bfx-hf-strategy-exec: A JavaScript repository from robertkowalski

Bitfinex Honey Framework Trading Strategy Live Execution Module for Node.JS

This module can execute strategies built with bfx-hf-strategy on a live data stream from Bitfinex via v2 of the WS API. Strategy indicators are initially seeded with the last 1000 candles by default, but this is configurably with the seedCandleCount argument. Trade data can be included on the stream by passing includeTrades: true when calling exec().

Features

Cross-compatible with bfx-hf-backtest allowing the same strategy to be both backtested and executed seamlessly
Execute trading strategies on the live Bitfinex markets
Utilizes a multiplexing websocket connection manager to scale with channel subscriptions

Installation

npm i --save bfx-hf-strategy-exec

Quickstart & Example

const { SYMBOLS, TIME_FRAMES } = require('bfx-hf-util')
const { Manager } = require('bfx-api-node-core')
const exec = require('bfx-hf-stratey-exec')
const CustomTradingStrategy = require('./somewhere')

const ws2Manager = new Manager({ /*...*/ }) // see bfx-api-node-core docs
const strategy = await CustomTradingStrategy({ /* optionally pass args */ })

ws2Manager.onceWS('event:auth:success', {}, async (authEvent, ws) => {
  strategy.ws = ws

  await exec(strategy, ws2Manager, {
    symbol: SYMBOLS.EOS_USD, // data stream symbol
    tf: TIME_FRAMES.ONE_DAY, // candle data stream time frame
    includeTrades: true,
    seedCandleCount: 5000    // indicator candle seed window
  })
})

ws2Manager.openWS()

Docs

For executable examples refer to the examples/ folder. JSDoc generated API documentation can be found within docs/api.md.

Contributing