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bot18

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A high-frequency cryptocurrency trading bot by Zenbot creator @carlos8f

bot18.net

carlos8f/bot18

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var s = module.exports = {} s.name = 'orderbook_power_imbalance' s.version = 'v0.0.0' s.author = 'Carlos Rodriguez <carlos@s8f.org>' s.homepage = 'https://bot18.net/' // standard size for buying s.buy_one_size = '1.0' // when buy_mkt is triggered, use these funds for buy s.buy_mkt_funds = '1000.00' // stop buying after acquiring this (size in asset) s.max_asset = '10.0' // position sell order just before entry with >= this size s.ask_wall = '2.00' // position buy order just before entry with >= this size s.buy_wall = '5.00' // require this for buying, if it drops below, hold s.buy_min_vwap_pct_bias = '4.0' // if it drops below, sell s.sell_max_vwap_pct_bias = '1.0' // require this for buying, if it drops below, sell s.min_vol_bias = '0.4' // mark up buys immediately by % s.profit_stop = '0.3' s.profit_stop_mkt = '0.5' // require this amount of selling in 500ms window to trigger sell_mkt s.sell_mkt_trigger = '20.0' // wait this for cancels before pulling sell_mkt trigger (in ms) s.sell_mkt_delay = 520 // if vwap_pct_bias drops below this, considered "urgent" s.urgent_max_vwap_pct_bias = '-3.0' // require this amount of buying in 500ms window to trigger sell_mkt s.buy_mkt_trigger = '40.0' // wait this for cancels before pulling buy_mkt trigger (in ms) s.buy_mkt_delay = 520 // require vwap_pct_bias of at least this to trigger buy_mkt s.buy_mkt_min_vwap_pct_bias = '10.0' // failsafe cancels exchange-side s.sell_cancel_after = 'day' s.buy_cancel_after = 'hour' // allow price to drop this (in currency) before considered "urgent" status s.loss_tolerance = '1.00' // backoff order price if diff is >= this (in currency) s.outbid_min_backoff = '0.05' // after buy error, wait for this (in ms) before retrying s.buy_error_backoff = 30000 // allow this many hold periods before canceling buy order s.buy_max_holds = 2 // calculate slippage of market order of this size (for eval) s.bulk_vol = '100.00' // maintain order book buffer this % of each side (for order calc) s.book_range_pct = '2.0' // analyze book until this % of each side (for eval) s.book_stats_range_pct = '0.5' // length of stats window in ms s.window_length = 1000 * 60 * 2 // ms to wait after a successful buy, to buy again s.buy_timeout = 60000 // ms to wait after a buy error, to buy again s.sell_timeout = 10000 // ms to wait between timeout notifications s.timeout_notification_timeout = 5000 // core loop intervals in ms s.heartbeat_interval = 10000 s.heartbeat_notifications = '30m' s.render_interval = 500 s.book_sync_interval = 400 s.balance_sync_interval = 2000 s.launch_timeout = 30000 s.graceful_exit_timeout = 1000 s.reboot_timeout = 5000 s.profit_stop_timeout = 1000 // change if ur from china or some shit s.currency = 'USD' // in asset s.min_buy_notification_size = '1.0' s.min_sell_notification_size = '1.0' // in currency s.min_short_notification_amt = '1.00'