-4788-B3D2-487A2AF9F6B9 (try: 1 / 10)
2025/01/18 08:43:40 INFO | Current invested value: 600.501522 / 1000 EUR
2025/01/18 08:43:40 INFO | Length of active buy orders: 5
2025/01/18 08:43:40 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 48058.4 EUR
├ Size » 0.0020808 BTC
└ Size in EUR » 99.99992
2025/01/18 08:43:40 INFO | Placing order to sell 0.00205025 BTC @ 49019.5 EUR.
2025/01/18 08:43:40 INFO | Processing 5777789C-D7CE-4D5B-B54D-55C4491657F4 (try: 1 / 10)
2025/01/18 08:43:40 INFO | Current invested value: 601.003833 / 1000 EUR
2025/01/18 08:43:41 INFO | Placing order to buy 0.00229738 BTC @ 43527.7 EUR.
2025/01/18 08:43:41 INFO | Processing 07101559-2353-46C0-9DF9-80123E9626CD (try: 1 / 10)
2025/01/18 08:43:41 INFO | Current invested value: 701.003501 / 1000 EUR
2025/01/18 08:43:41 INFO | Length of active buy orders: 5
2025/01/18 08:43:41 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 47116.0 EUR
├ Size » 0.00212242 BTC
└ Size in EUR » 99.99994
2025/01/18 08:43:41 INFO | Placing order to sell 0.00209126 BTC @ 48058.3 EUR.
2025/01/18 08:43:42 INFO | Processing 4C953D85-34A7-44AF-9B12-4290E6E86F58 (try: 1 / 10)
2025/01/18 08:43:42 INFO | Current invested value: 701.505960 / 1000 EUR
2025/01/18 08:43:42 INFO | Placing order to buy 0.00234333 BTC @ 42674.2 EUR.
2025/01/18 08:43:42 INFO | Processing 7CAD7039-41D0-4037-AF68-02495F3BE8D1 (try: 1 / 10)
2025/01/18 08:43:42 INFO | Current invested value: 801.505693 / 1000 EUR
2025/01/18 08:43:43 INFO | Length of active buy orders: 5
2025/01/18 08:43:43 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 46192.1 EUR
├ Size » 0.00216487 BTC
└ Size in EUR » 99.99989
2025/01/18 08:43:43 INFO | Placing order to sell 0.00213309 BTC @ 47115.9 EUR.
2025/01/18 08:43:43 INFO | Processing DF084A47-80FB-4B7F-B3CE-DFEB71345EA1 (try: 1 / 10)
2025/01/18 08:43:43 INFO | Current invested value: 802.008257 / 1000 EUR
2025/01/18 08:43:44 INFO | Placing order to buy 0.0023902 BTC @ 41837.4 EUR.
2025/01/18 08:43:44 INFO | Processing F48124B5-C721-473E-BB7E-E91FAE6B389B (try: 1 / 10)
2025/01/18 08:43:44 INFO | Current invested value: 902.008011 / 1000 EUR
2025/01/18 08:43:44 INFO | Length of active buy orders: 5
2025/01/18 08:43:44 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 45286.3 EUR
├ Size » 0.00220817 BTC
└ Size in EUR » 99.99985
2025/01/18 08:43:44 INFO | Placing order to sell 0.00217575 BTC @ 46192.0 EUR.
2025/01/18 08:43:44 INFO | Processing E26EF054-1B8A-4B42-8FC4-185F66162203 (try: 1 / 10)
2025/01/18 08:43:45 INFO | Current invested value: 902.510405 / 1000 EUR
2025/01/18 08:43:45 INFO | Cancelling all open buy orders...
2025/01/18 08:43:45 INFO | Cancelling order: 7C2BE65F-B245-4788-B3D2-487A2AF9F6B9
2025/01/18 08:43:46 INFO | Cancelling order: 07101559-2353-46C0-9DF9-80123E9626CD
2025/01/18 08:43:46 INFO | Cancelling order: 7CAD7039-41D0-4037-AF68-02495F3BE8D1
2025/01/18 08:43:46 INFO | Cancelling order: F48124B5-C721-473E-BB7E-E91FAE6B389B
2025/01/18 08:43:46 INFO | Placing order to buy 0.00217021 BTC @ 46078.4 EUR.
2025/01/18 08:43:46 INFO | Processing 6C2FB651-4561-4F19-9655-69B219DD4F81 (try: 1 / 10)
2025/01/18 08:43:47 INFO | Current invested value: 602.511433 / 1000 EUR
2025/01/18 08:43:47 INFO | Length of active buy orders: 1
2025/01/18 08:43:47 INFO | Placing order to buy 0.00221361 BTC @ 45174.9 EUR.
2025/01/18 08:43:47 INFO | Processing E63D0B18-8877-4968-BBE1-084FCE8A3C7F (try: 1 / 10)
2025/01/18 08:43:47 INFO | Current invested value: 702.511043 / 1000 EUR
2025/01/18 08:43:47 INFO | Length of active buy orders: 2
2025/01/18 08:43:48 INFO | Placing order to buy 0.00225789 BTC @ 44289.1 EUR.
2025/01/18 08:43:48 INFO | Processing C86D3198-D7A4-439C-B23C-62072538B776 (try: 1 / 10)
2025/01/18 08:43:48 INFO | Current invested value: 802.510959 / 1000 EUR
2025/01/18 08:43:48 INFO | Length of active buy orders: 3
2025/01/18 08:43:48 INFO | Placing order to buy 0.00230305 BTC @ 43420.6 EUR.
2025/01/18 08:43:48 INFO | Processing 44A6AEA7-E0E7-4A77-AD40-0C75835E1255 (try: 1 / 10)
2025/01/18 08:43:48 INFO | Current invested value: 902.510772 / 1000 EUR
2025/01/18 08:43:49 INFO | Length of active buy orders: 4
2025/01/18 08:43:49 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 46192.0 EUR
├ Size » 0.00217575 BTC
└ Size in EUR » 100.50224
2025/01/18 08:43:49 INFO | Placing order to buy 0.00220817 BTC @ 45286.2 EUR.
2025/01/18 08:43:49 INFO | Processing 970BC96E-757F-4608-8182-70760270BEE7 (try: 1 / 10)
2025/01/18 08:43:49 INFO | Current invested value: 902.008156 / 1000 EUR
2025/01/18 08:43:50 INFO | Cancelling order: 970BC96E-757F-4608-8182-70760270BEE7
2025/01/18 08:43:50 INFO | Placing order to buy 0.00234911 BTC @ 42569.2 EUR.
2025/01/18 08:43:50 INFO | Processing 89797D4C-7CF7-4FCA-A502-E3067FEDFDD2 (try: 1 / 10)
2025/01/18 08:43:50 INFO | Current invested value: 902.008262 / 1000 EUR
2025/01/18 08:43:51 INFO | Length of active buy orders: 5
2025/01/18 08:43:51 INFO | Cancelling all open buy orders...
2025/01/18 08:43:51 INFO | Cancelling order: 6C2FB651-4561-4F19-9655-69B219DD4F81
2025/01/18 08:43:51 INFO | Cancelling order: E63D0B18-8877-4968-BBE1-084FCE8A3C7F
2025/01/18 08:43:51 INFO | Cancelling order: C86D3198-D7A4-439C-B23C-62072538B776
2025/01/18 08:43:51 INFO | Cancelling order: 44A6AEA7-E0E7-4A77-AD40-0C75835E1255
2025/01/18 08:43:52 INFO | Cancelling order: 89797D4C-7CF7-4FCA-A502-E3067FEDFDD2
2025/01/18 08:43:52 INFO | Placing order to buy 0.002125 BTC @ 47058.8 EUR.
2025/01/18 08:43:52 INFO | Processing 0A167D69-DC87-41A6-A3DF-514D20A89887 (try: 1 / 10)
2025/01/18 08:43:52 INFO | Current invested value: 502.009334 / 1000 EUR
2025/01/18 08:43:52 INFO | Length of active buy orders: 1
2025/01/18 08:43:52 INFO | Placing order to buy 0.0021675 BTC @ 46136.0 EUR.
2025/01/18 08:43:53 INFO | Processing 934F113B-8DD6-4F7C-8FFB-2119F2858447 (try: 1 / 10)
2025/01/18 08:43:53 INFO | Current invested value: 602.009114 / 1000 EUR
2025/01/18 08:43:53 INFO | Length of active buy orders: 2
2025/01/18 08:43:53 INFO | Placing order to buy 0.00221085 BTC @ 45231.3 EUR.
2025/01/18 08:43:53 INFO | Processing 00767B8E-681E-4421-84DA-AA0EE3A7419C (try: 1 / 10)
2025/01/18 08:43:53 INFO | Current invested value: 702.008734 / 1000 EUR
2025/01/18 08:43:53 INFO | Length of active buy orders: 3
2025/01/18 08:43:54 INFO | Placing order to buy 0.00225507 BTC @ 44344.4 EUR.
2025/01/18 08:43:54 INFO | Processing F28F287F-FA32-4589-9004-B17FD40E51DD (try: 1 / 10)
2025/01/18 08:43:54 INFO | Current invested value: 802.008460 / 1000 EUR
2025/01/18 08:43:54 INFO | Length of active buy orders: 4
2025/01/18 08:43:54 INFO | Placing order to buy 0.00230017 BTC @ 43474.9 EUR.
2025/01/18 08:43:54 INFO | Processing 019216AD-86A6-44A8-9801-5F9231AF9123 (try: 1 / 10)
2025/01/18 08:43:55 INFO | Current invested value: 902.008121 / 1000 EUR
2025/01/18 08:43:55 INFO | Length of active buy orders: 5
2025/01/18 08:43:55 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 47115.9 EUR
├ Size » 0.00213309 BTC
└ Size in EUR » 100.50246
2025/01/18 08:43:55 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 48058.3 EUR
├ Size » 0.00209126 BTC
└ Size in EUR » 100.5024
2025/01/18 08:43:56 INFO | Cancelling all open buy orders...
2025/01/18 08:43:56 INFO | Cancelling order: 0A167D69-DC87-41A6-A3DF-514D20A89887
2025/01/18 08:43:56 INFO | Cancelling order: 934F113B-8DD6-4F7C-8FFB-2119F2858447
2025/01/18 08:43:57 INFO | Cancelling order: 00767B8E-681E-4421-84DA-AA0EE3A7419C
2025/01/18 08:43:57 INFO | Cancelling order: F28F287F-FA32-4589-9004-B17FD40E51DD
2025/01/18 08:43:57 INFO | Cancelling order: 019216AD-86A6-44A8-9801-5F9231AF9123
2025/01/18 08:43:57 INFO | Placing order to buy 0.00204 BTC @ 49019.6 EUR.
2025/01/18 08:43:57 INFO | Processing 2D1B04EE-13A1-428D-A406-82883B5EABDC (try: 1 / 10)
2025/01/18 08:43:58 INFO | Current invested value: 301.004513 / 1000 EUR
2025/01/18 08:43:58 INFO | Length of active buy orders: 1
2025/01/18 08:43:58 INFO | Placing order to buy 0.0020808 BTC @ 48058.4 EUR.
2025/01/18 08:43:58 INFO | Processing 03F007D4-BB98-4D52-8C50-5994AC2293D2 (try: 1 / 10)
2025/01/18 08:43:58 INFO | Current invested value: 401.004432 / 1000 EUR
2025/01/18 08:43:58 INFO | Length of active buy orders: 2
2025/01/18 08:43:58 INFO | Placing order to buy 0.00212242 BTC @ 47116.0 EUR.
2025/01/18 08:43:58 INFO | Processing 81DB3956-8637-464C-BBE1-36A55A8221FC (try: 1 / 10)
2025/01/18 08:43:59 INFO | Current invested value: 501.004372 / 1000 EUR
2025/01/18 08:43:59 INFO | Length of active buy orders: 3
2025/01/18 08:43:59 INFO | Placing order to buy 0.00216487 BTC @ 46192.1 EUR.
2025/01/18 08:43:59 INFO | Processing B3C1C6E9-C1C9-4610-BCAB-D3A573440C38 (try: 1 / 10)
2025/01/18 08:43:59 INFO | Current invested value: 601.004264 / 1000 EUR
2025/01/18 08:43:59 INFO | Length of active buy orders: 4
2025/01/18 08:44:00 INFO | Placing order to buy 0.00220817 BTC @ 45286.3 EUR.
2025/01/18 08:44:00 INFO | Processing 48C8B6B3-2B37-43B0-960E-FDCB387FA48A (try: 1 / 10)
2025/01/18 08:44:00 INFO | Current invested value: 701.004113 / 1000 EUR
2025/01/18 08:44:00 INFO | Length of active buy orders: 5
2025/01/18 08:44:00 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 49999.9 EUR
├ Size » 0.00201005 BTC
└ Size in EUR » 100.5023
2025/01/18 08:44:01 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 49019.5 EUR
├ Size » 0.00205025 BTC
└ Size in EUR » 100.50223
2025/01/18 08:44:01 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 49019.6 EUR
├ Size » 0.00204 BTC
└ Size in EUR » 99.99998
2025/01/18 08:44:01 INFO | Placing order to sell 0.00201005 BTC @ 49999.9 EUR.
2025/01/18 08:44:01 INFO | Processing 76AAE109-F333-4430-8DEB-8BEA353EAA05 (try: 1 / 10)
2025/01/18 08:44:01 INFO | Current invested value: 500.501899 / 1000 EUR
2025/01/18 08:44:02 INFO | Placing order to buy 0.00225233 BTC @ 44398.3 EUR.
2025/01/18 08:44:02 INFO | Processing EEB55C88-35E9-4099-B4BE-06371F622553 (try: 1 / 10)
2025/01/18 08:44:02 INFO | Current invested value: 600.501522 / 1000 EUR
2025/01/18 08:44:02 INFO | Length of active buy orders: 5
2025/01/18 08:44:02 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 48058.4 EUR
├ Size » 0.0020808 BTC
└ Size in EUR » 99.99992
2025/01/18 08:44:02 INFO | Placing order to sell 0.00205025 BTC @ 49019.5 EUR.
2025/01/18 08:44:02 INFO | Processing FD36D6BB-0182-4BF6-8E09-7202926CFA57 (try: 1 / 10)
2025/01/18 08:44:02 INFO | Current invested value: 601.003833 / 1000 EUR
2025/01/18 08:44:03 INFO | Placing order to buy 0.00229738 BTC @ 43527.7 EUR.
2025/01/18 08:44:03 INFO | Processing B0352E03-88D2-4262-8E77-64577B00AFA1 (try: 1 / 10)
2025/01/18 08:44:03 INFO | Current invested value: 701.003501 / 1000 EUR
2025/01/18 08:44:03 INFO | Length of active buy orders: 5
2025/01/18 08:44:03 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 47116.0 EUR
├ Size » 0.00212242 BTC
└ Size in EUR » 99.99994
2025/01/18 08:44:03 INFO | Placing order to sell 0.00209126 BTC @ 48058.3 EUR.
2025/01/18 08:44:04 INFO | Processing E80AEDB9-C7EB-41C5-AA9B-CAEAEC97921C (try: 1 / 10)
2025/01/18 08:44:04 INFO | Current invested value: 701.505960 / 1000 EUR
2025/01/18 08:44:04 INFO | Placing order to buy 0.00234333 BTC @ 42674.2 EUR.
2025/01/18 08:44:04 INFO | Processing 4E42A21F-4B81-4986-9149-1B6A75AACE51 (try: 1 / 10)
2025/01/18 08:44:04 INFO | Current invested value: 801.505693 / 1000 EUR
2025/01/18 08:44:05 INFO | Length of active buy orders: 5
2025/01/18 08:44:05 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 46192.1 EUR
├ Size » 0.00216487 BTC
└ Size in EUR » 99.99989
2025/01/18 08:44:05 INFO | Placing order to sell 0.00213309 BTC @ 47115.9 EUR.
2025/01/18 08:44:05 INFO | Processing F51212EE-3ADC-4BA2-BEC6-D6233E61EA86 (try: 1 / 10)
2025/01/18 08:44:05 INFO | Current invested value: 802.008257 / 1000 EUR
2025/01/18 08:44:06 INFO | Placing order to buy 0.0023902 BTC @ 41837.4 EUR.
2025/01/18 08:44:06 INFO | Processing D9E2A7B5-E679-41DA-A38C-FE2CC1C1BD7D (try: 1 / 10)
2025/01/18 08:44:06 INFO | Current invested value: 902.008011 / 1000 EUR
2025/01/18 08:44:06 INFO | Length of active buy orders: 5
2025/01/18 08:44:06 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 45286.3 EUR
├ Size » 0.00220817 BTC
└ Size in EUR » 99.99985
2025/01/18 08:44:06 INFO | Placing order to sell 0.00217575 BTC @ 46192.0 EUR.
2025/01/18 08:44:06 INFO | Processing 2582A8F1-295B-473B-933E-8EC618A49AD8 (try: 1 / 10)
2025/01/18 08:44:07 INFO | Current invested value: 902.510405 / 1000 EUR
2025/01/18 08:44:07 INFO | Cancelling all open buy orders...
2025/01/18 08:44:07 INFO | Cancelling order: EEB55C88-35E9-4099-B4BE-06371F622553
2025/01/18 08:44:08 INFO | Cancelling order: B0352E03-88D2-4262-8E77-64577B00AFA1
2025/01/18 08:44:08 INFO | Cancelling order: 4E42A21F-4B81-4986-9149-1B6A75AACE51
2025/01/18 08:44:08 INFO | Cancelling order: D9E2A7B5-E679-41DA-A38C-FE2CC1C1BD7D
2025/01/18 08:44:08 INFO | Placing order to buy 0.00217021 BTC @ 46078.4 EUR.
2025/01/18 08:44:08 INFO | Processing 9BB017E3-CDB3-4F1D-B763-19C65DCFA0F1 (try: 1 / 10)
2025/01/18 08:44:08 INFO | Current invested value: 602.511433 / 1000 EUR
2025/01/18 08:44:09 INFO | Length of active buy orders: 1
2025/01/18 08:44:09 INFO | Placing order to buy 0.00221361 BTC @ 45174.9 EUR.
2025/01/18 08:44:09 INFO | Processing 6B019B45-AF2A-40E5-B517-445336F0AB9D (try: 1 / 10)
2025/01/18 08:44:09 INFO | Current invested value: 702.511043 / 1000 EUR
2025/01/18 08:44:09 INFO | Length of active buy orders: 2
2025/01/18 08:44:09 INFO | Placing order to buy 0.00225789 BTC @ 44289.1 EUR.
2025/01/18 08:44:09 INFO | Processing 4179AA93-5F76-4218-8E3A-2D066C06D6EA (try: 1 / 10)
2025/01/18 08:44:10 INFO | Current invested value: 802.510959 / 1000 EUR
2025/01/18 08:44:10 INFO | Length of active buy orders: 3
2025/01/18 08:44:10 INFO | Placing order to buy 0.00230305 BTC @ 43420.6 EUR.
2025/01/18 08:44:10 INFO | Processing 21180FB2-308F-47AD-89E0-706CF3A7FB5D (try: 1 / 10)
2025/01/18 08:44:10 INFO | Current invested value: 902.510772 / 1000 EUR
2025/01/18 08:44:11 INFO | Length of active buy orders: 4
2025/01/18 08:44:11 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 46192.0 EUR
├ Size » 0.00217575 BTC
└ Size in EUR » 100.50224
2025/01/18 08:44:11 INFO | Placing order to buy 0.00220817 BTC @ 45286.2 EUR.
2025/01/18 08:44:11 INFO | Processing 92CFBB5B-5D1B-417D-B02F-F41B0A17BA94 (try: 1 / 10)
2025/01/18 08:44:11 INFO | Current invested value: 902.008156 / 1000 EUR
2025/01/18 08:44:11 INFO | Cancelling order: 92CFBB5B-5D1B-417D-B02F-F41B0A17BA94
2025/01/18 08:44:12 INFO | Placing order to buy 0.00234911 BTC @ 42569.2 EUR.
2025/01/18 08:44:12 INFO | Processing D6CE1633-84DC-4980-A2CA-E58791F749D2 (try: 1 / 10)
2025/01/18 08:44:12 INFO | Current invested value: 902.008262 / 1000 EUR
2025/01/18 08:44:12 INFO | Length of active buy orders: 5
2025/01/18 08:44:12 INFO | Cancelling all open buy orders...
2025/01/18 08:44:12 INFO | Cancelling order: 9BB017E3-CDB3-4F1D-B763-19C65DCFA0F1
2025/01/18 08:44:12 INFO | Cancelling order: 6B019B45-AF2A-40E5-B517-445336F0AB9D
2025/01/18 08:44:13 INFO | Cancelling order: 4179AA93-5F76-4218-8E3A-2D066C06D6EA
2025/01/18 08:44:13 INFO | Cancelling order: 21180FB2-308F-47AD-89E0-706CF3A7FB5D
2025/01/18 08:44:13 INFO | Cancelling order: D6CE1633-84DC-4980-A2CA-E58791F749D2
2025/01/18 08:44:14 INFO | Placing order to buy 0.002125 BTC @ 47058.8 EUR.
2025/01/18 08:44:14 INFO | Processing 26D7FFA7-BC25-4903-B295-E8BD56810A80 (try: 1 / 10)
2025/01/18 08:44:14 INFO | Current invested value: 502.009334 / 1000 EUR
2025/01/18 08:44:14 INFO | Length of active buy orders: 1
2025/01/18 08:44:14 INFO | Placing order to buy 0.0021675 BTC @ 46136.0 EUR.
2025/01/18 08:44:14 INFO | Processing 27AEBF2B-7ABB-4C90-BB5E-B44B7BAC0C43 (try: 1 / 10)
2025/01/18 08:44:14 INFO | Current invested value: 602.009114 / 1000 EUR
2025/01/18 08:44:14 INFO | Length of active buy orders: 2
2025/01/18 08:44:15 INFO | Placing order to buy 0.00221085 BTC @ 45231.3 EUR.
2025/01/18 08:44:15 INFO | Processing F4BC6AA7-CF8E-4A05-993D-9E43C6DA936E (try: 1 / 10)
2025/01/18 08:44:15 INFO | Current invested value: 702.008734 / 1000 EUR
2025/01/18 08:44:15 INFO | Length of active buy orders: 3
2025/01/18 08:44:15 INFO | Placing order to buy 0.00225507 BTC @ 44344.4 EUR.
2025/01/18 08:44:15 INFO | Processing B89089F4-B959-42AA-BEB2-4174CB8DBCE0 (try: 1 / 10)
2025/01/18 08:44:15 INFO | Current invested value: 802.008460 / 1000 EUR
2025/01/18 08:44:16 INFO | Length of active buy orders: 4
2025/01/18 08:44:16 INFO | Placing order to buy 0.00230017 BTC @ 43474.9 EUR.
2025/01/18 08:44:16 INFO | Processing 080EA89A-02A9-4398-9C8A-CAE28A27C1D9 (try: 1 / 10)
2025/01/18 08:44:16 INFO | Current invested value: 902.008121 / 1000 EUR
2025/01/18 08:44:17 INFO | Length of active buy orders: 5
2025/01/18 08:44:17 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 47115.9 EUR
├ Size » 0.00213309 BTC
└ Size in EUR » 100.50246
2025/01/18 08:44:17 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 48058.3 EUR
├ Size » 0.00209126 BTC
└ Size in EUR » 100.5024
2025/01/18 08:44:18 INFO | Cancelling all open buy orders...
2025/01/18 08:44:18 INFO | Cancelling order: 26D7FFA7-BC25-4903-B295-E8BD56810A80
2025/01/18 08:44:18 INFO | Cancelling order: 27AEBF2B-7ABB-4C90-BB5E-B44B7BAC0C43
2025/01/18 08:44:19 INFO | Cancelling order: F4BC6AA7-CF8E-4A05-993D-9E43C6DA936E
2025/01/18 08:44:19 INFO | Cancelling order: B89089F4-B959-42AA-BEB2-4174CB8DBCE0
2025/01/18 08:44:19 INFO | Cancelling order: 080EA89A-02A9-4398-9C8A-CAE28A27C1D9
2025/01/18 08:44:19 INFO | Placing order to buy 0.00204 BTC @ 49019.6 EUR.
2025/01/18 08:44:20 INFO | Processing 7DF17C88-80FA-4DF6-8EE4-A44177CAC0A7 (try: 1 / 10)
2025/01/18 08:44:20 INFO | Current invested value: 301.004513 / 1000 EUR
2025/01/18 08:44:20 INFO | Length of active buy orders: 1
2025/01/18 08:44:20 INFO | Placing order to buy 0.0020808 BTC @ 48058.4 EUR.
2025/01/18 08:44:20 INFO | Processing 7C2799AD-E774-4420-987D-19672C564B06 (try: 1 / 10)
2025/01/18 08:44:20 INFO | Current invested value: 401.004432 / 1000 EUR
2025/01/18 08:44:21 INFO | Length of active buy orders: 2
2025/01/18 08:44:21 INFO | Placing order to buy 0.00212242 BTC @ 47116.0 EUR.
2025/01/18 08:44:21 INFO | Processing BEB2E523-7AD7-45A4-9FCA-13EB5F4F4495 (try: 1 / 10)
2025/01/18 08:44:21 INFO | Current invested value: 501.004372 / 1000 EUR
2025/01/18 08:44:21 INFO | Length of active buy orders: 3
2025/01/18 08:44:21 INFO | Placing order to buy 0.00216487 BTC @ 46192.1 EUR.
2025/01/18 08:44:21 INFO | Processing 732D5E7C-BD6E-4ED5-8AD1-D1E9DC17B038 (try: 1 / 10)
2025/01/18 08:44:21 INFO | Current invested value: 601.004264 / 1000 EUR
2025/01/18 08:44:22 INFO | Length of active buy orders: 4
2025/01/18 08:44:22 INFO | Placing order to buy 0.00220817 BTC @ 45286.3 EUR.
2025/01/18 08:44:22 INFO | Processing 46C60617-8CAE-4036-97F8-5CFB5CA6AF1D (try: 1 / 10)
2025/01/18 08:44:22 INFO | Current invested value: 701.004113 / 1000 EUR
2025/01/18 08:44:22 INFO | Length of active buy orders: 5
2025/01/18 08:44:23 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 49999.9 EUR
├ Size » 0.00201005 BTC
└ Size in EUR » 100.5023
2025/01/18 08:44:23 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 49019.5 EUR
├ Size » 0.00205025 BTC
└ Size in EUR » 100.50223
2025/01/18 08:44:23 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 49019.6 EUR
├ Size » 0.00204 BTC
└ Size in EUR » 99.99998
2025/01/18 08:44:23 INFO | Placing order to sell 0.00201005 BTC @ 49999.9 EUR.
2025/01/18 08:44:23 INFO | Processing 9FC30185-9BAF-44DF-B7F3-C306AC7DA4D3 (try: 1 / 10)
2025/01/18 08:44:23 INFO | Current invested value: 500.501899 / 1000 EUR
2025/01/18 08:44:24 INFO | Placing order to buy 0.00225233 BTC @ 44398.3 EUR.
2025/01/18 08:44:24 INFO | Processing 832A1CC6-17FE-41EF-90DD-4EDAA2CC8195 (try: 1 / 10)
2025/01/18 08:44:24 INFO | Current invested value: 600.501522 / 1000 EUR
2025/01/18 08:44:24 INFO | Length of active buy orders: 5
2025/01/18 08:44:25 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 48058.4 EUR
├ Size » 0.0020808 BTC
└ Size in EUR » 99.99992
2025/01/18 08:44:25 INFO | Placing order to sell 0.00205025 BTC @ 49019.5 EUR.
2025/01/18 08:44:25 INFO | Processing 062C7F62-D268-4453-AE3E-4604A670176E (try: 1 / 10)
2025/01/18 08:44:25 INFO | Current invested value: 601.003833 / 1000 EUR
2025/01/18 08:44:25 INFO | Placing order to buy 0.00229738 BTC @ 43527.7 EUR.
2025/01/18 08:44:25 INFO | Processing 28940364-9433-40FB-81EC-68A433A8A1CD (try: 1 / 10)
2025/01/18 08:44:25 INFO | Current invested value: 701.003501 / 1000 EUR
2025/01/18 08:44:26 INFO | Length of active buy orders: 5
2025/01/18 08:44:26 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 47116.0 EUR
├ Size » 0.00212242 BTC
└ Size in EUR » 99.99994
2025/01/18 08:44:26 INFO | Placing order to sell 0.00209126 BTC @ 48058.3 EUR.
2025/01/18 08:44:26 INFO | Processing 19588AEB-8EA6-4D35-9594-7F7B66EC50D3 (try: 1 / 10)
2025/01/18 08:44:26 INFO | Current invested value: 701.505960 / 1000 EUR
2025/01/18 08:44:27 INFO | Placing order to buy 0.00234333 BTC @ 42674.2 EUR.
2025/01/18 08:44:27 INFO | Processing 9D4F4315-96EE-4A16-BCBF-D87751EB31F7 (try: 1 / 10)
2025/01/18 08:44:27 INFO | Current invested value: 801.505693 / 1000 EUR
2025/01/18 08:44:27 INFO | Length of active buy orders: 5
2025/01/18 08:44:27 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 46192.1 EUR
├ Size » 0.00216487 BTC
└ Size in EUR » 99.99989
2025/01/18 08:44:27 INFO | Placing order to sell 0.00213309 BTC @ 47115.9 EUR.
2025/01/18 08:44:27 INFO | Processing F8F3AB06-0BEA-43BC-87D0-D108937262C3 (try: 1 / 10)
2025/01/18 08:44:28 INFO | Current invested value: 802.008257 / 1000 EUR
2025/01/18 08:44:28 INFO | Placing order to buy 0.0023902 BTC @ 41837.4 EUR.
2025/01/18 08:44:28 INFO | Processing 5454D73A-9496-4395-ADDE-6802A9BC2360 (try: 1 / 10)
2025/01/18 08:44:28 INFO | Current invested value: 902.008011 / 1000 EUR
2025/01/18 08:44:29 INFO | Length of active buy orders: 5
2025/01/18 08:44:29 INFO | ✅ BTC/EUR: Buy order executed
├ Price » 45286.3 EUR
├ Size » 0.00220817 BTC
└ Size in EUR » 99.99985
2025/01/18 08:44:29 INFO | Placing order to sell 0.00217575 BTC @ 46192.0 EUR.
2025/01/18 08:44:29 INFO | Processing 9E7BE9D7-4FA3-4D35-BE6F-552290D76FD4 (try: 1 / 10)
2025/01/18 08:44:29 INFO | Current invested value: 902.510405 / 1000 EUR
2025/01/18 08:44:30 INFO | Cancelling all open buy orders...
2025/01/18 08:44:30 INFO | Cancelling order: 832A1CC6-17FE-41EF-90DD-4EDAA2CC8195
2025/01/18 08:44:30 INFO | Cancelling order: 28940364-9433-40FB-81EC-68A433A8A1CD
2025/01/18 08:44:30 INFO | Cancelling order: 9D4F4315-96EE-4A16-BCBF-D87751EB31F7
2025/01/18 08:44:31 INFO | Cancelling order: 5454D73A-9496-4395-ADDE-6802A9BC2360
2025/01/18 08:44:31 INFO | Placing order to buy 0.00217021 BTC @ 46078.4 EUR.
2025/01/18 08:44:31 INFO | Processing 46ED3532-E0CF-4FD0-9296-26FCCEBB9AE4 (try: 1 / 10)
2025/01/18 08:44:31 INFO | Current invested value: 602.511433 / 1000 EUR
2025/01/18 08:44:31 INFO | Length of active buy orders: 1
2025/01/18 08:44:31 INFO | Placing order to buy 0.00221361 BTC @ 45174.9 EUR.
2025/01/18 08:44:32 INFO | Processing D9CD7EA0-2854-4BC1-994B-0A7E7A425F9C (try: 1 / 10)
2025/01/18 08:44:32 INFO | Current invested value: 702.511043 / 1000 EUR
2025/01/18 08:44:32 INFO | Length of active buy orders: 2
2025/01/18 08:44:32 INFO | Placing order to buy 0.00225789 BTC @ 44289.1 EUR.
2025/01/18 08:44:32 INFO | Processing 17DEE575-397E-4B93-98B5-D7A396967559 (try: 1 / 10)
2025/01/18 08:44:32 INFO | Current invested value: 802.510959 / 1000 EUR
2025/01/18 08:44:33 INFO | Length of active buy orders: 3
2025/01/18 08:44:33 INFO | Placing order to buy 0.00230305 BTC @ 43420.6 EUR.
2025/01/18 08:44:33 INFO | Processing 7101D7C1-3205-42C1-B187-CCD5A45FF346 (try: 1 / 10)
2025/01/18 08:44:33 INFO | Current invested value: 902.510772 / 1000 EUR
2025/01/18 08:44:33 INFO | Length of active buy orders: 4
2025/01/18 08:44:34 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 46192.0 EUR
├ Size » 0.00217575 BTC
└ Size in EUR » 100.50224
2025/01/18 08:44:34 INFO | Placing order to buy 0.00220817 BTC @ 45286.2 EUR.
2025/01/18 08:44:34 INFO | Processing 705F6C8B-2A87-4442-8FF6-D5189965E3E0 (try: 1 / 10)
2025/01/18 08:44:34 INFO | Current invested value: 902.008156 / 1000 EUR
2025/01/18 08:44:34 INFO | Cancelling order: 705F6C8B-2A87-4442-8FF6-D5189965E3E0
2025/01/18 08:44:34 INFO | Placing order to buy 0.00234911 BTC @ 42569.2 EUR.
2025/01/18 08:44:34 INFO | Processing 35A99798-7991-4B63-80AF-F58A2917A2CE (try: 1 / 10)
2025/01/18 08:44:35 INFO | Current invested value: 902.008262 / 1000 EUR
2025/01/18 08:44:35 INFO | Length of active buy orders: 5
2025/01/18 08:44:35 INFO | Cancelling all open buy orders...
2025/01/18 08:44:35 INFO | Cancelling order: 46ED3532-E0CF-4FD0-9296-26FCCEBB9AE4
2025/01/18 08:44:35 INFO | Cancelling order: D9CD7EA0-2854-4BC1-994B-0A7E7A425F9C
2025/01/18 08:44:36 INFO | Cancelling order: 17DEE575-397E-4B93-98B5-D7A396967559
2025/01/18 08:44:36 INFO | Cancelling order: 7101D7C1-3205-42C1-B187-CCD5A45FF346
2025/01/18 08:44:36 INFO | Cancelling order: 35A99798-7991-4B63-80AF-F58A2917A2CE
2025/01/18 08:44:37 INFO | Placing order to buy 0.002125 BTC @ 47058.8 EUR.
2025/01/18 08:44:37 INFO | Processing 989D7FFB-BBB1-4450-B8DF-B155D0EFE71B (try: 1 / 10)
2025/01/18 08:44:37 INFO | Current invested value: 502.009334 / 1000 EUR
2025/01/18 08:44:37 INFO | Length of active buy orders: 1
2025/01/18 08:44:37 INFO | Placing order to buy 0.0021675 BTC @ 46136.0 EUR.
2025/01/18 08:44:37 INFO | Processing F314F9D9-B777-40B1-8553-043EA5B231A4 (try: 1 / 10)
2025/01/18 08:44:37 INFO | Current invested value: 602.009114 / 1000 EUR
2025/01/18 08:44:38 INFO | Length of active buy orders: 2
2025/01/18 08:44:38 INFO | Placing order to buy 0.00221085 BTC @ 45231.3 EUR.
2025/01/18 08:44:38 INFO | Processing 1AEB60D4-4887-4D33-A53B-62D1FDFAD244 (try: 1 / 10)
2025/01/18 08:44:38 INFO | Current invested value: 702.008734 / 1000 EUR
2025/01/18 08:44:38 INFO | Length of active buy orders: 3
2025/01/18 08:44:39 INFO | Placing order to buy 0.00225507 BTC @ 44344.4 EUR.
2025/01/18 08:44:39 INFO | Processing EADC84FB-983D-41AE-A750-F6FB58256190 (try: 1 / 10)
2025/01/18 08:44:39 INFO | Current invested value: 802.008460 / 1000 EUR
2025/01/18 08:44:39 INFO | Length of active buy orders: 4
2025/01/18 08:44:39 INFO | Placing order to buy 0.00230017 BTC @ 43474.9 EUR.
2025/01/18 08:44:39 INFO | Processing 97489829-3E64-4F69-82F2-8D03186CECB7 (try: 1 / 10)
2025/01/18 08:44:39 INFO | Current invested value: 902.008121 / 1000 EUR
2025/01/18 08:44:40 INFO | Length of active buy orders: 5
2025/01/18 08:44:40 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 47115.9 EUR
├ Size » 0.00213309 BTC
└ Size in EUR » 100.50246
2025/01/18 08:44:40 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 48058.3 EUR
├ Size » 0.00209126 BTC
└ Size in EUR » 100.5024
2025/01/18 08:44:41 INFO | Cancelling all open buy orders...
2025/01/18 08:44:41 INFO | Cancelling order: 989D7FFB-BBB1-4450-B8DF-B155D0EFE71B
2025/01/18 08:44:41 INFO | Cancelling order: F314F9D9-B777-40B1-8553-043EA5B231A4
2025/01/18 08:44:42 INFO | Cancelling order: 1AEB60D4-4887-4D33-A53B-62D1FDFAD244
2025/01/18 08:44:42 INFO | Cancelling order: EADC84FB-983D-41AE-A750-F6FB58256190
2025/01/18 08:44:42 INFO | Cancelling order: 97489829-3E64-4F69-82F2-8D03186CECB7
2025/01/18 08:44:42 INFO | Placing order to buy 0.00204 BTC @ 49019.6 EUR.
2025/01/18 08:44:42 INFO | Processing 931D6629-6508-4BC8-847C-A06FF8E3126C (try: 1 / 10)
2025/01/18 08:44:43 INFO | Current invested value: 301.004513 / 1000 EUR
2025/01/18 08:44:43 INFO | Length of active buy orders: 1
2025/01/18 08:44:43 INFO | Placing order to buy 0.0020808 BTC @ 48058.4 EUR.
2025/01/18 08:44:43 INFO | Processing 932781C4-4418-4B29-BCB6-B38EA755A9A2 (try: 1 / 10)
2025/01/18 08:44:43 INFO | Current invested value: 401.004432 / 1000 EUR
2025/01/18 08:44:43 INFO | Length of active buy orders: 2
2025/01/18 08:44:44 INFO | Placing order to buy 0.00212242 BTC @ 47116.0 EUR.
2025/01/18 08:44:44 INFO | Processing 83ADC9E9-8EB5-4862-B36E-A9792910C133 (try: 1 / 10)
2025/01/18 08:44:44 INFO | Current invested value: 501.004372 / 1000 EUR
2025/01/18 08:44:44 INFO | Length of active buy orders: 3
2025/01/18 08:44:44 INFO | Placing order to buy 0.00216487 BTC @ 46192.1 EUR.
2025/01/18 08:44:44 INFO | Processing 8245578C-35C0-494C-961A-26CA51E02393 (try: 1 / 10)
2025/01/18 08:44:44 INFO | Current invested value: 601.004264 / 1000 EUR
2025/01/18 08:44:45 INFO | Length of active buy orders: 4
2025/01/18 08:44:45 INFO | Placing order to buy 0.00220817 BTC @ 45286.3 EUR.
2025/01/18 08:44:45 INFO | Processing BB8C6B52-5094-4272-8CCB-FEC9947EB087 (try: 1 / 10)
2025/01/18 08:44:45 INFO | Current invested value: 701.004113 / 1000 EUR
2025/01/18 08:44:46 INFO | Length of active buy orders: 5
2025/01/18 08:44:46 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 49999.9 EUR
├ Size » 0.00201005 BTC
└ Size in EUR » 100.5023
2025/01/18 08:44:46 INFO | ✅ BTC/EUR: Sell order executed
├ Price » 49019.5 EUR
├ Size » 0.00205025 BTC
└ Size in EUR » 100.50223
2025/01/18 08:44:47 INFO | Cancelling all open buy orders...
2025/01/18 08:44:47 INFO | Cancelling order: 931D6629-6508-4BC8-847C-A06FF8E3126C
2025/01/18 08:44:47 INFO | Cancelling order: 932781C4-4418-4B29-BCB6-B38EA755A9A2
2025/01/18 08:44:47 INFO | Cancelling order: 83ADC9E9-8EB5-4862-B36E-A9792910C133
2025/01/18 08:44:47 INFO | Cancelling order: 8245578C-35C0-494C-961A-26CA51E02393
2025/01/18 08:44:48 INFO | Cancelling order: BB8C6B52-5094-4272-8CCB-FEC9947EB087
2025/01/18 08:44:48 INFO | Placing order to buy 0.0017 BTC @ 58823.5 EUR.
2025/01/18 08:44:48 INFO | Processing 5E5155B0-9102-4DA0-BC86-4EEE52BCD26B (try: 1 / 10)
2025/01/18 08:44:48 INFO | Current invested value: 99.999950 / 1000 EUR
2025/01/18 08:44:49 INFO | Length of active buy orders: 1
2025/01/18 08:44:49 INFO | Placing order to buy 0.001734 BTC @ 57670.0 EUR.
2025/01/18 08:44:49 INFO | Processing 55F1C348-15E7-4E02-8770-E5DBEF34DA53 (try: 1 / 10)
2025/01/18 08:44:49 INFO | Current invested value: 199.999730 / 1000 EUR
2025/01/18 08:44:49 INFO | Length of active buy orders: 2
2025/01/18 08:44:49 INFO | Placing order to buy 0.00176868 BTC @ 56539.2 EUR.
2025/01/18 08:44:49 INFO | Processing E0437968-6F3A-4785-9F5B-0F95BE5ED771 (try: 1 / 10)
2025/01/18 08:44:49 INFO | Current invested value: 299.999482 / 1000 EUR
2025/01/18 08:44:50 INFO | Length of active buy orders: 3
2025/01/18 08:44:50 INFO | Placing order to buy 0.00180406 BTC @ 55430.5 EUR.
2025/01/18 08:44:50 INFO | Processing A8863F4D-E2AE-45B8-B3B5-5774E9B56D9F (try: 1 / 10)
2025/01/18 08:44:50 INFO | Current invested value: 399.999430 / 1000 EUR
2025/01/18 08:44:50 INFO | Length of active buy orders: 4
2025/01/18 08:44:50 INFO | Placing order to buy 0.00184014 BTC @ 54343.6 EUR.
2025/01/18 08:44:51 INFO | Processing CC44FC88-B97B-43AD-BD91-6A6EFFAAE62E (try: 1 / 10)
2025/01/18 08:44:51 INFO | Current invested value: 499.999262 / 1000 EUR
2025/01/18 08:44:51 INFO | Length of active buy orders: 5
********************************************************************************
Strategy: GridHODL
Final price: 60000.0
Executed buy orders: 15
Executed sell orders: 15
Final balances:
BTC: {'balance': 0.0004675800000000013, 'hold_trade': 8.673617379884035e-19}
EUR: {'balance': 999.7165458055234, 'hold_trade': 496.0992654345033}
Market price: 1027.7713458055234 EUR
********************************************************************************
The following cells assume that you’ve downloaded the full history of market data from Kraken and extracted the archive.
Keep in mind that these files can be very large!
For demonstrating purposes, only a subset of the whole data is used. Feel free to experiment and explore other time frames and assets!
[3]:
with pd.read_csv("XBTEUR.csv", header=None, chunksize=100) as reader:
for chunk in reader:
try:
await bt.run(prices=chunk.iloc[:, 1].values) # price column
except: # pylint: disable=bare-except # noqa: S110, E722
pass
finally:
await bt.instance.async_close()
await bt.instance.stop()
bt.summary()
break
100%|███████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 100/100 [01:16<00:00, 1.31it/s]
********************************************************************************
Strategy: GridHODL
Final price: 89.9
Executed buy orders: 23
Executed sell orders: 17
Final balances:
BTC: {'balance': 6.679519039999998, 'hold_trade': 6.32064237}
EUR: {'balance': 398.1205049748493, 'hold_trade': 294.01999896969465}
Market price: 998.6092666708491 EUR
********************************************************************************
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