gochartingadmin / bfx-hf-algo

Bitfinex Honey Framework Algorithmic Order Library for Node.JS

This library implements an algorithmic order system using the Bitfinex Node.JS API, and provides several official algo orders which serve as reference implementations.

The system is exchange-agnostic and relies on external adapter libraries for the actual exchange API connection. For bitfinex, this adapter is provided by the bfx-hf-ext-plugin-bitfinex library.

Features

• Event-driven algorithm host (AOHost class)
• Plugin-based exchange API connection, enabling the development of adapters for new exchanges
• TWAP (see docs/twap.md)
• Ping/Pong (see docs/ping_pong.md)
• Accumulate/Distribute (see docs/accumulate_distribute.md)
• MA Crossover (see docs/ma_crossover.md)
• Iceberg (see docs/iceberg.md)

Installation

npm i --save bfx-hf-algo
npm i --save bfx-hf-ext-plugin-bitfinex
npm i --save bfx-hf-models-adapter-lowdb

Quickstart & Example

To get started, initialize an AOAdapter and HFDB instance, then pass them to a new AOHost instance and call startAO(id, args):

const HFDB = require('bfx-hf-models')
const HFDBLowDBAdapter = require('bfx-hf-models-adapter-lowdb')
const {
  AOAdapter,
  schema: HFDBBitfinexSchema
} = require('bfx-hf-ext-plugin-bitfinex')

const {
  AOHost, PingPong, Iceberg, TWAP, AccumulateDistribute, MACrossover
} = require('bfx-hf-algo')

const host = new AOHost({
  aos: [PingPong, Iceberg, TWAP, AccumulateDistribute, MACrossover],
  adapter: new AOAdapter({
    apiKey: '...',
    apiSecret: '...',
    dms: 4
  }),

  db: new HFDB({
    schema: HFDBBitfinexSchema,
    adapter: HFDBLowDBAdapter({
      dbPath: `${__dirname}/db.json`,
    })
  })
})

host.on('ao:start', (instance) => {
  const { state = {} } = instance
  const { id, gid } = state
  console.log('started AO %s [gid %s]', id, gid)
})

host.on('ao:stop', (instance) => {
  const { state = {} } = instance
  const { id, gid } = state
  console.log('stopped AO %s [gid %s]', id, gid)
})

host.on('ws2:auth:error', (packet) => {
  console.log('error authenticating: %j', packet)
})

host.on('error', (err) => {
  console.log('error: %s', err)
})

host.once('ws2:auth:success', async () => {

  // Start an Iceberg order instance
  const gid = await host.startAO('bfx-iceberg', {
    symbol: 'tBTCUSD',
    price: 21000,
    amount: -0.5,
    sliceAmount: -0.1,
    excessAsHidden: true,
    orderType: 'LIMIT',
    submitDelay: 150,
    cancelDelay: 150,
    _margin: false,
  })

  // later, host.stopAO(gid)
})

Docs

Refer to the docs/ folder for JSDoc-generated API documentation. For an overview of the architecture, see docs/overview.md.

Contributing

1. Fork it
2. Create your feature branch (git checkout -b my-new-feature)
3. Commit your changes (git commit -am 'Add some feature')
4. Push to the branch (git push origin my-new-feature)
5. Create a new Pull Request