/trading-indicator

provide trading technical indicator values based on data of almost crypto currency exchanges

Primary LanguageJavaScript

trading-indicator

npm version

provide trading technical indicator values based on market data of almost crypto currency exchanges https://www.npmjs.com/package/trading-indicator

Installation

Node.js version 10 or later is required

npm install --save trading-indicator

Available Indicators

  • BB (Bollinger bands)
    • Parameters:
      • Bollinger bands period: integer
      • stdDev : integer
      • Input source: "open" | "high" | "low" | "close"
      • Exchange
      • Ticker
      • Interval
      • IsFuture exchange : true if future exchange (default is false, means that spot exchange)
    const bb = require('trading-indicator').bb
    let bbData = await bb(50, 2, "close", "binance", "BTC/USDT", "15m", true)
    console.log(bbData[bbData.length - 2])
  • EMA (Exponential Moving Average)
    • Parameters:
      • MA period: integer
      • Input source: "open" | "high" | "low" | "close"
      • Exchange
      • Ticker
      • Interval
      • IsFuture exchange : true if future exchange (default is false, means that spot exchange)
  const ema = require('trading-indicator').ema
  let emaData = await ema(8, "close", "binance", "BTC/USDT", "15m", true)
  console.log(emaData[emaData.length - 1])
  • IchimokuCloud
    • Parameters:
      • conversionPeriod: integer
      • basePeriod: integer
      • spanPeriod: integer
      • displacement: integer
      • Exchange
      • Ticker
      • Interval
      • IsFuture exchange : true if future exchange (default is false, means that spot exchange)
  const ichimokuCloud = require('trading-indicator').ichimokuCloud
  console.log(await ichimokuCloud(9, 26, 52, 26, 'binance', 'BTC/USDT', '1h', false))
  • MACD (Moving Average Convergence Divergence)
    • Parameters:
      • Fast period: integer
      • Slow period: integer
      • Signal period: integer
      • Input source: "open" | "high" | "low" | "close"
      • Exchange
      • Ticker
      • Interval
      • IsFuture exchange : true if future exchange (default is false, means that spot exchange)
    const ichimokuCloud = require('trading-indicator').ichimokuCloud
    console.log(await ichimokuCloud(9, 26, 52, 26, 'binance', 'BTC/USDT', '1h', false))
  • MFI
    • Parameters:
      • MFI period: integer
      • Exchange
      • Ticker
      • Interval
      • IsFuture exchange : true if future exchange (default is false, means that spot exchange)
   const mfi = require('trading-indicator').mfi
   console.log(await mfi(14, "binance", "BTC/USDT", "15m", true))
  • OBV
    • Parameters:
      • Exchange
      • Ticker
      • Interval
      • IsFuture exchange : true if future exchange (default is false, means that spot exchange)
   const obv = require('trading-indicator').obv
   console.log(await obv("binance", "BTC/USDT", "15m", true))
  • RSI
    • Parameters:
      • RSI period: integer
      • Input source: "open" | "high" | "low" | "close"
      • Exchange
      • Ticker
      • Interval
      • IsFuture exchange : true if future exchange (default is false, means that spot exchange)
   const rsi = require('trading-indicator').rsi
   console.log(await rsi(14, "close", "binance", "BTC/USDT", "15m", true))
  • SMA (Simple Moving Average)
    • Parameters:
      • MA period: integer
      • Input source: "open" | "high" | "low" | "close"
      • Exchange
      • Ticker
      • Interval
      • IsFuture exchange : true if future exchange (default is false, means that spot exchange)
  const sma = require('trading-indicator').sma
  let smaData = await sma(8, "close", "binance", "BTC/USDT", "15m", true)
  console.log(smaData[smaData.length - 1])
  • Stochastic RSI
    • Parameters:
      • kPeriod: integer
      • dPeriod: integer
      • rsiPeriod: integer
      • stochasticPeriod: integer
      • Input source: "open" | "high" | "low" | "close"
      • Exchange
      • Ticker
      • Interval
      • IsFuture exchange : true if future exchange (default is false, means that spot exchange)
   const stochasticRSI = require('trading-indicator').stochasticRSI
   console.log(await stochasticRSI(3, 3, 14, 14, "close", "binance", "BTC/USDT", "15m", true))
  • WMA (Weighted Moving Average)
    • Parameters:
      • MA period: integer
      • Input source: "open" | "high" | "low" | "close"
      • Exchange
      • Ticker
      • Interval
      • IsFuture exchange : true if future exchange (default is false, means that spot exchange)
  const wma = require('trading-indicator').wma
  let wmaData = await wma(8, "close", "binance", "BTC/USDT", "15m", true)
  console.log(wmaData[wmaData.length - 1])

Fetch ticker information

  • Parameter:
    • Exchange name
    • Symbol
    • IsFuture exchange
let ticker = await indicators.ticker("binance", symbol, true)

The structure of a ticker is as follows:

{
    'symbol':        string symbol of the market ('BTC/USD', 'ETH/BTC', ...)
    'info':        { the original non-modified unparsed reply from exchange API },
    'timestamp':     int (64-bit Unix Timestamp in milliseconds since Epoch 1 Jan 1970)
    'datetime':      ISO8601 datetime string with milliseconds
    'high':          float, // highest price
    'low':           float, // lowest price
    'bid':           float, // current best bid (buy) price
    'bidVolume':     float, // current best bid (buy) amount (may be missing or undefined)
    'ask':           float, // current best ask (sell) price
    'askVolume':     float, // current best ask (sell) amount (may be missing or undefined)
    'vwap':          float, // volume weighed average price
    'open':          float, // opening price
    'close':         float, // price of last trade (closing price for current period)
    'last':          float, // same as `close`, duplicated for convenience
    'previousClose': float, // closing price for the previous period
    'change':        float, // absolute change, `last - open`
    'percentage':    float, // relative change, `(change/open) * 100`
    'average':       float, // average price, `(last + open) / 2`
    'baseVolume':    float, // volume of base currency traded for last 24 hours
    'quoteVolume':   float, // volume of quote currency traded for last 24 hours
}

Available Alerts

  • Golden cross / Death cross

    • Parameter:

      • MA_FAST (should be 50)
      • MA_SLOW (should be 200)
      • Exchange name
      • Symbol
      • Interval
      • IsFuture exchange

      Sample code

        alerts = require('trading-indicator').alerts
  
  await alerts.goldenCross(50, 200, 'binance', 'BTC/USDT', '1h', false) 
  await alerts.deathCross(50, 200, 'binance', 'BTC/USDT', '1h', false) 
  
  // check both golden/death cross
  await alerts.maCross(50, 200, 'binance', 'BTC/USDT', '1h', false) // response  { goldenCross: false, deathCross: false }

  • RSI in overBought/overSold area

    • Parameter:

      • RSI Period
      • OverBoughtThreshold (75)
      • OverSoldThreshold (25)
      • Exchange name
      • Symbol
      • Interval
      • IsFuture exchange

      Sample code

        alerts = require('trading-indicator').alerts
        
  await alerts.rsiCheck(14, 75, 25, 'binance', 'BTC/USDT', '1h', false) 
  // Test RSIcheck
  // { overBought: false, overSold: false, rsiVal: 27.81 }

  • Price crosses SMA/EMA

    • Parameter:

      • MA Period
      • Exchange name
      • Symbol
      • Interval
      • IsFuture exchange

      Sample code

        alerts = require('trading-indicator').alerts

  await alerts.priceCrossSMA(14, 'binance', 'BTC/USDT', '1h', false) 
  //Test SMA cross
  // { cross: true, direction: 'up' }


  await alerts.priceCrossEMA(14, 'binance', 'BTC/USDT', '1h', false) 
  // Test EMA cross
  // { cross: true, direction: 'down' }

Supported exchanges

Supported interval

  • 1m : 1 minute
  • 5m: 5 minutes
  • 15m: 15 minutes
  • 30m: 30 minutes
  • 45m: 45 minutes
  • 1h : 1 hour
  • 2h : 2 hours
  • 4h : 4 hours
  • 1d : 1 day
  • 1w : 1 week
  • 1M : 1 month

Dependencies