Gryphon is an open source software platform for building and running algorithmic trading strategies in cryptocurrency markets. It was built by Tinker, one of the earliest cryptocurrency trading companies, and has traded billions in volume to date.
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Gryphon is both a software library that can be integrated into other projects, and an application suite for running trading strategies and operating a trading business. How you use Gryphon depends on your goals. Some highlights are:
Library highlights:
- 20+ Exchange pair integrations ~ Gryphon defines a single abstract interface for exchanges, with semantic function calls like
gemini_btc_usd.get_orderbook(), and integrates 20+ trading pairs on 6 exchanges under that interface. Exchange integrations abstract away all the annoying individual quirks of different exchanges, like rate limits, rounding behaviour, nonces, and undocumented features. This allows the user to write strategies against a single, reliable interface, and focus completely on designing trading behaviour. - Strategy Building Blocks ~ Common operations, like checking for arbitrage opportunities, are already implemented and tested in for different strategy classes are provided in gryphon's strategy building block libraries. Many common strategy types can be implemented in as few as 3-5 function calls.
Application suite highlights:
- Strategy Engine ~ the primary executable of gryphon loads strategy files and executes them, providing to the strategy developer redundant exchange connections, trade history persistence, monitoring, instrumentation, and lots of other features that make gryphon the easiest way to build and run strategies.
- Gryphon Data Service ~ a standalone service for ingesting market data and other events at high frequencies. Built using rabbitmq, GDS can be used in advanced installations of gryphon to massively speed up tick speeds or to build up datasets for use in machine learning.
- Dashboards ~ a webserver that connects to your trading database to help you visualize the activity of your trading strategies and understand the health of your trading business.
The gryphon library can be installed directly through pip once a few prerequisites are installed.
$ pip install gryphonTo use gryphon for trading, there are extra install steps to set up the execution engine. See this page for details: Installing Gryphon.
If you are going to extend or modify gryphon, we recommend downloading the codebase and installing through pip with the -e flag.