GDAX Candles

Synopsis

GDAX Candles is a simple module used to stream numeric models of the GDAX cryptocurrency charts in candlestick form. Users of this module can use this tool to get event-driven data models of price charts on the GDAX exchange.

Code Example

Installation and instantiation is very easy to get started. Here is a basic usage example:

const Chart = require('gdax-candles');

const product = 'ETH-USD';
const timeframe = '1m'; // supports second, minute and hour intervals (i.e. 1h, 30s, 10m, etc)
const accumulation = true; // Tell the module to collect all candles in memory (**WARNING** this is kind of a memory leak so only do this if you know what you are doing.  Set to false or dont specify it if you don't!)
const ethereumChart = new Chart({ product, timeframe, accumulation }).start();

ethereumChart.on('close', candle => {
  console.log(candle);
});

/*
Candlestick {
  timestamp: 2018-07-04T16:38:31.004Z,
  product: 'ETH-USD',
  open: 472.13,
  price: 472.13,
  close: 472.13,
  high: 472.13,
  low: 472.13,
  closed: true,
  height: 0,
  spread: 0,
  volume: 0,
  sma: 
   { '10': 472.13599999999997,
     '20': 472.134,
     '50': 472.13579999999985 },
  ema: 
   { '10': 472.134909090909,
     '20': 472.13361904761905,
     '50': 472.13557254901946 },
  color: 'green',
  regression: 
   { '10': 
      { slope: -0.001454545454524,
        intercept: 472.14254545454537,
        r2: 0.727272727272211 },
     '20': 
      { slope: 0.000240601503756,
        intercept: 472.1317142857144,
        r2: 0.080200501253026 },
     '50': 
      { slope: -0.000161824729885,
        intercept: 472.13976470588204,
        r2: 0.223870829119643 } } }
*/

ethereumChart.on('change', candle => {
  console.log(candle);
});

/*
Candlestick {
  timestamp: 2018-07-04T16:41:25.577Z,
  product: 'ETH-USD',
  open: 472.14,
  price: 472.14,
  close: 472.14,
  high: 472.14,
  low: 472.14,
  closed: false,
  height: 0,
  spread: 0,
  volume: 0.2122,
  sma: {},
  ema: {},
  color: 'green',
  regression: {} }
*/

console.log(ethereumChart.candles); // ==> An array of closed candlesticks: [{Candlestick}, {Candlestick}, ...]  If you set `accumulation` to false in Chart constructor then this will always be an empty array!!!

Motivation

This module was created to help cryptocurrency traders to implement chart-based algorithmic trading strategies based on candlestick patterns. With the numeric models of the candlesticks provided by this library, many quantitative trading strategies can be derived easily.

Installation

Installation into a Node project is as simple as:

npm i gdax-candles --save

API Reference

See code example above.

Tests

Will be implementing a testing framework when the module reaches a high level of popularity on npm

Contributors

Contributors are welcome to send pull requests on the project. Please write a short synopsis of any enhancements or defect fixing is being proposed in the PR.

License

This software is made public by way of the GNU General Public Licence. No warranties are given and software is made available "as-is."