Algo Trading

This is a sample project created while teaching a LearnApp course - Learn How Algo Trading Works

NOTE:

We do not recommend or want anyone to use this as a live system. It is for demonstration and educational purposes only. Use it to further your research only.

📈 Learn How Algo Trading Works

In this course we have discussed the followings:

What is a trading system
What is algorithmic trading and how it differs from normal manual trading
How to connect and use a Stock Broker's API. Here we have taken the example of Kite API from Zerodha
We describe a highly profitable strategy which is a variant of momentum strategy
We also describe and backtest the strategy to put our algorithm to the test of time

🙈 Prerequisite

You will need NodeJS version 9 or above
Good understanding of ES6 ... Learn ES6 Here
Access to a stock broker's APIs
Update the api_key and api_secret in src/config.js

module.exports = {
  kiteConfig: {
    api_key: '<YOUR API KEY>',
    api_secret: '<YOUR API SECRET>',
  }
}

🚀 Installation

Install the project dependencies as follows

npm install

To start the server use

npm start

This will start the server at http://localhost:8080

🔗 API

Status

Check the API status

GET /

Login

GET /login

Login Callback

On successful login, Kite will redirect to the login callback with a request_token query parameter.

GET /login/callback?success=true&request_token=xxxx

Backtest

Start the Backtest

GET /backtest?year=2018&shouldDownload=yes

There are two optional query parameters for this request -

year The year for which to run the backtest (defaults to 2018)
shouldDownload Whether or not to download the OHLC data for all NFO stocks before running the backtest (defaults to false). If any value is present in this parameter, then it will be treated as true value

NOTE: It is important that you login before running the backtest for the first time. Also, you must login before running the backtest if you wish to download the yearly ohlc data.

💻 Development

The project has ESLint support to help you maintain best coding practices and can be run as follows

npm run lint

SSL

You can optionally configure the server to run on https:// but you will need to generate SSL certificates for that. You can generate a self signed certificate for localhost as follows:

openssl genrsa -out localhost.key 2048
openssl req -new -x509 -key localhost.key -out localhost.cert -days 3650 -subj /CN=localhost

There is a helper script already in this which you can use ./generate-ssl-certs.sh

If you wish to use SSL, you will need to modify the code as follows:

const fs = require('fs');
const https = require('https');

const express = require('express');

const app = express();

const server = https.createServer({
  key: fs.readFileSync('./certs/localhost.key'),
  cert: fs.readFileSync('./certs/localhost.cert'),
  requestCerts: false,
  rejectUnauthorized: false,
}, app);

// ...
// --- api routes related code 
// ...

server.listen(8080, () => console.log('Server is listening on port 8080'));

gokul-t/algo-trading