bfx-hf-strategy-dazaar
v1.1.2
Published
Dazaar logic for bfx-hf-strategy
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Bitfinex Honey Framework Dazaar Module
This module can execute strategies built with bfx-hf-strategy
on a live data stream from dazaar hypercores and dazaar market data.
Features
- Execute trading strategies on the live Bitfinex markets using Bitfinex Terminal Streams
- Easy selling of trading signals on Dazaar
Installation
npm i --save bfx-hf-strategy-dazaar
Quickstart & Example
Full examples are in the examples/
folder.
Selling Trading Signals on Dazaar
Full example in ./examples/example_ema_dazaar_sell.js
const execDazaar = require('bfx-hf-strategy-dazaar')
const util = require('bfx-hf-strategy-dazaar/util')
const EMAStrategy = require('bfx-hf-strategy/examples/ema_cross')
const { SYMBOLS, TIME_FRAMES } = require('bfx-hf-util')
const market = {
symbol: SYMBOLS.BTC_USD,
tf: TIME_FRAMES.ONE_HOUR
}
const strategy = EMAStrategy(market)
const submitOrder = util.getSubmitOrderToFeed(sellFeed)
const { exec, stream } = await execDazaar(strategy, market, db, {
submitOrder,
includeTrades: false,
seedCandleCount: 10
})
let btState
for await (const data of stream) {
const { key, value } = data
btState = await exec(key, value)
}
Trade with Custom Order Submit Functions
You can use any custom function to handle trading signals, as long as it returns a promise.
Full example in ./examples/example_ema_websocket.js
async function submitOrder (strategyState = {}, order = {}) {
const { amount, price, type } = order
// BFX WS API
// https://github.com/bitfinexcom/bitfinex-api-node
const o = new Order({
cid: Date.now(),
symbol: 'tETHUSD',
amount,
type,
price
}, ws)
await o.submit()
})
const { exec, stream } = await execDazaar(strategy, market, db, {
submitOrder,
includeTrades: false,
seedCandleCount: 10
})
Docs
For executable examples refer to the examples/
folder. JSDoc generated API documentation can be found within docs/api.md
.
Contributing
- Fork it
- Create your feature branch (
git checkout -b my-new-feature
) - Commit your changes (
git commit -am 'Add some feature'
) - Push to the branch (
git push origin my-new-feature
) - Create a new Pull Request