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consolidate trading configuration and provide example
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‎README.md

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Original file line numberDiff line numberDiff line change
@@ -293,6 +293,69 @@ You should only provide one of them, first wins.
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})
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```
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### Live Strategy
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Every strategy stat should be live must be places inside `trade`.
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```json
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{
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"trade": {
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"strategies": [
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{
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"strategy": "dip_catcher",
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"interval": "15m",
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"options": {
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"period": "15m"
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}
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}
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]
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}
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}
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```
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Inside logs, visible via browser ui, you can double check the strategies init process after the application started.
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```
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[info] Starting strategy intervals
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[info] "binance_futures" - "ETHUSDT" - "trade" - init strategy "dip_catcher" (15m) in 11.628 minutes
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[info] "binance_futures" - "BTCUSDT" - "trade" first strategy run "dip_catcher" now every 15.00 minutes
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```
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### Full Trade Example
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An example `instance.js` which trades can be found inside `instance.js.dist_trade`. Rename it or move the content to you file.
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```js
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const c = (module.exports = {});
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c.symbols = [
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{
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symbol: 'ETHUSDT',
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exchange: 'binance_futures',
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periods: ['1m', '15m', '1h'],
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trade: {
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currency_capital: 10,
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strategies: [
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{
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strategy: 'dip_catcher',
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interval: '15m',
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options: {
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period: '15m'
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}
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}
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]
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},
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watchdogs: [
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{
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name: 'risk_reward_ratio',
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target_percent: 3.1,
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stop_percent: 2.1
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}
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]
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}
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];
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```
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### Margin / Leverage
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Per pair you can set used margin before orders are created; depending on exchange

‎instance.js.dist_trade

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@@ -0,0 +1,28 @@
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const c = (module.exports = {});
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c.symbols = [
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{
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symbol: 'ETHUSDT',
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exchange: 'binance_futures',
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periods: ['1m', '15m', '1h'],
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trade: {
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currency_capital: 10,
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strategies: [
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{
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strategy: 'dip_catcher',
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interval: '15m',
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options: {
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period: '15m'
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}
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}
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]
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},
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watchdogs: [
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{
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name: 'risk_reward_ratio',
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target_percent: 3.1,
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stop_percent: 2.1
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}
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]
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}
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];

‎src/modules/exchange/exchange_manager.js

+1-1
Original file line numberDiff line numberDiff line change
@@ -20,7 +20,7 @@ module.exports = class ExchangeManager {
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.map(exchange => exchange.getName())
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.forEach(exchangeName => {
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const pairs = this.instances.symbols.filter(symbol => {
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return symbol.exchange === exchangeName && ['watch', 'trade'].includes(symbol.state);
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return symbol.exchange === exchangeName;
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});
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if (pairs.length === 0) {

‎src/modules/listener/tick_listener.js

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@@ -179,7 +179,15 @@ module.exports = class TickListener {
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me.logger.info(`Strategy: "${type.name}" found "${type.items.length}" valid symbols`);
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type.items.forEach(symbol => {
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symbol.strategies.forEach(strategy => {
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// map strategies
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let strategies = [];
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if (type.name === 'watch') {
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strategies = symbol.strategies;
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} else if (type.name === 'trade') {
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strategies = symbol.trade.strategies;
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}
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strategies.forEach(strategy => {
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let myInterval = '1m';
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if (strategy.interval) {

‎src/modules/pairs/pairs_http.js

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@@ -16,14 +16,17 @@ module.exports = class PairsHttp {
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const position = await this.exchangeManager.getPosition(symbol.exchange, symbol.symbol);
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const state = await this.pairStateManager.get(symbol.exchange, symbol.symbol);
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const strategiesTrade = symbol.trade && symbol.trade.strategies ? symbol.trade.strategies : [];
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const item = {
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exchange: symbol.exchange,
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symbol: symbol.symbol,
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watchdogs: symbol.watchdogs,
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state: symbol.state,
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is_trading: strategiesTrade.length > 0,
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has_position: position !== undefined,
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capital: `${_.get(symbol, 'trade.capital', 0)} / ${_.get(symbol, 'trade.currency_capital', 0)}`,
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strategies: symbol.strategies || [],
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strategies_trade: strategiesTrade,
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weight: 0
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};
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‎src/modules/trade.js

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@@ -52,13 +52,9 @@ module.exports = class Trade {
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const instanceId = crypto.randomBytes(4).toString('hex');
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const notifyActivePairs = this.instances.symbols
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.filter(symbol => {
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return ['watch', 'trade'].includes(symbol.state);
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})
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.map(symbol => {
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return `${symbol.exchange}.${symbol.symbol}`;
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});
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const notifyActivePairs = this.instances.symbols.map(symbol => {
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return `${symbol.exchange}.${symbol.symbol}`;
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});
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const message = `Start: ${instanceId} - ${os.hostname()} - ${os.platform()} - ${moment().format()} - ${notifyActivePairs.join(
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', '

‎src/utils/instance_util.js

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@@ -30,8 +30,7 @@ module.exports = {
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let result = {
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symbol: pair.name,
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periods: ['1m', '15m', '1h'],
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exchange: 'ftx',
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state: 'watch'
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exchange: 'ftx'
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};
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if (callback) {
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let result = {
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symbol: pair.symbol,
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periods: ['1m', '15m', '1h'],
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exchange: 'binance',
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state: 'watch'
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exchange: 'binance'
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};
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if (callback) {
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let result = {
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symbol: pair.symbol,
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periods: ['1m', '15m', '1h'],
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exchange: 'bitmex',
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state: 'watch'
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exchange: 'bitmex'
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};
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if (callback) {
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let result = {
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symbol: pair.symbol,
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periods: ['1m', '15m', '1h'],
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exchange: 'binance_futures',
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state: 'watch'
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exchange: 'binance_futures'
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};
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if (callback) {
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let result = {
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symbol: pair.pair.toUpperCase(),
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periods: ['1m', '15m', '1h'],
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exchange: 'bitfinex',
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state: 'watch'
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exchange: 'bitfinex'
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};
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if (callback) {
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let result = {
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symbol: pair.name,
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periods: ['1m', '15m', '1h'],
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exchange: 'bybit',
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state: 'watch'
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exchange: 'bybit'
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};
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if (callback) {

‎templates/pairs.html.twig

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@@ -38,7 +38,8 @@
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<th scope="col">Symbol</th>
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<th scope="col">State</th>
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<th scope="col">Capital</th>
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<th scope="col">Strategies</th>
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<th scope="col">Strategies Watch</th>
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<th scope="col">Strategies Trade</th>
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<th scope="col">Options</th>
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<th scope="col">Process</th>
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<th scope="col">Action</th>
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<tbody>
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{% for pair in pairs %}
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<tr>
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<td style="white-space: nowrap"><img src="/img/exchanges/{{ pair.exchange }}.png" title="{{ pair.exchange }}" alt="{{ pair.exchange }}" width="16px" height="16px"></td>
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<td style="white-space: nowrap"><a target="blank" href="/tradingview/{{ pair.exchange }}:{{ pair.symbol }}">{{ pair.symbol }}</td>
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<td>{{ pair.state }}</td>
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<td><strong>{{ pair.capital }}</strong></td>
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<td class="text-muted"><span class="span-md">{{ pair.strategies|json_encode }}</span></td>
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<td class="no-wrap"><img src="/img/exchanges/{{ pair.exchange }}.png" title="{{ pair.exchange }}" alt="{{ pair.exchange }}" width="16px" height="16px"></td>
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<td class="no-wrap"><a target="blank" href="/tradingview/{{ pair.exchange }}:{{ pair.symbol }}">{{ pair.symbol }}</td>
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<td class="no-wrap">{{ pair.is_trading ? '<i class="fas fa-cart-plus font-weight-bold"></i>' : '<i class="fas fa-eye text-muted"></i>' }}</td>
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<td class="no-wrap"><strong>{{ pair.capital }}</strong></td>
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<td class="text-muted"><span class="span-md">{% if pair.strategies.length > 0 %}{{ pair.strategies|json_encode }}{% endif %}</span></td>
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<td class="text-muted"><span class="span-md">{% if pair.strategies_trade.length > 0 %}{{ pair.strategies_trade|json_encode }}{% endif %}</span></td>
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<td class="text-muted">
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<span class="span-md">
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{% if pair.watchdogs %}

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