gdax-sim/README.md

Simulator used to help unit test and back test various Coinbase-Pro (gdax) interactions.

# gdax-sim

Simulator used to help unit test and back test various Coinbase-Pro (gdax) interactions.

## Install

```
npm i gdax-sim
```

## Backtest

Reads data from saved candle objects and spits out matches 4 matches, one for open, one for the high, one for the low, and one for the close.

- If open >= close, the high will be 'sent' second and the low third
- If close > open, the low will be 'sent' second and the high third
  - Settings to change this will come later
- Dispatches matches and dones based off of user orders to better replicate actual behavior
- If there is a gap in teh data the time is filled with 1 heartbeat message per minute

## Example Code

```
const ApiSim = require('gdax-sim)
let gdax = new ApiSim({
        quote_balance: 10,
        base_balance: 10,
        taker_fee: 0.5,
        hour_start_on: 30,
      }); //set base account (quote_balance-base_balance) taker_fee (in %), an when to start hourly candles
gdax.pair = 'LTC-USD';//set the name of the pair
gdax.websocketClient.on('message', (data) => {
  //your code to handle behavior upon recieving a message on the websocket
});

//function to run after all mesages generated by the specific data set have been disbatched
gdax.afterSession = () =>{
  console.log(gdax.user.fiatBalance, gdax.user.cryptoBalance);
}

//start the backtest
gdax.backtest(require('./TestData/LTC/27Nov2018.json').{
            start_time: "0000", //starts candles and events when >=
            end_time: "2460"    //stops when 24 hour time is less than
          });
```

## Currnet API Endpoints

- Buy
  - limit and market
- Sell
  - limit and market
- cancelOrder
  - limit only
- getOrder
- getHistoricRates
  - takes 'granularity'
  - takes 'end'

### Coming Soon

- Get Accounts
- Get Balance
- Multi-asset web socket

## Unit Test

Done using a global install of Mocha

```
gdax-sim> mocha
```

## Dev Blog

[DownToCrypto.com](https://downtocrypto.com)