bfx-hf-strategy-exec
v1.0.5
Published
Execution logic for bfx-hf-strategy
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Bitfinex Honey Framework Trading Strategy Live Execution Module for Node.JS
This module can execute strategies built with bfx-hf-strategy
on a live data stream from Bitfinex via v2 of the WS API. Strategy indicators are initially seeded with the last 1000 candles by default, but this is configurably with the seedCandleCount
argument. Trade data can be included on the stream by passing includeTrades: true
when calling exec()
.
Features
- Cross-compatible with
bfx-hf-backtest
allowing the same strategy to be both backtested and executed seamlessly - Execute trading strategies on the live Bitfinex markets
- Utilizes a multiplexing websocket connection manager to scale with channel subscriptions
Installation
npm i --save bfx-hf-strategy-exec
Quickstart & Example
const { SYMBOLS, TIME_FRAMES } = require('bfx-hf-util')
const { Manager } = require('bfx-api-node-core')
const exec = require('bfx-hf-stratey-exec')
const CustomTradingStrategy = require('./somewhere')
const ws2Manager = new Manager({ /*...*/ }) // see bfx-api-node-core docs
const strategy = await CustomTradingStrategy({ /* optionally pass args */ })
ws2Manager.onceWS('event:auth:success', {}, async (authEvent, ws) => {
strategy.ws = ws
await exec(strategy, ws2Manager, {
symbol: SYMBOLS.EOS_USD, // data stream symbol
tf: TIME_FRAMES.ONE_DAY, // candle data stream time frame
includeTrades: true,
seedCandleCount: 5000 // indicator candle seed window
})
})
ws2Manager.openWS()
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