Introduction

This project consists of an automated trading program, aka a bot, to be used with the Binance trading platform. The bot is fully written in Javascript.

Features

Asynchronous, aka non-blocking, coding style.
Synchronization with the Binance API server.
Stochastic Relative Strength Index.
Ehlers filter (aka super smoother).
Automated buy/sell order creation based on the StochRSI indicator.
Error handlers to stop the bot if anything goes wrong.

The bot is set for XRP/USDT trading in Binance. Every minute the bot updates the prices with the latest closing price for candlesticks 1min from Binance, calculates the stochRSI indicator, smoothes the stochRSI with an Ehlers filter and make a buy order if the smoothed indicator shows an oversold situation. Then, the bot awaits to sell with a small profit margin, which can be set in the code (default 0.2%). It's also simple to change the code for another trading pair.

The bot relies only in the StochRSI + Ehlers filter logic, so it's quite simple.

Future development

I will continue evolving this bot in the second semester of 2019. Here are some points that deserve attention:

Implement a stop logic if prices drop too low, to cut losses.
Use more data points for the stochRSI indicator.
Consider other technical indicators to create a more elaborate logic.

Dependencies

NodeJS to run Javascript outside a browser
Yarn Dependency Manager

The bot depends on the following Node modules:

"binance-api-node": "^0.8.10",
"technicalindicators": "^2.0.5"

Setup

Clone the repository with HTTPS:

$ git clone https://github.com/sindelio/binance_bot.git

Or with SSH:

$ git clone [email protected]:sindelio/binance_bot.git

Then move into the cloned directory:

cd binance_bot

Install the module dependencies:

$ yarn

Make sure the directory path name has no spaces or Yarn will complain!

Running

Inside the project root directory (/bot_binance):

$ node bot_public.js

Contributions

All contributions and comments are welcome!

License

This code is licensed under the MIT license.

Need help about SRSI

Hi @sindelio, coding is my hobby and async arrow functions is new for me, I could't find any ansewer on MDN, even SOF :), so please can you excplain me line 95-111 in bot_public.js

I use it without yarn.

// Initializes the Ehlers filter (super smoother)
const initializeSmoother = async (SRSI) => {
	console.log('INITIALIZING SUPER SMOOTHER');
	filter[0] = c1 * (SRSI[1].stochRSI + SRSI[0].stochRSI);
	filter[1] = c1 * (SRSI[2].stochRSI + SRSI[1].stochRSI) + c2 * filter[0];
	filter[2] = c1 * (SRSI[3].stochRSI + SRSI[2].stochRSI) + c2 * filter[1] + c3 * filter[0];
	console.log('smoothedStochRSI: ', filter[2], '\n');
}

// Calculates next value for the Ehlers filter
const calculateSmoother = async (SRSI) => {
	console.log('CALCULATING SUPER SMOOTHER');
	let newValue = c1 * (SRSI[3].stochRSI + SRSI[2].stochRSI) + c2 * filter[2] + c3 * filter[1];
	filter.push(newValue);
	filter.shift();
	console.log('smoothedStochRSI: ', filter, '\n');
}

(SRSI) and SRSI[*].stochRSI

they are variables, function names or refference to some external node modules like line 90?

StochasticRSI.calculate(inputStochRSI)`

or something else. I can't realise there origin and nature.

As can see in console it's array:

Thanks in advance.

sindelio / binance-bot Goto Github PK

binance-bot's Introduction

Introduction

Features

Future development

Dependencies

Setup

Running

Contributions

License

binance-bot's People

Contributors

Stargazers

Watchers

Forkers

binance-bot's Issues

Recommend Projects

Recommend Topics

Recommend Org