bfx-hf-algo

Bitfinex Honey Framework Algorithmic Order Library for Node.JS

For a description of the included algo orders, see our user docs

Installation

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

Quickstart & Example

To get started, create an object wsSettings required for AOAdapter, then pass them to a new AOHost instance and call startAO(id, args):

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

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

const algoDB = new HFDB({
  schema: HFDBBitfinexSchema,
  adapter: HFDBLowDBAdapter({
    dbPath: path.join(__dirname, '..', 'db', 'example.json')
  })
})

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

host.on('ao:state:update', async (updateOpts) => {
  // send ui updates
})

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

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

host.once('ready', async () => {
  // Start an Iceberg order instance
  const [serialized] = await host.startAO('bfx-iceberg', {
    symbol: 'tBTCUSD',
    price: 21000,
    amount: -0.5,
    sliceAmount: -0.1,
    excessAsHidden: true,
    orderType: 'LIMIT',
    _margin: false,
  })

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

Docs

Refer to the docs/ folder for JSDoc-generated API documentation.

Benchmarking

Environment variables API_KEY and API_SECRET must be defined (in paper mode) Run npm run benchmark:mock and keep it running in a separate terminal Run TARGET=<benchmark name> npm run benchmark:run to generate the reports (destination folder is ./benchmarks_reports), where TARGET is name of JS file in the root of benchmarks folder

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