Nii Finance Trading Swarm

This repo is a complete demo of using Micro and NATS. Here is the relevant blog post.

Installation

Dependencies

• Go 1.6
• Glide
• NATS
• Docker

Spinup

$ go get -d github.com/nii236/nii-finance/...
$ cd $GOPATH/src/github.com/nii236/nii-finance
$ glide install
$ docker build -t openalgotplatform_go:0.1 .
$ docker-compose build
$ docker-compose up

Usage

In its current state, the swarm will:

• Subscribe to the IB Gateway
• Pull out USDJPY ticker data
• Publish onto the NATS queue
• Be received by the tickRecorder service
• Write the data point into InfluxDB

Things that you can do with this setup

For OS X Users

If you use OS X (like myself), you'll need to know what your docker IP is and substitute that for any localhost you see below.

docker-machine ip

Will give you your docker machine's IP.

Micro Web Console

http://localhost:8082

NATS

Install nats-top

go get github.com/nats-io/nats-top

Run nats-top

nats-top

InfluxDB

Web console: http://localhost:8083
Change the database at the top right to openalgot and run this query: select * from trade

Chronograf

Visualisations of InfluxDB are available using chronograph, just visit http://localhost:10000

Contributing

1. Fork it!
2. Create your feature branch using git flow feature start my-new-feature
3. Commit your changes: git commit -am 'Add some feature'
4. Push to the branch: git push origin my-new-feature
5. Submit a pull request

Ideas

• A service that writes into MongoDB instead of InfluxDB
• A service that calculates indicators based on drip feed data on NATS
• A service that opens and closes trades for you
• A service that pulls historical data from InfluxDB in a defined time resolution
• Using go-micro's sidecar to allow writing algorithms in any language

TODO

• Use ENV vars for everything instead of hard coding strings
• Make services more durable (when dependent services such as IB Gateway go down)