Crypto Automated Trading System (CATS)

Algorithmic trading bot based on grademark's backtest.ts

Still in development.

Currently, only BitMEX exchanges are supported.

Added new feature @cats/cli .

Development environment

InfluxDB 2.2
MariaDB 10.5
Node.js 16.15.0

Prerequirements

Infrastructure
- InfluxDB 2.2 must be installed and run collector
- MariaDB 10.5 must be installed and run apollo-server.
Define your trading strategy

Infrastructure

mariadb and influxdb setup automatically.

docker compose up -d

Getting Started

Add CLI 'cats'

git clone https://github.com/Seungwoo321/cats.git
cd cats/packages/cats-cli
npm link 

cats --version

Installation

npm install

build

npm run build

Lint

npm run lint:fix

Usage

run apollo server

# dev
npm run dev:apollo -w @cats/apollo-server

# production
npm run serve:apollo -w @cats/apollo-server

run collector

Usage 1. one line:

cats collector \
    --exchange-id bitmex \
    --exchange-mode production \
    --symbol BTC/USD:BTC \
    --timeframe 1h \
    --startDate "2022-01-01 00:00:00" \
    --endDate "2022-07-13 00:00:00" \
    --token cats

Usage 2. interactive:

cats collector
? Enter a token to access Influx2 (http://localhost:8086) 2QR9pFvw6sNxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
? Please select the exchange to collect Bitmex
? exchangeMode: test
? Please select an symbol BTC/USD:BTC
? Please select a time unit 5 min
? Select a start date:  2022-06-01 12:00:00
? Select a end date:  2022-06-07 08:38:00
Colleting data... |████████████████████████████████████████| 100% || 20/20 Requsts

run create bot

Usage 1. one line:

## command
cats create test-bot \
    --symbol BTC/USD:BTC \
    --strategy a \
    --timeframe 1d \
    --exchange-id bitmex
    --exchange-access-key <api-key> \
    --exchagne-secret-key <secret-key> \
    --exchange-mode test 

## ouptut
Successfully registered. 
run command: cats list test-bot

Usage 2. interactive:

## command
$ cats create test-bot

? Please select the exchange to be used by ccxt Bitmex
? exchangeMode: test
? Enter the exchange API KEY to be used by ccxt <api-key>
? Enter the exchange SECRET KEY to be used by ccxt <secret-key>
? Please select an symbol BTC/USD:BTC
? Please select a time unit 1 day
? Please select a strategy name a

## ouptut
Successfully registered. 
run command: cats list test-bot

Both methods work the same

run bot

DEBUG=trading:bitmex,execution-trading:bitmex cats run test-bot

Define trading strategy

See here

For example, write the strategy name a as:

// strategy/a.js 
require('data-forge-indicators')

module.exports = {
    // required
    entryRule: async (enterPostion, args) => {
        if (/** If you want to enter a long position */) {
            await enterPosition({ symbol: args.parameters.symbol, direction: 'long', entryPrice: args.parameters.entryPrice })

        } else if (/** If you want to enter a short position */) {
            await enterPosition({ symbol: args.parameters.symbol, direction: 'short', entryPrice: args.parameters.entryPrice })

        }
    },
    // required
    exitRule: async (exitPosition, args) => {
        if (args.position.direction === 'long') {
            if (/** If you want to exit long position */) {
                await exitPosition(args.parameters.symbol)
            }

        } else {
            if (/** If you want to exit short position */) {
                await exitPosition(args.parameters.symbol)
            }
        }
    },

    // option
    stopLoss: args => {
        return args.entryPrice * (5 / 100)
    },

    // option
    trailingStopLoss: args => {
        return args.entryPrice * (5 / 100)
    },

    // option
    prepIndicators: ({ inputSeries }) => {
        if (!inputSeries.toArray().length) {
            return inputSeries
        }
        // If you want to add "Moving Average"
        const sma20 = inputSeries
            .deflate(bar => bar.close)
            .sma(20)
        inputSeries = inputSeries.withSeries('sma20', movingAverage)
            .skip(20)
        const sma60 = inputSeries
            .deflate(bar => bar.close)
            .sma(60)
        inputSeries = inputSeries.withSeries('sma60', movingAverage)
            .skip(60)
        const sma60 = inputSeries
            .deflate(bar => bar.close)
            .sma(120)
        inputSeries = inputSeries.withSeries('sma60', movingAverage)
            .skip(120)
        return inputSeries
    }
}

// strategy/index.js 
const a = require('./a')

module.exports = {
    a
}

@cats/cli

$ cats --help

Usage: cats <command> [options]

Options:
  -V, --version                output the version number
  -h, --help                   display help for command

Commands:
  create [options] <bot-name>  Configure variables to run the bot application.
  list [options] [bot-name]    List the bot application configured. Require --all flags or [bot name].
  delete [options] [bot-name]  Delete the bot application configured. Require --all flags or [bot name].
  run [options] <bot-name>     run bot created app
  serve <bot-name>             pm2 start <bot-name>
  pm2                          pm2 installed in devDependencies
  collector [options]          Collect candles from exchanges into influxdb.
  help [command]               display help for command

  Run cats <command> --help for detailed usage of given command.

$ cats create --help

Usage: cats create [options] <bot-name>

Configure variables to run the bot application.

Options:
  --symbol <symbol>                          currency symbol to apply automatic trading
  --strategy <strategy>                      trading strategy e.g ...
  --timeframe <timeframe>                    trading cycle. e.g 30m,1h,4h,1d
  --exchange-id <exchangeId>                 ccxt for EXCHANGE_ID - https://docs.ccxt.com/en/latest/manual.html#instantiation
  --exchange-api-key <exchangeApiKey>        ccxt for EXCHANGE_API_KEY - https://docs.ccxt.com/en/latest/manual.html#instantiation
  --exchange-secret-key <exchangeSecretKey>  ccxt for EXCHANGE_SECRET_KEY - https://docs.ccxt.com/en/latest/manual.html#instantiation
  --exchange-mode <exchangeMode>             ccxt for enable exchange’s sandbox - https://docs.ccxt.com/en/latest/manual.html#testnets-and-sandbox-environments
  -h, --help                                 display help for command

$ cats list --help

Usage: cats list [options] [bot-name]

List the bot application configured. Require --all flags or [bot name].

Options:
  -a, --all   List all settings.
  -h, --help  display help for command

$ cats delete --help

Usage: cats delete [options] [bot-name]

Delete the bot application configured. Require --all flags or [bot name].

Options:
  -a, --all   Delete all settings.
  -h, --help  display help for command

$ cats run --help

Usage: cats run [options] <bot-name>

run bot created app

Options:
  --symbol <symbol>         currency symbol to apply automatic trading
  --strategy <strategy>     trading strategy e.g ...
  --timeframe <timeframe>   trading cycle. e.g 30m,1h,4h,1d
  -c, --capital <capital>   starting capital. currency is XBt (Satoshi)
  -f, --force               force to apply capital
  --skip                    first only skip
  -h, --help                display help for command

$ cats serve --help

Usage: cats serve [options] <bot-name>

pm2 start <bot-name>

Options:
  -c, --capital <capital>  starting capital. currency is XBt (Satoshi)
  -f, --force              force to apply capital
  -h, --help               display help for command

$ cats collector --help

Usage: cats collector [options]

Collect candles from exchanges into influxdb.

Options:
  --exchange-id <exchangeId>      exchange Name to collect data. eg. bitmex
  --exchange-mode <exchangeMode>  ccxt for enable exchange’s sandbox - https://docs.ccxt.com/en/latest/manual.html#testnets-and-sandbox-environments
  --symbol <symbol>               currency symbol
  --timeframe <timeframe>         trading cycle
  --startDate <startDate>         data collection start date
  --endDate <endDate>             data collection end date
  --token <influxdb-token>        Token for access Influxdb (localhost:8086)
  -h, --help                      display help for command

$ cats backtest --help

Usage: cats backtest [options]

backtesting grademark - https://github.com/Grademark/grademark

Options:
  --exchange-id <exchangeId>      exchange Name to collect data. eg. bitmex
  --exchange-mode <exchangeMode>  ccxt for enable exchange’s sandbox - https://docs.ccxt.com/en/latest/manual.html#testnets-and-sandbox-environments
  --symbol <symbol>               currency symbol
  --strategy <strategy>           trading strategy e.g ...
  --timeframe <timeframe>         trading cycle
  --startDate <startDate>         backtest start date
  --endDate <endDate>             backtest end date
  --token <token>                 Token for access Influxdb (localhost:8086)
  -c, --capital <capital>         starting capital. currency is XBt (Satoshi)
  -h, --help                      display help for command

License

MIT