Crypto Trading Bot

A work in progress Cryptocurrency for common exchanges like Bitfinex, Bitmex and Binance. 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
Join foreign exchange candles (eg. Trade on Bitmex with the faster moving Binace trades / candles)
TODO: Show possible arbitrage trades

Exchanges

Bitmex with leverage configuration
Bitmex Testnet
Binance
Coinbase Pro
Bitfinex (margin wallet)

TODOS:

Huobi Global (margin)

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

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)
stoploss_watch Close open position if ticker price falls below the percent lose; use this for exchange that dont support stop_loss order liek Binance

    'watchdogs': [
        {
            'name': 'stoploss',
            'percent': 3,
        },
        {
            'name': 'risk_reward_ratio',
            'target_percent': 6,
            'stop_percent': 3,
        },
        {
            'name': 'stoploss_watch',
            'stop': 1.2,
        }        
    ],

Signals

Slack

Tests

npm test

aimining / crypto-trading-bot Goto Github PK