You're free to use mycode with one caveat: give me a donation. I have two simple and free options for donations:
- Make your coinbase account with my referral link.
- Once you buy or sell $100 of digital currency or more, you and I both will get $10 of free bitcoin.
- Send me $10 (or more) in BTC from your profits when you start making some money:
1PbTgWny4EEqLLjE28WDkcAYvwemo7XHBP
Pre-requisites
NodeJS
I'm using v6.11.0 LTS.
Prep Work
- Make sure you have a Coinbase account; if not you can make one with my referral link and we'll both get $10.
- Go to GDAX and log in with your Coinbase account; they're the same company.
- Make an API key with
View
andTrade
permissions. - Take note of the Passphrase, Key, and Key Secret that you are shown; your bot will need these for access to your account.
- Make an API key with
Notes
Your bot will have access to all funds in your GDAX account. You can move funds back and forth between Coinbase and GDAX instantly for free. So, if you want to hide money from the bot, keep it in Coinbase.
Bot Configuration
The configuration files should be located in the config
folder.
default.yaml
file!!
Do not edit the default.yaml
file. This file contains the default settings. Instead, copy this file to a new file in in the same directory (config
) and name it: production.yaml
.
If you want to secure your production config files, there's documentation for that.
Any settings not in the production.yaml
will be pulled from the default.yaml
file automatically. So, be sure to keep the default.yaml
file; don't delete it.
The NODE_ENV
environment variable will have to match the name of the YAML file that you're using; for example:
- Windows:
SET NODE_ENV=production
- Linux/OSX:
export NODE_ENV=production
production.yaml
file!
Note: you can name production.yaml
whatever you want; maybe you prefer your username (ie: VertigoRay.yaml
). Just be sure to set NODE_ENV
correspondingly.
Starting the Bot
Quick Start
Browse the the directory with this application. Set your NODE_ENV
and start the application. The NODE_ENV
variable is used to set the name of your configuration file.
Windows
cd GDAX
npm install
SET NODE_ENV=production
npm start
Linux / OSX
cd GDAX
npm install
export NODE_ENV=production
npm start
Alternatively, you can set the environment for just this one execution:
NODE_ENV=production npm start
Docker
sudo docker build -t gdax .
screen -S gdax
sudo docker run -it gdax
Just make sure you don't edit default.yaml and copy default.yaml to production.yaml, input your settings into production.yaml then build with both files!
To detach screen, tap CTRL+A then tap D
To attach screen input into console: screen -x gdax
Configuring the Bot
The bot just works with the default config. It also works fast, making purchase evaluations every second. When you're just starting out, I suggest you pull back the reigns a little bit and set the interval on your trade enabled coins to 5 seconds:
LTC-USD:
trade_enabled: true
interval: 5000
Initial Config
default.yaml
. Instead, make a copy of it, or make a new file and just put in the settings that are different. For example, just put in the account section with your API key information.
In order for the bot to work, you will need to configure your API key in the account section. The initial_investment
will eventually be used to have the bot show your profit. The account section will end up looking something like this:
account:
api:
key: uVBHC6zns7kJTzFa8M7k2g3RgwTKw9dT
secret: MwcBuzju5g46a8ABzZZtSMvycgmkcDDgb8n2jQ2JSAH9MmjwQUdMwPfsGhBqv3daaJ3xu6MKxDfgeBP3pAWqBQ==
passphrase: Hy3AJK968ga
initial_investment: 500.00
All Config Items
- YAML Lint: validate your YAML
- JSON to YAML: when to prefer one over the other
General
The general
section is for bot wide configurations:
Default:
general:
product_ids:
- BTC-USD
- ETH-USD
- LTC-USD
url:
api: 'https://api.gdax.com'
# api: 'https://api-public.sandbox.gdax.com'
websocket: 'wss://ws-feed.gdax.com'
# websocket: 'wss://ws-feed-public.sandbox.gdax.com'
terminal:
delta: true
theme: default
log: off
log_level: warning
Product IDs
The product_ids
are a list (array) of all of the product markets on GDAX that you'll be trading in. They are also referred to in this documentation coins or coin markets.
Removing or adding a market here will require a corresponding Coin section to be created for it. Coin sections must be the exact same spelling and case as depicted here.
URL
The URL allow you to point the bot at production or sandbox locations.
Default / Production:
url:
api: 'https://api.gdax.com'
websocket: 'wss://ws-feed.gdax.com'
Sandbox:
url:
api: 'https://api-public.sandbox.gdax.com'
websocket: 'wss://ws-feed-public.sandbox.gdax.com'
Terminal
These are terminal specific configurations. The terminal is the HUD display; aka: the GUI (Graphical User Interface).
- delta
boolean
(default:true
) if true and if the destination is a terminal, only the cells that have changed since the last draw will be updated: it will keep performance of terminal application high. - theme
string
(default:default
) the name of the theme to use; without the extension. Available themes are available in the themes directory. Learn more.
Log & Log Level
On production runs, you should probably just leave logging turned off. If you're experiencing issues, start your own debugging by switching the log
to on
with the log_level
set to warning
. If you want to see all of the logs, set the log_level
to debug
; these logs get very large very fast.
Account
Default:
account:
api:
key: null
secret: null
passphrase: null
initial_investment: 0.00
In order for the bot to work, you will need to configure your API key in the account section.
account:
api:
key: uVBHC6zns7kJTzFa8M7k2g3RgwTKw9dT
secret: MwcBuzju5g46a8ABzZZtSMvycgmkcDDgb8n2jQ2JSAH9MmjwQUdMwPfsGhBqv3daaJ3xu6MKxDfgeBP3pAWqBQ==
passphrase: Hy3AJK968ga
The initial_investment
will eventually be used to have the bot show your profit. The account section will end up looking something like this:
account:
initial_investment: 500.00
Coin
Each coin or product id will have it's own section. Coin sections must be the exact same spelling and case as depicted in Product IDs.
Default:
LTC-USD:
trade_enabled: true
interval: 1000
buy:
amount: 0.01
below_midmarket: 0.005
cancel_after: min
only_when_trend_is_full: true
post_only: true
spread_n: 3
spread_v: 0.01
sell:
above_buy: 0.01
post_only: true
strategy: StdDev
strategies:
StdDev:
trades_n: 1000
Trade Enabled
Enable Trading ...
Interval
Number of milliseconds between trade evaluations. The default basically says that the bot will/may buy once every second (1000 milliseconds).
Buy
- amount
float
(default:0.01
; minimum:0.01
) this is the amount of coin to buy when placing a buy order. So, if the current coin price is$50.00
then the minimum trade amount is$0.50
. - below_midmarket
float
(default:0.005
) this is the price below the midmarket price to place a buy order. Prices must be at whole cents though, so this will round down to two decimals; if needed. - cancel_after
string
(default:min
; other options:hour
,day
,off
) if set tomin
,hour
orday
, will cancel the buy order automatically after that amount of time; this setting is sent to the API and GDAX handles cancellations. Setting this setting tooff
will disable order expirations. - only_when_trend_is_full
boolean
(default:true
) when true, this will cause the bot to only trade once it has enough trades to fully calculate the trend; based on your strategy settings. - post_only
boolean
(default:true
) is the post only flag when placing a limit order. Setting this to true, prevents your order from being turned into a market order; aka: taker transaction. - spread_n
int
(default:3
) is the number (n
) of buy orders to place. - spread_v
float
(default:0.01
; when placing more than one buy orders at a time, this is the interval to place them at. Thebelow_midmarket
setting is always the first price.
An example of how the below_midmarket
, spread_n
, and spread_v
settings work together.
Assumptions: you're using the default settings for Litecoin (LTC-USD
), as depicted above, and the current midmarket price is $45.635
.
Note: If the highest buy order on the books is $45.63
, and the lowest sell order on the books is $45.64
... the midmarket price will be $45.635
.
The settings tell the bot the following:
- Place a total of three (per
spread_n
) buy orders. - The first buy order will be half a cent (
$0.005
perbelow_midmarket
) below the midmarket price:$45.63
. - The second and third buy orders will be one cent (per
spread_v
) below the previous:$45.62
and$45.61
.
Let's change the midmarket price to: $45.00
.
- Place a total of three (per
spread_n
) buy orders. - The first buy order will be half a cent (
$0.005
perbelow_midmarket
) below the midmarket price:$44.995
. Unfortunately$44.995
is too precise so the price will be rounded down to the next whole cent:$44.99
. - The second and third buy orders will be one cent (per
spread_v
) below the previous:$44.98
and$44.97
.
Sell
The sell
section contains options for ... selling ...
- above_buy
float
(default:0.01
) is the amount above your buy transaction to place the sell transaction. If the market has already recovered, and the midmarket price is above this setting, the sell price will be set to0.01
above the midmarket price. - post_only
boolean
(default:true
) is the post only flag when placing a limit order. Setting this to true, prevents your order from being turned into a market order; aka: taker transaction.
Strategy & Strategies
You can pick your strategy per coin and set your coin specific strategy sections in these sections.
- strategy
string
(default:StdDev
) is the case-sensitive class name (not the file name) of strategy that you want to implement.
For more information, read more on that strategy.
Available Strategies:
- StdDev: Standard Deviation
Theming the Bot
That's right, the bot is themable. Don't like the colors in the default theme? Copy the default theme, rename it, and point your config at it.
When you're done, upload your theme for others to use.