Crypto Trading Bot

A work in progress Cryptocurrency for common exchanges like Bitfinex and Bitmex. As most trading bots just provide basic buy and sell signals they provide many stuff to get profitable eg exchange orders like stop-losses or stop-limits are not supported by main bots. Also the limitation of fixed timeframe and technical indicators must be broken

Not production ready only basic functionality

Features

• Fully use Websocket for exchange communication to react as fast as possible on market
• Multi pair support in one instance
• sqlite3 storage for candles, tickers, ...
• Webserver UI
• Support for going "Short" and "Long"
• Signal browser dashboard for pairs
• Slack and email notification

Technical stuff and packages

• node.js
• sqlite3
• technicalindicators
• tulipindicators - tulind
• TA-Lib
• twig
• express
• Bootstrap v4
• Tradingview widgets

How to use

Install packages

npm install

Create instance file for pairs and changes

cp instance.js.dist instance.js

Provide a configuration with your exchange credentials

cp conf.json.dist conf.json

Create a new sqlite data base

# use bot.sql scheme to create the tables
sqlite3 bot.db < bot.sql

Lets start it

node index.js trade

Webserver

Some browser links

• UI: http://127.0.0.1:8080
• Signals: http://127.0.0.1:8080/signals
• Tradingview: http://127.0.0.1:8080/tradingview/BTCUSD
• Backtesting: http://127.0.0.1:8080/backtest
• Order & Pair Management: http://127.0.0.1:8080/pairs

Security / Authentication

As the webserver provides just basic auth for access you should combine some with eh a https for public server. Here s simple proxy_pass for nginx.

# /etc/nginx/sites-available/YOURHOST
server {
    server_name YOURHOST;

    location / {
        proxy_pass http://127.0.0.1:8080;
    }

    listen 443 ssl; # managed by Certbot
    ssl_certificate /etc/letsencrypt/live/YOURHOST/fullchain.pem; # managed by Certbot
    ssl_certificate_key /etc/letsencrypt/live/YOURHOST/privkey.pem; # managed by Certbot
    include /etc/letsencrypt/options-ssl-nginx.conf; # managed by Certbot
    ssl_dhparam /etc/letsencrypt/ssl-dhparams.pem; # managed by Certbot
}

You should also set the listen ip to a local one

# config.json
webserver.ip: 127.0.0.1

Backtesting

Currently there is a the UI for backtesting

Result Page

Fill data

node index.js backfill -e bitmex -p 1m -s XRPZ18

Strategies

For custom strategies use var/strategies folder.

Find some example strategies inside modules/strategy/strategies

Exchanges

• Bitmex with leverage configuration (+testnet)
• Binance
• Bitfinex (margin wallet)

Tools / Watchdog

• order_adjust Keep open orders in bid / ask of the orderbook in first position

Watchdog

• stoploss provide general stoploss order in percent of entry price (Exchange Order)
• risk_reward_ratio Creates Risk Reward order for take profit and stoploss (Exchange Order Limit+Stop)

    'watchdogs': [
        {
            'name': 'stoploss',
            'percent': 3,
        },
        {
            'name': 'risk_reward_ratio',
            'target_percent': 6,
            'stop_percent': 3,
        }
    ],

Signals

Slack

Tests

npm test

Related Links

Trading Bots Inspiration

Other bots with possible design pattern

• https://github.com/DeviaVir/zenbot
• https://github.com/magic8bot/magic8bot
• https://github.com/askmike/gekko
• https://github.com/freqtrade/freqtrade
• https://github.com/Ekliptor/WolfBot
• https://github.com/andresilvasantos/bitprophet
• https://github.com/kavehs87/PHPTradingBot

Strategies

Some strategies based on technical indicators for collection some ideas

• https://github.com/freqtrade/freqtrade-strategies
• https://github.com/freqtrade/freqtrade-strategies/tree/master/user_data/strategies/berlinguyinca
• https://github.com/xFFFFF/Gekko-Strategies
• https://github.com/sthewissen/Mynt/tree/master/src/Mynt.Core/Strategies
• https://github.com/Ekliptor/WolfBot/tree/master/src/Strategies