Elena 2 (dead queen, new queen)

Intro

(pending to adapt from v1)

Configuration

Elena can run on a local machine, and we're planning to run it on AWS lambdas. The way the external configuration is loaded is prepared for both running methods, loading a configuration dictionary loaded from a YAML configuration file (local) or stored at a AWS S3 file.

For external local configuration, Elena needs a local home directory with the configuration files.

1. First, Elena checks the system variable ELENA_HOME will be home directory
2. If not defined, the home directory is the current directory

There are tree configuration files:

config.yaml

An optional configuration file (default values are used if not present). Used to override the default configuration for adaptors.

• Be aware that if you override any adaptor configuration (i.e. Logger), you need to define all values, not only the one you want to change.
• You need to define your own Logger or MetricsManager by defining its class in the configuration file:
  • The logger class must implement the Logger interface.
  • The metrics manager class must implement the MetricsManager interface.
  • The notifications manager class must implement the NotificationsManager interface.
  • The bot manager class must implement the BotManager interface.
  • The exchange manager class must implement the ExchangeManager interface.
  • The storage manager class must implement the StorageManager interface.

A typical config.yaml file content, showing the default values:

Logger:
  class: elena.adapters.logger.local_logger.LocalLogger
  level: INFO
  path: logs  # relative path under home directory
  max_bytes: 1000000 # 1 MB max log files size
  backup_count: 5  # Number of log backup files
MetricsManager:
  class: elena.adapters.metrics_manager.local_metrics_manager.LocalMetricsManager
NotificationsManager:
  class: elena.adapters.notifications_manager.local_notifications_manager.LocalNotificationsManager
BotManager:
  class: "elena.adapters.bot_manager.local_bot_manager.LocalBotManager"
ExchangeManager:
  class: "elena.adapters.exchange_manager.cctx_exchange_manager.CctxExchangeManager"
  fetch_ohlcv_limit: 100
  fetch_ohlcv_limit_retry_every_milliseconds: 1000
StorageManager:
  class: "elena.adapters.storage_manager.local_storage_manager.LocalStorageManager"
  path: storage # relative path under home directory

NOTE: If any configuration has passwords or API keys, is strongly recommended to use the secrets.yaml file instead.

strategies.yaml

Used for configuring the strategies and bots to run, as well as the tags that enables or disables the bots.

A typical strategies.yaml file content:

Strategies:
  - id: ExchangeBasicOperationsTest-1
    name: ExchangeBasicOperationsTest
    enabled: true
    strategy_class: test.elena.domain.services.test_elena.ExchangeBasicOperationsBot
    bots:
      - id: Exchange_Test_Ops_BTC_USDT
        name: Exchange Basic Operations Test 1 on BTC/USDT
        enabled: true
        pair: BTC/USDT
        exchange: binance
        time_frame: 1m # Valid values: 1m, 1h, 1d, 1M, 1y
        cron_expression: "*/5 * * * *" # At every 5th minute
        budget_limit: 0.0 # don't control budget
        pct_reinvest_profit: 100.0 # reinvest all profits
        tags:
          - ranging
          - bear
        config:
          band_length: 13
          band_mult: 1

Tags:
  - id: bear
    enabled: true
  - id: bull
    enabled: true
  - id: ranging
    enabled: true

secrets.yaml

Used for configuring the Exchange and other adaptors that requires API keys and passwords.

This config file should never be committed in a repository.

A typical secrets.yaml file content:

Exchanges:
  - id: binance
    enabled: true
    sandbox_mode: true
    api_key: 7bG7TGZoM4MJT2CthNSpb3TVEAzTzGxMoASFJu4bijHPXMXoePq7hChMyXQWAFRjg
    password: not_in_use
    secret: K5fAmzNZ9ZESBd3dsHFW7iXs5CarUgGnzYfcPpr6uFBWZykdonCiiDzBTGZP7taXZ
  - id: kucoin
    enabled: false
    sandbox_mode: false
    api_key: DTJ4iLL9mQZd2JpceLeQSBTmbdLdUto7eDnxUgm5gXQ4BiDiKH5YfqBNKSPVRZQvN
    password: "faceplate-usable-gap"
    secret: hzh2tqLroRBr9hCxjH36t6GFzcW4zoqA9c4MC96rPqPP59dzdKyRUiNYqsGxkCxoQ

Install

Create a virtual environment, for example at $HOME/VEs:

python3 -m venv elena
source elena/bin/activate
pip install -U setuptools wheel
pip install git+https://github.com/Pasta-fantasia/elena.git@main#egg=elena