Node.js momentum strategies with optional profit transfers, CSV backtests, and a clean CLI.

Originally inspired by the CrypFinder / Coinbase Pro ecosystem, this repo packages several strategies behind one entrypoint (index.js), central logging, environment validation, and npm scripts so you can experiment without hunting through commented-out requires.

Coinbase has retired Coinbase Pro in favor of Coinbase Advanced Trade. The coinbase-pro npm client and the REST/WebSocket URLs used here target the legacy Coinbase Pro API. They remain useful as reference implementations (strategy logic, order flow, backtests), but production trading may no longer be available on those endpoints.

Treat this project as:

• A learning sandbox for peak/valley momentum mechanics and limit-order workflows
• A backtesting harness over historical OHLC CSV files
• A starting point if you port the same ideas to Coinbase Advanced Trade API or another exchange

Disclaimer: Trading crypto carries risk of total loss. This software is not financial advice, has no warranty, and you are responsible for keys, compliance, taxes, and testing.

• Node.js 18+
• A Coinbase portfolio (profile) dedicated to the bot — avoid the default portfolio if you move funds manually
• API key with appropriate permissions if you still have access to Coinbase Pro–compatible endpoints (see disclaimer above)

git clone <your-fork-url>
cd coinbase-trading-bot
npm install
cp .env.example .env
# Edit .env — never commit real keys

Set STRATEGY in .env or pass via npm script:

npm start
# or explicitly:
npm run start:momentum

Live trading (when supported by your environment):

# In .env:
TRADING_ENV=real
API_KEY=...
API_SECRET=...
API_PASSPHRASE=...

Sandbox-style defaults apply when TRADING_ENV is unset or not real.

1. Obtain OHLC CSV data with a high column (see Kaggle crypto minute data or similar).
2. Place the file in the project directory (or reference an absolute path).
3. Set in .env:

CSV_DATA_FILE=your_pair.csv
STRATEGY=momentum_analyze   # or reverse_analyze

4. Tune constants at the top of the analyzer file under tradingConfig, then:

npm run analyze:momentum

All secrets and overrides belong in .env (see .env.example).

Credentials

• API_KEY, API_SECRET, API_PASSPHRASE — Coinbase Pro–style API trio
• TRADING_ENV — real for production URI; otherwise sandbox URIs are used

Trading knobs (optional; defaults live in each strategy file)

• SELL_POSITION_DELTA, BUY_POSITION_DELTA, ORDER_PRICE_DELTA
• BASE_CURRENCY_NAME, QUOTE_CURRENCY_NAME — e.g. BTC + USD → BTC-USD
• TRADING_PROFILE_NAME, DEPOSIT_PROFILE_NAME — portfolio names as shown in Coinbase
• DEPOSITING_ENABLED, DEPOSITING_AMOUNT — profit transfer after winning sells
• BALANCE_MINIMUM — quote currency left aside to avoid rounding failures
• STOP_LOSS_DELTA — momentum_stoploss only

Paths

• POSITION_DATA_FILE — state file for resume (default positionData.json)
• CSV_DATA_FILE — input for analyzers

Logging

• LOG_LEVEL — e.g. info, debug

1. WebSocket ticker keeps a live price for the product pair.
2. The bot tracks peaks and valleys and compares moves against your delta thresholds.
3. Limit orders (FOK) try to buy or sell with a small order price cushion (ORDER_PRICE_DELTA).
4. After a profitable round-trip sell, an optional profile transfer moves part of the profit to your savings portfolio.

For a narrative deep-dive, see the markdown files under strategies/*/.

If the process stops, it reads POSITION_DATA_FILE to restore positionExists, acquisition price, and cost. Do not manually add coins to an open position the bot thinks it owns — cost basis will be wrong.

To start fresh: flatten the position in the UI for that portfolio, then delete your position state file (default positionData.json).

npm run lint

Project layout:

index.js              # Loads .env, validates credentials, runs STRATEGY
lib/
  logger.js           # Shared Pino logger
  paths.js            # positionData path resolver
  strategies.js       # Strategy registry
  validateEnv.js      # API key checks
buyAndSell.js         # Shared limit-order buy/sell helpers
coinbaseProLibrary.js # Signed REST helpers (profiles, fees, transfers)
strategies/
  momentumTrading/
  momentumTradingWithStopLoss/
  reverseMomentumTrading/

1. Fork the repository
2. Create a branch for your change
3. Run npm run lint
4. Open a pull request with a clear description

Based on prior CrypFinder / Coinbase Pro bot work by Levi Leuthold and community forks. Licensed under ISC unless otherwise noted in package.json.

• Coinbase Developer Platform (Advanced Trade) — migration path for new integrations
• Historical crypto OHLC ideas
• Community datasets on Kaggle