andreasgebauer/tribeca

Self-hosted high frequency automated market making cryptocurrency trading platform in node.js, angular, typescript and c++

REFUGEES WELCOME!

tribeca.js is a very low latency cryptocurrency market making trading bot with a full featured web client, backtester, and supports direct connectivity to several cryptocoin exchanges. On modern hardware, it can react to market data by placing and canceling orders in under a millisecond.

Runs on the latest node.js (v6 or v7). Persistence is achieved using mongodb. Installation via Docker is supported, but manual installation in a dedicated fresh unix-like instance is recommended.

Compatible Exchanges

	with Post-Only Orders support	without Post-Only
without Maker fees	Coinbase GDAX	OKCoin.com, OKCoin.cn
with Maker and Taker fees	Bitfinex	HitBTC

All currency pairs are supported, otherwise please open a new issue to easily include any missing currency that you would like.

Docker Installation

See dist/Dockerfile section if you use winy or mac.

Manual Installation

1. Ensure your target machine has installed g++ compiler (g++ -v), node v6 or v7 (nodejs -v) and mongoDB v3 or greater (mongo --version).

2. Run git clone ssh://git@github.com/ctubio/tribeca in any location that you wish.

3. Copy etc/tribeca.json.dist to etc/tribeca.json and modify the configuration options, see configuration section. Point the instance towards the running mongoDB instance (usually just mongodb://localhost:27017/tribeca).

4. Run npm start in the toplevel path of the git cloned repository. This will run tribeca.js in the background using forever. But before, it will install all local dependencies in node_modules folder and will compile TypeScript in src folder to CommonJS in app folder if it was not already done before.

Optional:

1. Install the system daemon script dist/tribeca-init.sh (to make use of service tribeca start from anywhere instead of cd path/to/tribeca && npm start) see dist folder.

2. Replace the certificate at etc/sslcert folder with your own, see web ui section. But, the certificate provided is a fully featured default openssl, that you may just need to authorise in your browser.

3. Set environment variable TRIBECA_CONFIG_FILE to full path of tribeca.json if you run the app manually from other locations with nodejs path/to/tribeca.js. The environment variable is not needed if the working directory is the root folder where tribeca.js is located.

Configuration

See etc folder.

Upgrade to the latest commit

Feel free anytime to check if there are new modifications with npm run diff.

Once you decide that is time to upgrade, execute npm run latest to download and install the latest modifications in your remote branch (or directly npm run reinstall to skip the display of the new commit messages).

After install the latest version, all running instances will be restarted.

Multiple instances party time

Please note, an "instance" is in fact a config file under etc folder; using a single machine and the same source folder, you can run as many instances as config files you have in etc folder (limited by the available free RAM).

You can list the current instances running anytime with npm run list.

Simple commands like npm start, npm stop or npm restart (without any config file defined) will use the default config file etc/tribeca.json.

To run multiple instances using a collection of config files:

1. Create a new config file with cp etc/tribeca.json etc/Xibeca_party_time.json (with any name but .json extension).

   1. Edit the value of WebClientListenPort in the new config file to set a new port, so all applications have a unique port to display the UI.

   2. Edit the value of MongoDbUrl in the new config file to set a new database name, so all applications have a unique database to save the data. You dont need to modify the host:port because a single database host can have multiple databases inside.

   3. Edit the values of TRIBECA_MODE, EXCHANGE and TradedPair in the new config file as you alternatively desire.

2. Run the new instance with npm start --tribeca:config=Xibeca_party_time.json, also the commands npm stop and npm restart allow the parameter --tribeca:config=, the value is simply the filename of the config file under etc folder that you want to run; this value will also be used as the uid of the process executed by forever.

3. Open in the web browser the different pages of the ports of the different running instances, or display the UI of all instances together in a single page using the MATRYOSHKA link in the footer and the config option MatryoshkaUrl.

After multiple config files are setup under etc folder, to control them all together instead of one by one, the commands npm run startall, npm run stopall and npm run restartall are also available, just remember that config files with a filename starting with underscore symbol "_" will be skipped.

Application Usage

1. Open your web browser to connect to HTTPS port 3000 (or value of WebClientListenPort) of the machine running tribeca. If you're running tribeca locally on Mac/Windows on Docker, replace "localhost" with the address returned by boot2docker ip.

2. Read up on how to use tribeca and market making in the manual.

3. Set up trading parameters to your liking in the web UI. Click the "BTC/USD" button so it is green to start making markets.

Web UI

Once tribeca is up and running, visit HTTPS port 3000 (or value of WebClientListenPort) of the machine on which it is running to view the admin view. There are inputs for quoting parameters, grids to display market orders, market trades, your trades, your order history, your positions, and a big button with the currency pair you are trading. When you're ready, click that button green to begin sending out quotes. The UI uses a healthy mixture of socket.io and angularjs observed with reactivexjs.

If you want to generate your own certificate see SSL for internal usage.

In case you really want to use plain HTTP, remove the files server.crt and server.key inside etc/sslcert folder.

REST API

Tribeca also exposes a REST API of all it's data. It's all the same data you would get via the Web UI, just a bit easier to connect up to via other applications. Visit http://localhost:3000/data/md for the current market data, for instance.

Charts

The metrics are not saved anywhere, is just UI data collected with a visibility retention of 6 hours, to display over time:

• Market Fair Value with High and Low Prices
• Trades Complete
• Target Position for BTC currency (TBP)
• Target Position for Fiat currency
• EWMA values for Quote Protection and APR
• Amount available in wallet for buy
• Amount held in open trades for buy
• Amount available in wallet for sell
• Amount held in open trades for sell
• Total amount available and held at both sides in BTC currency
• Total amount available and held at both sides in Fiat currency

Test units and Build notes

Feel free to run npm test anytime.

To rebuild the application with your modifications, please run npm install or directly npm run postinstall.

To rebuild the C++ shared objects with your modifications, please run node-gyp rebuild.

To pipe the output to stdout, execute the application in the foreground with nodejs tribeca.js.

To ignore the output, execute the application in the background with forever start tribeca.js or with the alias npm start.

To debug the server code with chrome-devtools, attach the node debugger with nodejs --inspect tribeca.js (from your local, you can open a ssh tunnel to access it with ssh -N -L 9229:127.0.0.1:9229 user@host).

Passing a config filename as a parameter after tribeca.js is also allowed, like nodejs tribeca.js Xibeca_party_time.json.

Unreleased Changelog:

Added nodejs7, typescript2, angular4 and reactivexjs.

Added cleanup of bandwidth, source code, dependencies and installation steps.

Added support for multiple instances/config files with nested matryoshka UI.

Added npm scripts, david-dm, travis-ci, coveralls and codacy.

Added historical charts to replace grafana.

Added C++ math functions.

Updated OKCoin API (since https://www.okcoin.com/t-354.html).

Added Bitfinex API v2.

Release 2.0 Changelog:.

Added new quoting styles PingPong, Boomerang, AK-47.

Added cleanup of database records, memory usage and log recording.

Added audio notices, realtime wallet display, and grafana integration.

Added https, dark theme and new UI elements.

Added a bit of love to Kira.

Release 1.0 Changelog:

see the upstream project michaelgrosner/tribeca.

Donations

nope, this project doesn't have maintenance costs. but you can donate to your favorite developer today! (or tomorrow!)

or see the upstream project michaelgrosner/tribeca.

or donate your time with programming or financial suggestions in the topical IRC channel ##tradingBot at irc.domirc.net on port 6697 (SSL), or 6667 (plain) or feel free to make any question, but questions technically are not donations.