tlab-trading-toolkit
Version:
A trading toolkit for building advanced trading bots on the GDAX platform
79 lines (78 loc) • 4.22 kB
JavaScript
/***************************************************************************************************************************
* @license *
* Copyright 2017 Coinbase, Inc. *
* *
* Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance *
* with the License. You may obtain a copy of the License at *
* *
* http://www.apache.org/licenses/LICENSE-2.0 *
* *
* Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on *
* an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the *
* License for the specific language governing permissions and limitations under the License. *
***************************************************************************************************************************/
;
exports.__esModule = true;
var GTT = require("gdax-trading-toolkit");
var types_1 = require("gdax-trading-toolkit/build/src/lib/types");
var exchanges_1 = require("gdax-trading-toolkit/build/src/exchanges");
var GDAXExchangeAPI_1 = require("gdax-trading-toolkit/build/src/exchanges/gdax/GDAXExchangeAPI");
var logger = GTT.utils.ConsoleLoggerFactory();
var pusher = new GTT.utils.PushBullet(process.env.PUSHBULLET_KEY);
var deviceID = process.env.PUSHBULLET_DEVICE_ID;
var product = 'ETH-USD';
/**
* Remember to set GDAX_KEY, GDAX_SECRET and GDAX_PASSPHRASE envars to allow trading
*/
var gdaxAPI = GTT.Factories.GDAX.DefaultAPI(logger);
var _a = product.split('-'), base = _a[0], quote = _a[1];
var spread = types_1.Big('0.15');
var options = {
logger: logger,
auth: { key: null, secret: null, passphrase: null },
channels: ['ticker'],
wsUrl: exchanges_1.GDAX_WS_FEED,
apiUrl: GDAXExchangeAPI_1.GDAX_API_URL
};
GTT.Factories.GDAX.getSubscribedFeeds(options, [product]).then(function (feed) {
GTT.Core.createTickerTrigger(feed, product)
.setAction(function (ticker) {
var currentPrice = ticker.price;
GTT.Core.createPriceTrigger(feed, product, currentPrice.minus(spread))
.setAction(function (event) {
pushMessage('Price Trigger', base + " price has fallen and is now " + event.price + " " + quote + " on " + product + " on GDAX");
submitTrade('buy', '0.01');
});
GTT.Core.createPriceTrigger(feed, product, currentPrice.plus(spread))
.setAction(function (event) {
pushMessage('Price Trigger', base + " price has risen and is now " + event.price + " " + quote + " on " + product + " on GDAX");
submitTrade('buy', '0.01');
});
});
GTT.Core.createTickerTrigger(feed, product, false)
.setAction(function (ticker) {
console.log(GTT.utils.printTicker(ticker, 3));
});
});
function submitTrade(side, amount) {
var order = {
type: 'order',
time: null,
productId: product,
orderType: 'market',
side: side,
size: amount
};
gdaxAPI.placeOrder(order).then(function (result) {
pushMessage('Order executed', "Order to sell 0.1 " + base + " placed. Result: " + result.status);
});
}
function pushMessage(title, msg) {
pusher.note(deviceID, title, msg, function (err, res) {
if (err) {
logger.log('error', 'Push message failed', err);
return;
}
logger.log('info', 'Push message result', res);
});
}