Modular Trading Bot Engine

A high-performance trading bot written in C designed for automated crypto/stock trading. The engine operates on a command-based protocol (reading from stdin, writing to stdout) and uses a dynamic plugin architecture to evaluate market conditions using various technical indicators.

Features

• Modular Plugin System: Loads trading strategies dynamically at runtime using dlopen and dlsym.
• Multi-Strategy Aggregation: Combines signals from multiple indicators (e.g., RSI, Ichimoku) to calculate a weighted decision cursor.
• Wallet Management: Real-time tracking of asset balances (Asset A vs. Asset B) and transaction fee calculations.
• Technical Indicators:
  • RSI (Relative Strength Index): Identifies overbought/oversold conditions.
  • Ichimoku Cloud: Evaluates trend direction and momentum using Tenkan, Kijun, and Senkou spans.
• Circular Buffer Logic: Efficiently manages historical candle data to minimize memory overhead.

Architecture

The project is divided into several logical modules:

Module	Description
Core Engine (main.c, trade.c)	Initializes settings, loads plugins, and manages the main execution loop.
Plugin Loader (loader.c)	Scans a directory for .so files and registers trading strategies.
Interpreter (input.c)	Parses incoming game commands (updates on stacks, next candles, and action requests).
Decision Logic (decision.c)	Aggregates plugin signals and determines whether to buy, sell, or pass.
Wallet (wallet.c)	Handles currency conversions and ensures trades are viable based on current balance.
Data Utils (array.c, chart.c)	Manages OHLCV (Open, High, Low, Close, Volume) data structures.

Plugin System

The bot is designed to be extensible. To add a new strategy, you simply create a shared library with a plugin_entry_point.

Included Indicators:

1. Ichimoku (plugin_ichimoku.c): Uses a 9/26/52 period configuration to detect trend reversals.
2. RSI (plugin_rsi.c): Calculates momentum over a 7-period window to find entry/exit points at the 30/70 thresholds.

Aggregation Logic:

Each plugin returns a signal (BUY, SELL, or PASS) and a strength (0.0 to 1.0). The engine calculates a Decision Cursor: $$Cursor = \frac{\sum (Signal \times Strength)}{TotalActivePlugins}$$ The bot only executes a trade if the cursor exceeds a pre-defined SIGNAL_LIMIT.

Installation & Usage

1. Compilation

Use the provided Makefile (not included in snippet, but standard for this project) to compile the core and the plugins:

make

2. Running

The bot reads from standard input. You can test it using a pipe or by running it manually:

./trade_bot < communication_dump.txt

3. Plugin Directory

The engine looks for .so files in the path defined by PLUGIN_PATH (usually ./plugins/). Ensure your compiled indicators are placed there.

Communication Protocol

The bot follows a specific line-by-line protocol:

• Settings: settings [key] [value] (e.g., settings time_per_move 100)
• Updates: update game next_candles [data]
• Actions: action order [time] -> Bot responds with buy [pair] [quantity], sell [pair] [quantity], or pass.