justinwash / crypto-stache Goto Github PK

https://github.com/Trifectuh/CryptoStache/blob/ebd197a962ac4efef4fb62c5c6ae8aa6102e75cb/Strategies/smapricecompare.js#L54

Is this where you determine loss/gain?

Write a script to find/execute triangular arbitrage opportunities on GDAX (Coinbase Pro).

Example:

• Buy BTC with USD
• Buy ETH with BTC
• Sell ETH for USD (hopefully at a profit)

We can also use BTC as our fiat currency:

• Buy ETH with BTC
• Buy LTC with ETH
• Buy BTC with LTC (hopefully at a profit)

Add the ability to simulate a strategy over a past timeframe.

Add a handler for buy/sell signals so strategies aren't making buys and sells directly. Take in signal and weight, resolve conflicts with other strategies, then execute and log.

Add the ability to set a starting alottment of capital for each strategy. This amount should fluctuate as the strategy makes (or loses) capital. This way multiple startegies can run at one time, a stepping stone toward weighted metastrategies.

Right now the graph crashes the program once in a while with an Array out-of-bounds exception.

Either make it not wreck the whole thing when it dies (catch the exception) or figure out what's causing the error and fix it.

Constant stdout.write calls and manual cursor placement is getting tedious. Let's pick a console ui library and make things easy on ourselves.

Add an option to replace the chart visual with a console feed a la arbitrage opportunities

Refactor the global 'pair' value so that we can feed it a set of assets rather than just single. So for a starter that requires both btcusd and ethbtc we can input [btcusd, ethbtc, ethusd] through the config

Gdax and everything associated with it are being depricated. Gonna have to move to Coinbase Pro

Add the ability to show multiple real-time price feeds in the UI. For example ethbtc, btcusd, and ethusd.

Maximum of 4 lines should be good.

Get real-time price data from the heartbeat instead of the order feed. Just a visual thing.

Do profit/loss calculations against the actual exchange data instead of the current system of estimating against the perfect-world scenario.

Add method gdax.calculateFee() or something. Just a quick way to calculate the would-be fee for a taker transaction.