The blankly package comes built-in with multiple options for sandbox/test trading.

Option 1: Paper Trade Interface

The sandbox interface object allows users to realistically sandbox trade on any of our exchanges. By default, sandboxes allow:

• Accurate exchange specific fee rates which are checked and set during the object construction.
• Accurate account management through buy and sell orders using the fees.
• Multithreaded local monitoring of limit order price triggers using the correct websocket feeds.
• Custom initial account value injections.
• Correct order filter checking

This creates a very powerful & dynamic paper trading experience. Our goal was to make it almost impossible to distinguish the difference between live trading and paper trading.

Creation

To create a paper trading object simply wrap an existing exchange object with a paper trade constructor:

import blankly

# Basic exchange construction
coinbase_pro = blankly.CoinbasePro()

# Create a paper trade exchange:
paper_trade = blankly.PaperTrade(coinbase_pro)

# Get the interface like usual:
interface = paper_trade.get_interface()

s = blankly.Strategy(paper_trade) # strategy that can now run on paper trade
s.start() # running live but paper trading

Arguments

Option 2: Keyless Exchange

The keyless exchange is the best choice if you

• Want to backtest on symbols not supported by other exchanges
• Curious to just try out the blankly package before fully setting up
• Interested in algo trading but don't have any exchange accounts

The keyless exchange can be used like all other blankly exchanges, the only change is that it requires a PriceReader object so it knows where to get data. This is easy to do, just reference a CSV with OHLCV data and give the symbol:

exchange = blankly.KeylessExchange(price_reader=PriceReader('./price_examples.csv', 'BTC-USD'))

Where the CSV is formatted like this:

time,low,high,open,close,volume
0,1588377600,8762.01,9025.0,8829.42,8985.58,10539.26528999
1,1588464000,8731.01,9203.52,8984.69,8909.95,17147.65372312

Here is a full example where prices are downloaded and backtested on:

if __name__ == "__main__":
    # This downloads an example CSV
    data = requests.get(
        'https://firebasestorage.googleapis.com/v0/b/blankly-6ada5.appspot.com/o/demo_data.csv?alt=media&token=acfa5c39-8f08-45dc-8be3-2033dc2b7b28').text
    with open('./price_examples.csv', 'w') as file:
        file.write(data)

    # Run on the keyless exchange, starting at 100k
    exchange = blankly.KeylessExchange(price_reader=PriceReader('./price_examples.csv', 'BTC-USD'))

    # Use our strategy helper
    strategy = blankly.Strategy(exchange)

    # Make the price event function above run every day
    strategy.add_price_event(price_event, symbol='BTC-USD', resolution='1d', init=init)

    # Backtest the strategy
    results = strategy.backtest(start_date=1588377600, end_date=1650067200, initial_values={'USD': 10000})
    print(results)