yolo

Automation for the RobotWealth cryptocurrency YOLO strategies

YoloKonsole.exe

There is a pre-built win64 console app in the releases section, which can be scheduled to run daily.

HOWTO (win-x64):

• download YoloKonsole.exe and appsettings.json and save to a new folder on your computer
• ensure you have .NET 6.0 runtime installed
• edit appsettings.json with the correct settings
• run YoloKonsole.exe - from the command line is recommended initially, so that you can see the output easily (Windows+R, cmd) although file logging is also provided
• by default, the application will issue a Proceed? (y/n) challenge before issuing any trades to the broker
• this can be overridden by using the command-line switch -s

appsettings.json

Sample configuration below.

{
  "Logging": {
    "PathFormat": "C:\\logs\\yolo-{Date}.log",
    "LogLevel": {
      "Default": "Information",
      "Microsoft": "Warning"
    }
  },
  "Yolo": {
    "WeightsUrl": "https://api.robotwealth.com/v1/yolo/weights?api_key=<API-KEY>",
    "NominalCash": 10000,
    "MaxLeverage": 1,
    "TradeBuffer": 0.02,
    "BaseAsset": "USD",
    "AssetPermissions": "SpotAndPerp",
    "SpreadSplit": 0.5
  },
  "FTX": {
    "ApiKey": "",
    "Secret": "",
    "BaseAddress": "https://ftx.com/api",
    "PostOnly": true,
    "SubAccount": ""
  }
}

Logging/PathFormat

This determines where the application will write logs to. Windows paths using \ must be escaped as \\ as below. The substitution token {Date} included in the path means that a new file will be written each day. You can omit this if you would prefer to have a single file.

{
  "Logging": {
    "PathFormat": "C:\\logs\\yolo-{Date}.json",

Yolo/BaseAsset

This is the token that the application will trade in and out of. It defaults to USD but you could equally change to USDT etc. if preferred.

Yolo/AssetPermissions

In case your account does not have margin trading or futures enabled, it is possible to configure accordingly via the AssetPermissions setting - possible settings of which are currently:

    None
    LongSpot
    ShortSpot
    Spot
    PerpetualFutures
    LongSpotAndPerp
    SpotAndPerp
    ExpiringFutures
    All

Yolo/SpreadSplit

This setting determines the placement of the limit price within the bid-ask price spread and can take any value between 0 and 1 (values greater than 1 will be treated as 1).

The default setting of 0.5 ensures that the limit price will always be placed exactly in the middle of the spread.

e.g. a setting of 0.618 would place the limit price for a buy order at the best bid price + 61.8% of the current bid-ask spread; conversely for a sell it would be the lowest ask price - 61.8% of the current bid-ask spread.

Limit price must be divisible by the intrument price step i.e. in the case where the spread equals the minimum price increment, an order will be submitted that matches the current best bid or ask price.

Ftx/PostOnly

The application seeks always to place limit orders at or better than best bid/ask. Setting this flag additionally ensures that FTX will reject any order that would cross the book.

Order Management

The application is currently fire-and-forget, so this is left as an exercise for the user 😉

As a safety feature, the application will bug out if the account has any open orders. It will also skip any token that has multiple positions already and log an error.