Developing a Trading Bot using Java
Developing a Trading Bot using Java
Learn to automate forex trading using JAVA, Spring Framework and other tools
About the Book
This book will take you on an exciting journey of building an automated currency trading bot from scratch. On this journey, we will learn not only about the nitty gritties of automated trading, but with the help of numerous code samples, have a closer look at Java, Spring Framework, Event Driven programming and other open source APIs, notably Google's Guava API. And of course, it will all be test driven with unit testing coverage > 80%.
The central theme of the book is to aim to create a framework which can facilitate automated trading on most of the brokerage platforms, with minimum changes.
At the end of the journey, we should have a working trading bot, with a sample implementation using the OANDA REST API, which is free to use.
About the Author
Table of Contents
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1. Introduction to Trading Bot
- 1.1 What is a Trading Bot?
- 1.2 Why do we need a Trading Bot?
- 1.3 The capabilities of our Trading Bot
- 1.4 Design Goals
- 1.5 Code Organisation and Software Stack Used
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1.6 OANDA REST API as Reference Implementation
- 1.6.1 Opening an OANDA practice account
- 1.6.2 OANDA JSON Keys
- 1.6.3 Constructor Dependencies for OANDA implementations
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1.7 Event Driven Architecture
- 1.7.1 Google EventBus
- 1.8 Provider Helper interface
- 1.9 TradingConfig class
- 1.10 Obtaining the source code
- 1.11 Try It Yourself section
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2. Account Management
- 2.1 Account Provider interface
- 2.2 A Concrete implementation for AccountDataProvider
- 2.3 Encapulating everything behind a generic AccountInfoService
- 2.4 Try it yourself
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3. Tradeable Instruments
- 3.1 Instrument Provider interface
- 3.2 A Concrete implementation for InstrumentDataProvider
- 3.3 Encapsulating everything behind a generic InstrumentService
- 3.4 Try it yourself
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4. Event Streaming : Market Data Events
- 4.1 Streaming Market Data interface
- 4.2 A concrete implementation for MarketDataStreamingService
- 4.3 Downstream market data event dissemination: MarketEventCallback
- 4.4 Try it yourself
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5. Historic Instrument Market Data
- 5.1 How to read a candle stick
- 5.2 Enum defining the candle stick granularity
- 5.3 Define POJO to hold candle stick information
- 5.4 A concrete implementation for HistoricMarketDataProvider
- 5.5 Discussion: An alternate database implementation
- 5.6 Candle sticks for moving average calculations
- 5.7 MovingAverageCalculationService
- 5.8 Try it yourself
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6. Placing Orders and Trades
- 6.1 Order POJO definition
- 6.2 Order Management Provider interface
- 6.3 A Concrete implementation for OrderManagementProvider
- 6.4 A Simple OrderInfoService
- 6.5 Validating orders before execution: PreOrderValidationService
- 6.6 Putting it all together in an OrderExecutionService
- 6.7 Trade POJO definition
- 6.8 Trade Management Provider interface
- 6.9 A Concrete implementation for TradeManagementProvider
- 6.10 Encapsulating Read operations behind TradeInfoService
- 6.11 Try it yourself
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7. Event Streaming : Trade/Order/Account Events
- 7.1 Streaming Event interface
- 7.2 A concrete implementation for EventsStreamingService
- 7.3 Try it yourself
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8. Integration With Twitter
- 8.1 Creating a Twitter Application
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8.2 Spring Social
- 8.2.1 Using and Configuring Spring Social
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8.3 Harvesting FX Tweets
- 8.3.1 TweetHarvester interface
- 8.3.2 FXTweetHandler interface
- 8.3.3 AbstractFXTweetHandler base class
- 8.3.4 User specific TweetHandlers
- 8.4 Try it yourself
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9. Implementing Strategies
- 9.1 Copy Twitter Strategy
- 9.2 Fade The Move Strategy
- 9.3 Try it yourself
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10. HeartBeating
- 10.1 HeartBeatPayLoad
- 10.2 Streaming HeartBeat interface
- 10.3 A concrete implementation for HeartBeatStreamingService
- 10.4 HeartBeatCallback interface
- 10.5 DefaultHeartBeatService
- 10.6 Try it yourself
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11. Email Notifications
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11.1 Notification Design
- 11.1.1 EmailPayLoad POJO
- 11.1.2 EmailContentGenerator interface
- 11.1.3 Sample Implementations
- 11.1.4 EventEmailNotifier Service
- 11.2 Try it yourself
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11.1 Notification Design
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12. Configuration, Deployment and Running the Bot
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12.1 Configuration of the trading bot
- 12.1.1 Core Beans Configuration
- 12.1.2 Twitter Related Beans configuration
- 12.1.3 Provider Beans Configuration
- 12.1.4 Strategies Configuration
- 12.1.5 Services Configuration
- 12.2 Building the Bot
- 12.3 Running the bot
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12.1 Configuration of the trading bot
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13. Unit Testing
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13.1 Using Mockito as a mocking framework.
- 13.1.1 Mocking HTTP Interaction
- 13.1.2 Mocking Streams
- 13.1.3 The versatile verify
- 13.1.4 Mocking Twitter Interaction
- 13.2 EclEmma Code Coverage Tool for Eclipse IDE
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13.1 Using Mockito as a mocking framework.
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