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Portfolio Configuration

In this section we will explain how to configure your portfolio from your broker or exchange.

The framework has by default support for CCXT. CCXT is a library that provides a unified API to interact with multiple brokers and exchanges. Please have a look at the ccxt documentation to see which brokers and exchanges are supported.

✅ Simplified Registration (Recommended)​

You can use the following syntax to register a portfolio and credentials (from environment variables) in one step:

app.add_market(
    market="BITVAVO",
    trading_symbol="EUR",
    initial_balance=100  # Optional
)

This is the recommended way to register a portfolio. It automatically reads credentials from the .env file using the expected naming convention.

Basic Configuration with PortfolioConfiguration​

To configure a portfolio, you need to register a PortfolioConfiguration object with the app:

from investing_algorithm_framework import PortfolioConfiguration, create_app

app = create_app()
app.add_portfolio_configuration(
    PortfolioConfiguration(
        market="BITVAVO",
        trading_symbol="EUR"
    )
)

Market Credentials​

To connect to your broker or exchange, you'll need to provide API credentials. This is done by registering a MarketCredentials object:

from investing_algorithm_framework import MarketCredentials

app.add_market_credentials(
    MarketCredentials(
        market="BITVAVO",
        api_key="<your_api_key>",
        api_secret="<your_api_secret>"
    )
)

Environment Variable Support​

You can also load credentials from a .env file. The framework will automatically detect them using this naming convention:

<MARKET_IDENTIFIER>_API_KEY
<MARKET_IDENTIFIER>_SECRET_KEY

For example, for the BITVAVO exchange, you would set:

BITVAVO_API_KEY=<your_api_key>
BITVAVO_SECRET_KEY=<your_api_secret>

Then, you can register the portfolio configuration without explicitly passing the credentials:

from investing_algorithm_framework import PortfolioConfiguration, MarketCredentials, create_app
from dotenv import load_dotenv

load_dotenv()
app = create_app()

app.add_portfolio_configuration(
    PortfolioConfiguration(
        market="BITVAVO",
        trading_symbol="EUR"
    )
)
app.add_market_credential(
    MarketCredentials(market="BITVAVO")
)

Initial Balance (Max Portfolio Size)​

You can optionally define the maximum unallocated size of your portfolio using the initial_balance parameter:

from investing_algorithm_framework import PortfolioConfiguration, create_app

app = create_app()
app.add_portfolio_configuration(
    PortfolioConfiguration(
        market="BITVAVO",
        trading_symbol="EUR",
        initial_balance=1000  # Unallocated EUR to be managed by the bot
    )
)

or with the simplified registration (recommended):

app.add_market(
    market="BITVAVO",
    trading_symbol="EUR",
    initial_balance=1000  # Unallocated EUR to be managed by the bot
)

This prevents the algorithm from using your entire exchange balance.

Next Steps​

Now that you have your portfolio configured, learn how to create Trading Strategies that will use this portfolio configuration.