Quickstart

Note

All code starting with a $ is meant to run on your terminal. All code starting with a >>> is meant to run in a python interpreter, like ipython.

Installation

Cosine can be installed (preferably in a virtualenv) using pip as follows:

$ pip install cosine-crypto

Note

If you run into problems during installation, you might have a broken environment. See the troubleshooting guide to Set up a clean environment.

Installation from source can be done from the root of the project with the following command.

$ pip install .

Using Cosine

Once cosine has been installed, it’s relatively easy to get setup to run it. Before that however, it’s best to get familiar with the architecture and more information can be found via the Overview section of this documentation.

Once you’re ready you can begin by implementing code similar to the following.

import argparse
from cosine.core.algo import CosineAlgo


def main():
    parser = argparse.ArgumentParser(description='Cosine Algo')
    parser.add_argument("-c", "--config",
                     help="Config YAML file required to setup the algo.")
    parser.add_argument("-e", "--env", choices=['DEV', 'TST', 'PRD'],
                     help="The execution environment.")
    parser.add_argument("-a", "--appname", default='Cosine Algo',
                     help="The name of the application.")
    parser.add_argument("-lf", "--logfile",
                     help="The name of the log file. Do not change this unless you know what you're doing.")
    parser.add_argument("-lv", "--loglevel",
                     choices=['DEBUG', 'INFO', 'WARNING', 'ERROR', 'FATAL', 'CRITICAL'],
                     help="Log level.")

    parser.print_help()
    args = parser.parse_args()

    app = CosineAlgo(cmdline_args=args)
    app.run()


if __name__ == "__main__":
    main()

In the above code we perform the following actions:

1. First we import the argparse module to capture the required command line arguments Cosine cares about.
2. Then we import the CosineAlgo class, the main application class we need to instantiate to launch the algo.
3. In our main function we construct the argument list for consumption and parse it.
4. We then instantiate the CosineAlgo class into an object, which we then proceed to run to start the algo execution.

Command Line Arguments

Here’s the set of command line arguments that cosine looks for.

Note

Cosine will by default check the provided cmdline_args keyword parameter of the CosineAlgo constructor, for the required parameters and if not provided, fall back to the environment variable equivalent and then a default if none has been provided.

Command Line Argument	Environment Variable	Description	Type
–config	COSINE_CFG	The path to the configuration file required	str
–appname	COSINE_APP	The name of the application	str
–env	COSINE_ENV	The execution environment	str
–logfile	COSINE_LOGFILE	The path to the file to provide logging into	str
–loglevel	COSINE_LOGLVL	The filtered log level	str

Configuring The Algo

Cosine provides a comprehensive set of configurations for setting up and customising the algo. See the Configuration Management section for more details.

Custom Strategies

Cosine supports the implementation and configuration of custom strategies for use with the algo framework. See the Strategies section for more details.

Custom Connectivity

Cosine supports the implementation and configuration of connectivity to a multiple custom venues for execution, as well as to multiple pricing feeds concurrently. See the Venues section to learn more about building and using custom exchange connectivity. Also check out the Pricing Feeds section to learn more about building consuming custom feeds to new pricing sources.