bfx-hf-strategy

Bitfinex Honey Framework Trading Strategy Library for Node.JS

This repo serves as a framework for creating trading bots/strategies on the Bitfinex platform. It consists of a set of order methods and an architecture compatible with bfx-hf-data-server and bfx-hf-backtest for backtests on historical candle/trade data, which can be transitioned seamlessly to trading on the live markets.

Strategies written using this framework must define a set of update methods, called on each tick (with either a trade or a candle), along with a set of indicators which are automatically updated on each tick. The indicators are made available to the strategy methods, and can be queried to direct trading behavior.

Features

• Event-driven design approach allowing strategies to react to market updates in real-time
• Compatibility with bfx-hf-backtest for backtest execution
• Compatibility with bfx-hf-strategy-exec for execution on live markets

Installation

npm i --save bfx-hf-strategy

Quickstart & Example

Using bfx-hf-stratey implies writing a custom strategy utilizing the methods provided by the library. The following is an example of a valid strategy as defined within examples/macd_cross:

const { MACD } = require('bfx-hf-indicators')
const { SYMBOLS, TIME_FRAMES } = require('bfx-hf-util')
const HFS = require('bfx-hf-strategy')

module.exports = ({
  symbol = SYMBOLS.BTC_USD,
  tf = TIME_FRAMES.ONE_HOUR
} = {}) => HFS.define({
  id: 'quickstart_example',
  name: 'quickstart_example',
  symbol,
  tf,

  indicators: {
    macd: new MACD([10, 26, 9])
  },

  // This quickstart example immediately opens a long position, and then no
  // longer reacts to future market updates
  onPriceUpdate: async (state = {}, update = {}) => {
    const position = HFS.getPosition(state)

    if (position) {
      return state
    }

    return HFS.openLongPositionMarket(state, {
      mtsCreate: mts,
      amount: 1,
      price
    })
  }
})

Docs

Refer to docs/usage.md for an overview of the strategy system and methods available at runtime, and docs/api.md for JSDoc-generated API documentation.

Ready to run examples can be found in the examples/ folder

Contributing

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