# Arke

# Quick-Start

Configure your trading strategies the file config/strategies.yml

Install dependencies

bundle install

Run Arke with this command

bundle exec ./bin/arke start

# Example of Arke configuration

log_level: INFO
accounts:
- id: example-account1
  driver: rubykube
  debug: false
  host: "https://example.com"
  ws: "wss://example.com"
  key: ""
  secret: ""
  delay: 0.75

- id: example-account2
  driver: rubykube
  debug: false
  host: "https://example.com"
  ws: "wss://example.com"
  key: ""
  secret: ""
  delay: 1

- id: binance-account
  driver: binance
  key: ""
  secret: ""
  delay: 1

strategies:
- id: BTCUSDT-orderback
  type: orderback
  debug: false
  enabled: true
  period: 90
  params:
    spread_bids: 0.005
    spread_asks: 0.005
    limit_asks_base: 10
    limit_bids_base: 10
    levels_size: 0.5
    levels_count: 5
    side: both
    enable_orderback: false
    min_order_back_amount: 0.0002

  target:
    account_id: example-account1
    market_id: BTCUSDT

  sources:
  - account_id: binance-account
    market_id: BTCUSDT

- id: BTCUSDT-micro
  type: microtrades
  debug: false
  period: 30
  period_random_delay: 30
  enabled: false
  params:
    linked_strategy_id: BTCUSDT-orderback
    min_amount: 0.0001
    max_amount: 0.01
    min_price: 170
    max_price: 230

  target:
    account_id: example-account2
    market_id: BTCUSDT

#Account config

# Strategies configuration

#General configuration

#Parameters for strategies

#Simple Copy strategy

The simple-copy strategy uses the mid-price (the middle price between the best ask and best bid of the orderbook) of a source orderbook and generate an orderbook using a predefined or custom pattern. The depth of the created orderbook is defined by the number of orders in each side with the levels_count parameter and the price difference between orders with the levels_price_size parameter.

Orders amount are set according to the source orders volume of the same price level.

#Copy strategy

The copy strategy uses a source exchange market to create an orderbook on a target market. The depth of the created orderbook is defined by the number of orders in each side with the levels_count parameter and the price difference between orders with the price_size parameter.

Orders amount are set according to the source orders volume of the same price level.

#Orderback strategy

This strategy behaves like the Copy strategy and have the ability to order back the liquidity from the source exchange market. An soon as an order is matched, the strategy creates an order on the source exchange with the matched amount and the same price without the spread. This way if the spread configured is higher than the exchanges fee the P&L will be positive.

#Fixedprice strategy

This strategy creates an orderbook on a market without using any source market. It creates an order arround the reference price with a random value random_delta added or substracted to this price.

#Candle-Sampling strategy

This strategy copies trades from sources every sampling_ratio trade events. It will trigger a market order with the same amount than the average trades amount being copied in the window. The parameter max_slippage protect against price slippage, it will considere the target orderbook and reduce the amount of the order accordingly to avoid price slippage. A random of 10% is applied on the sampling_ratio to make the strategy not deterministic. The period parameter doesn't affect this strategy since it only reacts on sources trade events.

#Microtrades-Copy strategy

This strategy creates random trades on a market with random amounts following the price of one or several sources. It is commonly used to create candles on a market with low activity.

#Microtrades-Market strategy

This strategy creates random trades on a market with random amounts. It is commonly used to create candles on a market with low activity.

#Circuitbraker strategy

This strategy monitors orders on an account, compare prices with a source exchange and cancel those which are too far from current orderbook offers on the source.

It is a security in case the strategy which creates the market crash or have a defect.

The spread applied on circuitbraker strategy should be lower than the spead used by the strategy creating the orderbook.

#Target configuration

#Sources configuration

List of following configuration statement:

#Static forex conversion rate configuration

Detail of the fx section to configure for a strategy:

#Dynamic forex conversion rate configuration

Detail of the fx section to configure for a strategy: