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mql5/crypto/README.md

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OKX Crypto Trading Strategy

This project is a quantitative trading strategy designed for OKX cryptocurrency exchange, based on an AI-driven architecture using DeepSeek and Qwen models.

Project Structure

  • crypto/trading_bot.py: Main entry point for the trading bot. Orchestrates data fetching, AI analysis, and trade execution.
  • crypto/okx_data_processor.py: Handles interaction with OKX API via ccxt. Fetches OHLCV data and calculates technical indicators (EMA, RSI, ATR).
  • crypto/ai_client_factory.py: Factory for creating AI clients.
  • crypto/deepseek_client.py: Client for DeepSeek API (Market Structure Analysis).
  • crypto/qwen_client.py: Client for Qwen API (Strategy Optimization and Decision Making).
  • crypto/database_manager.py: Manages the SQLite database for trade logging.
  • crypto/.env: Configuration file for API keys.
  • crypto/requirements.txt: Python dependencies.

Setup

  1. Install Dependencies:

    pip install -r crypto/requirements.txt

  2. Configuration: The crypto/.env file has been pre-configured with your provided OKX API keys. Note: You need to add your SILICONFLOW_API_KEY to the .env file for the AI models to work.

  3. Run the Bot: To run a single pass of the strategy:

    python crypto/trading_bot.py

    Or use the watchdog script to keep it running:

    ./crypto/run_bot_watchdog.sh

Strategy Logic

  1. Data Acquisition: Fetches historical candle data from OKX.
  2. Feature Engineering: Calculates technical indicators (EMA, RSI, ATR, Volatility).
  3. Market Analysis (DeepSeek): Analyzes market structure, support/resistance, and trends.
  4. Decision Making (Qwen): Combines market analysis with technical signals to generate trading decisions (Buy/Sell/Hold) and manage risk (Stop Loss/Take Profit).
  5. Execution: Executes trades on OKX (currently in logging mode, uncomment execution lines in trading_bot.py to enable live trading).

Notes

  • The bot currently logs actions instead of executing real trades for safety. Review trading_bot.py's execute_trade method to enable real orders.
  • Ensure your API keys have the necessary permissions (Trade, Read).