ECHO Platform Use Case

Integration of Tardis.dev and QuantConnect LEAN Engine for Automated Crypto Trading and Historical Testing with ECHO

Objective

Our client, a dynamic player in the cryptocurrency trading arena, faced the challenge of developing sophisticated trading strategies tailored to the complexities of crypto markets. Beyond strategy development, they needed to seamlessly integrate rich historical market data to facilitate detailed simulated trading performance reporting, including precise tick-by-tick bid/ask data analysis. To conquer this challenge, our team leveraged the capabilities of the ECHO Platform to orchestrate full connectivity, execution, and data integrity for integrating Tardis.dev and QuantConnect's LEAN engine. This strategic approach unlocked a new level of trading power and flexibility.

Solution

Our solution began with the deployment of a robust DigitalOcean server hosting QuantConnect's LEAN engine, seamlessly integrated within our ECHO Platform infrastructure. Our skilled C# experts crafted multiple automated strategies fine-tuned to the unique dynamics of crypto markets. To enrich these strategies with historical context, we designed a custom data adapter in Python, tightly integrated into our ECHO Platform. This adapter provided direct access to Tardis.dev's extensive historical tick and bid/ask data. The data, meticulously curated and managed within ECHO, flowed effortlessly into QuantConnect's LEAN engine, creating a cohesive ecosystem for comprehensive strategy development and automated crypto trading.

Implementation

  • Advanced Automated Trading

    Our solution empowered automated trading across diverse timeframes, including tick-level precision, spanning all cryptocurrency exchanges and coin-pairs supported by Tardis.dev. This expansive capability allowed for precise execution and optimization of strategies across the varied landscapes of the crypto market.

  • Historical Data Enrichment

    Within the ECHO Platform, we meticulously structured our strategy code to seamlessly access and integrate historical bid/ask data from Tardis.dev. This approach significantly improved the fidelity of historical trade fill resolution during simulations, resulting in more granular, accurate, and insightful backtesting and strategy evaluation.

  • Flexible User Interface

    Our custom UI, developed within the ECHO Platform using Blazor Boilerplate, provided traders with the means to conduct on-demand strategy testing across an extensive array of coin pairs and time aggregations. This intuitive interface empowered efficient strategy refinement and in-depth analysis.

  • Transition to Live Trading

    The architecture of our solution ensured a smooth transition from the backtesting phase to live strategy execution. We provided a robust infrastructure capable of converting the backtesting application into a fully operational live trading platform. This holistic approach equipped our client with a comprehensive solution for deploying and executing successful trading strategies in real-time.

Results

The successful integration of Tardis.dev and QuantConnect's LEAN engine within our ECHO Platform showcased the synergy of cutting-edge technologies and robust custom-built components. This integration elevated the client's trading capabilities in crypto markets, offering a wealth of historical and real-time market data for enriched performance analysis and strategy development. The automated trading functionalities, driven by ECHO, enabled our client to execute trades with precision and efficiency. The user-friendly interface, seamlessly integrated into the ECHO Platform, empowered traders to make data-driven decisions and optimize strategies for profitability. In summary, our solution, powered by the ECHO Platform, delivered a highly successful and comprehensive crypto trading platform, showcasing the potential of strategic integration and technological innovation in the cryptocurrency landscape.