Running a Strategy Locally

In order for you to run a Strategy locally, there are a few things you have to have.

1. Cybotrade API-key and API-secret
2. Exchange API-key and API-secret

Cybotrade API-key and API-secret is required for running any type of strategy, be it Live, LiveTestnet, Backtest and etc.. The exchange API-key and API-secret is required only for Live, LiveTestnet, Backtest and etc..

You can retrieve the Cybotrade API-key and API-secret from here (opens in a new tab).

As for exchange API-key and API-secret, refer to the exchange documentation of your prefered exchange.

Setup

This guide only covers requirements to run strategies locally, for an example on how to write a Strategy refer to the overview guide.

exchange-keys.json

This is a required file that should be placed in the directory where you run the strategy.

The exchange-keys.json schema can be seen with the example below:

[
  {
    "exchange": "{EXCHANGE}",
    "api_key": "{YOUR_EXCHANGE_API_KEY}",
    "api_secret": "{YOUR_EXCHANGE_API_SECRET}",
    "api_passphrase": "{YOUR_EXCHANGE_API_PASSPHRASE}", 
    "environment": "{EXCHANGE_ENVIRONMENT}"
  }
]

As of right now the only supported exchange value is bybit_linear.
The table below shows the current supported exchanges.

The exchange environment denoted here refers to the either mainnet or testnet. An example of this exchange-keys.json would be

[
  {
    "exchange": "bybit_linear",
    "api_key": "my_bybit_api_key",
    "api_secret": "my_bybit_api_secret",
    "environment": "testnet"
  }
]
 

Do note that some exchanges (such as OKX and Bitget that are currently supported) has a 'Passphrase' for their api-keys, this api_passphrase is optional and is only required when passing credentials for exchanges mentioned prior.

[
  {
    "exchange": "bitget_linear",
    "api_key": "my_bitget_api_key",
    "api_secret": "my_bitget_api_secret",
    "api_passphrase": "my_bitget_api_passphrase"
    "environment": "mainnet"
  }
]

For an example if your current working directory is strategies_directory the file should be placed as such:

if your current working directory is before strategies_directory then place the exchange-keys.json as such:

RuntimeConfig

When setting up the RuntimeConfig make sure to include your cybotrade API-key and API-secret as well as the path to your exchange-keys.json.

For an example:

  ...
 
permutation = Permutation(RuntimeConfig(
    ...
    mode=RuntimeMode.Live,
    api_key="YOUR_CYBOTRADE_API_KEY",
    api_secret="YOUR_CYBOTRADE_API_SECRET",
    exchange_keys="path/to/your/exchange-keys.json",
    ...
    ))
hyper_parameters = {}
 
async def start_backtest():
  await permutation.run(hyper_parameters, Strategy)
 
asyncio.run(start_backtest())

Note that the path to the exchange-keys.json is based off your current working directory when you run the my_strategy.py script.