The open-source and cross-platform trading framework
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Mida is an open-source and cross-platform trading framework developed by Reiryoku Technologies and its contributors. Designed from the ground up to provide a solid, versatile and platform-neutral environment for creating algorithmic trading systems, indicators, market analysis tools or just trading applications depending on use cases.
Mida can be used with TypeScript and JavaScript on Node.js and can be additionally enhanced through C++ or AssemblyScript modules for near-native performance.
Mida is platform-neutral, this means that any trading platform could be easily integrated in the ecosystem. Applications built with Mida can be easily executed on different trading platforms.
Join the community on Discord and Telegram to get help you with your first steps.
Mida is distributed on npm.
npm install @reiryoku/midaHow to login into a Binance Spot account.
import { login, } from "@reiryoku/mida";
const myAccount = await login("Binance/Spot", {
apiKey: "***",
apiSecret: "***",
});Read how to use Mida with Binance to
get your apiKey and apiSecret credentials.
How to login into a Bybit Futures account.
import { login, } from "@reiryoku/mida";
const myAccount = await login("Bybit/Futures", {
apiKey: "***",
apiSecret: "***",
});Read how to use Mida with Bybit to
get your apiKey and apiSecret credentials.
How to login into a cTrader account.
import { login, } from "@reiryoku/mida";
const myAccount = await login("cTrader", {
clientId: "***",
clientSecret: "***",
accessToken: "***",
accountId: "***",
});Read how to use Mida with cTrader to
get your clientId, clientSecret, accessToken and accountId credentials.
How to login into multiple accounts.
import { login, } from "@reiryoku/mida";
const myAccount1 = await login("Binance/Spot", { /* ... */ });
const myAccount2 = await login("Bybit/Futures", { /* ... */ });
const myAccount3 = await login("cTrader", { /* ... */ });How to get the account balance, equity and margin.
import { log, } from "@reiryoku/mida";
log(await myAccount.getBalance());
log(await myAccount.getEquity());
log(await myAccount.getFreeMargin());
log(await myAccount.getUsedMargin());How top open a long position for BTC/USDT.
import { log, MidaOrderDirection, } from "@reiryoku/mida";
const myOrder = await myAccount.placeOrder({
symbol: "BTCUSDT",
direction: MidaOrderDirection.BUY,
volume: 1,
});
log(myOrder.id);
log(myOrder.executionPrice);
log(myOrder.filledVolume);
log(myOrder.trades);
const myPosition = await order.getPosition();
log(myPosition);How to open a short position for EUR/USD.
import { log, MidaOrderDirection, } from "@reiryoku/mida";
const myOrder = await myAccount.placeOrder({
symbol: "EURUSD",
direction: MidaOrderDirection.SELL,
volume: 0.1,
});
log(myOrder.id);
log(myOrder.executionPrice);
log(myOrder.filledVolume);
log(myOrder.trades);
const myPosition = await order.getPosition();
log(myPosition);How to open a long position for ETH/USDT with error handler.
import {
log,
MidaOrderDirection,
MidaOrderRejection,
} from "@reiryoku/mida";
const myOrder = await myAccount.placeOrder({
symbol: "ETHUSDT",
direction: MidaOrderDirection.BUY,
volume: 888,
});
if (myOrder.isRejected) {
switch (myOrder.rejection) {
case MidaOrderRejection.MARKET_CLOSED: {
log("The market is closed!");
break;
}
case MidaOrderRejection.NOT_ENOUGH_MONEY: {
log("You don't have enough money in your account!");
break;
}
case MidaOrderRejection.INVALID_SYMBOL: {
log("Your account doesn't support trading Ethereum!");
break;
}
}
}More examples
How to open a long position for GBP/USD with stop loss and take profit.
import { MidaOrderDirection, } from "@reiryoku/mida";
const symbol = "GBPUSD";
const lastBid = await myAccount.getSymbolBid(symbol);
const myOrder = await myAccount.placeOrder({
symbol,
direction: MidaOrderDirection.BUY,
volume: 0.1,
protection: {
stopLoss: lastBid.subtract(0.0010), // <= SL 10 pips
takeProfit: lastBid.add(0.0030), // <= TP 30 pips
},
});How to close an open position.
import {
MidaOrderDirection,
MidaPositionDirection,
} from "@reiryoku/mida";
await myPosition.close();
// or
await myPosition.subtractVolume(myPosition.volume);
// or
await myAccount.placeOrder({
positionId: myPosition.id,
direction: myPosition.direction === MidaPositionDirection.LONG ? MidaOrderDirection.SELL : MidaOrderDirection.BUY,
volume: myPosition.volume,
});How to retrieve all pending orders and open positions.
import { log, } from "@reiryoku/mida";
log(await myAccount.getPendingOrders());
log(await myAccount.getOpenPositions());How to set/change take profit and stop loss for an open position.
await myPosition.changeProtection({
takeProfit: 200,
stopLoss: 100,
});Computers can only natively store integers, so they need some way of representing
decimal numbers. This representation is not perfectly accurate. This is why, in
most programming languages 0.1 + 0.2 != 0.3, for financial and monetary calculations
this can lead to unreversible losses.
In Mida, decimal numbers and calculations are accurately represented by the MidaDecimal API.
import { decimal, } from "@reiryoku/mida";
// BAD (native behaviour)
0.1 + 0.2; // 0.30000000000000004
// GOOD (with Mida decimals)
decimal(0.1).add(0.2); // 0.3
// GOOD (with Mida decimals)
decimal("0.1").add("0.2"); // 0.3In Mida, every calculation under the hood is made using decimals and every native number
passed to Mida is internally converted to decimal, input values in the Mida APIs
such as a limit price are usually expressed as a MidaDecimalConvertible which is an alias
for MidaDecimal | string | number, the input values are internally converted to MidaDecimal
and most Mida interfaces exposes decimal numbers unless otherwise stated.
Read more about the Decimals API.
How to retrieve all symbols available for your trading account.
import { log, } from "@reiryoku/mida";
const symbols = await myAccount.getSymbols();
log(symbols);How to retrieve a complete symbol.
import { log, } from "@reiryoku/mida";
const symbol = await myAccount.getSymbol("#AAPL");
if (!symbol) {
log("Apple stocks are not available for this account!");
}
else {
log(symbol.baseAsset);
log(symbol.quoteAsset);
log(symbol.digits);
log(symbol.minLots); // Minimum volume for an order
log(symbol.maxLots); // Maximum volume for an order
log(await symbol.isMarketOpen());
}How to get the price of a symbol.
import { log, } from "@reiryoku/mida";
const symbol = await myAccount.getSymbol("BTCUSDT");
const price = await symbol.getBid();
// or
const price = await myAccount.getSymbolBid("BTCUSDT");
log(`Bitcoin price is ${price} USDT`);How to listen the real-time ticks of a symbol.
import { log, createMarketWatcher, } from "@reiryoku/mida";
const marketWatcher = await createMarketWatcher({ tradingAccount: myAccount, });
await marketWatcher.watch("BTCUSDT", { watchTicks: true, });
marketWatcher.on("tick", (event) => {
const { tick, } = event.descriptor;
log(`Bitcoin price is now ${tick.bid} USDT`);
});How to listen the real-time candlesticks of a symbol (when the last live candlesticks are updated/closed).
import {
log,
createMarketWatcher,
MidaTimeframe,
} from "@reiryoku/mida";
const marketWatcher = await createMarketWatcher({ tradingAccount: myAccount, });
await marketWatcher.watch("BTCUSDT", {
watchPeriods: true,
timeframes: [
MidaTimeframe.M5,
MidaTimeframe.H1,
],
});
marketWatcher.on("period-update", (event) => {
const { period, } = event.descriptor;
switch (period.timeframe) {
case MidaTimeframe.M5: {
log("Last live M5 candlestick updated");
break;
}
case MidaTimeframe.H1: {
log("Last live M5 candlestick updated");
break;
}
}
});
marketWatcher.on("period-close", (event) => {
const { period, } = event.descriptor;
switch (period.timeframe) {
case MidaTimeframe.M5: {
log(`M5 candlestick closed at ${period.close}`);
break;
}
case MidaTimeframe.H1: {
log(`H1 candlestick closed at ${period.close}`);
break;
}
}
});How to get the historical closed candlesticks of a symbol (in Mida, candlesticks and bars are generically called periods).
import { log, MidaTimeframe, } from "@reiryoku/mida";
const periods = await myAccount.getSymbolPeriods("EURUSD", MidaTimeframe.M30);
const lastPeriod = periods[periods.length - 1];
log("Last candlestick start time: " + lastPeriod.startTime);
log("Last candlestick OHLC: " + lastPeriod.ohlc);
log("Last candlestick close price: " + lastPeriod.close);In Mida, the on() method returns an id which can be used later to unsubscribe from the event listener.
const id = marketWatcher.on("period-close", (event) => { /* ... */ });
marketWatcher.removeEventListener(id);A market component is way to encapsulate logic and data reactively evolving as the underlying market changes. Market components can be used to easily create trading systems and independent market analysis logic.
How to create a market component detecting overbought markets
import { marketComponent, } from "@reiryoku/mida";
// A reactive component detecting overbought markets
const OverboughtDetector = marketComponent({
indicators: {
myIndicator: {
type: "RSI",
options: { length: 14, },
input: {
timeframe: MidaTimeframe.M30, // Use M30 candles
type: "close", // Use close prices
},
},
},
computed: {
// A variable calculated every market update
isOverbought () {
return this.myIndicator.lastValue.greaterThan(80);
},
},
// Invoked every market update
update () {
console.log(this.isOverbought);
},
});How to execute a market component
const overboughtDetector = await OverboughtDetector(myAccount, "ETHUSD");How to create a simple ticker
import { marketComponent, } from "@reiryoku/mida";
// A component logging the market prices
const Ticker = marketComponent({
computed: {
spread () {
return this.$ask.subtract(this.$bid);
},
},
update () {
console.log(`Market price has changed for symbol ${this.$symbol}`);
console.log(`Bid price is ${this.$bid}`);
console.log(`Ask price is ${this.$ask}`);
console.log(`The spread is ${this.spread}`);
},
});The this of a market component assumes the state of the component defined by data, computed, indicators and methods,
plus some builtin variables (prefixed by $) such as the current bid and tick prices of the underlying market.
type MidaMarketComponentState = Record<string, any> & {
$component: MidaMarketComponent;
$dependencies: MidaMarketComponentState[];
$tradingAccount: MidaTradingAccount;
$watcher: MidaMarketWatcherDirectives;
$symbol: string;
$completeSymbol: MidaSymbol;
$bid: MidaDecimal;
$ask: MidaDecimal;
$ticks: MidaTick[];
$periods: Record<string, MidaPeriod[]>;
$livePeriods: Record<string, MidaPeriod>;
$indicators: Record<string, any>;
};The update() hook represents any market change such as a market tick, a candle being closed or simply the market being closed or opened. This means that every market event has its own hook.
import { marketComponent, } from "@reiryoku/mida";
const Component = marketComponent({
async tick () {
// Invoked when there is a market tick
},
async periodUpdate (period) {
// Invoked when a last live candlestick is updated
},
async periodClose (period) {
// Invoked when a candlestick is closed
},
// Furthermore, specific timeframes can be targeted
async m15PeriodClose (period) {
// Invoked when a M15 candlestick is closed
},
async marketOpen () {
// Invoked when the market opens
},
async update () {
// Invoked when there is any market update: a tick, a candle close, a market open/close...
},
});How to create a trading system (expert advisor or trading bot).
import {
log,
MidaTradingSystem,
MidaTimeframe,
} from "@reiryoku/mida";
class SuperTradingSystem extends MidaTradingSystem {
watched () {
return {
"BTCUSDT": {
watchTicks: true,
watchPeriods: true,
timeframes: [ MidaTimeframe.H1, ],
},
};
}
async configure () {
// Called once per instance before the first startup
// can be used as async constructor
}
async onStart () {
log("The trading system has started...");
}
async onTick (tick) {
// Implement your strategy
}
async onPeriodClose (period) {
log(`H1 candlestick closed at ${period.open}`);
}
async onStop () {
log("The trading system has been interrupted...");
}
}How to execute a trading system.
import { login, } from "@reiryoku/mida";
import { SuperTradingSystem, } from "./SuperTradingSystem";
const myAccount = await login(/* ... */);
const mySystem = new SuperTradingSystem({ tradingAccount: myAccount, });
await mySystem.start();Trading systems are used under the hood to regulate and execute market components. It's recommended to use the Market Component API over the Trading System API as it allows to quickly develop and maintain an idea in a declarative way.
Mida comes with an out of the box simulator of exchanges and spot trading accounts, for paper trading and backtesting read Paper Trading with Mida.
Mida comes with builtin indicators written in C for native performance. Additionally, new indicators can be created.
How to calculate SMA (Simple Moving Average).
import { log, Mida, MidaTimeframe, } from "@reiryoku/mida";
// Get latest candlesticks on H1 timeframe
const candlesticks = await myAccount.getSymbolPeriods("EURUSD", MidaTimeframe.H1);
const closePrices = candlesticks.map((candlestick) => candlestick.close);
// Calculate RSI on close prices, pass values from oldest to newest
const sma = await Mida.createIndicator("SMA").calculate(closePrices);
// Values are from oldest to newest
log(sma);How to calculate RSI (Relative Strength Index).
import { log, Mida, MidaTimeframe, } from "@reiryoku/mida";
// Get latest candlesticks on H1 timeframe
const candlesticks = await myAccount.getSymbolPeriods("BTCUSDT", MidaTimeframe.H1);
const closePrices = candlesticks.map((candlestick) => candlestick.close);
// Calculate RSI on close prices, pass values from oldest to newest
const rsi = await Mida.createIndicator("RSI", { period: 14, }).calculate(closePrices);
// Values are from oldest to newest
log(rsi);LICENSE
Trading in financial markets is highly speculative and carries a high level of risk.
It's possible to lose all your capital. This project may not be suitable for everyone,
you should ensure that you understand the risks involved. Mida, Reiryoku Technologies and
its contributors are not responsible for any technical inconvenience that
may lead to money loss, for example a stop loss not being set.
| Name or Username | Contribution | GitHub | Contact |
|---|---|---|---|
| Vasile Pește | Founder and maintainer | Vasile-Peste | vasile.peste@reiryoku.com |
| dbvcode | Active collaborator | dbvcode | / |