Crypto Automated Trading System (CATS)

Algorithmic trading bot based on grademark's backtest.ts

Still in development.

Currently, only BitMEX exchanges are supported.

Added new feature @cats/cli .

Development environment

InfluxDB 2.2
MariaDB 10.5
Node.js 16.15.0

Prerequirements

Infrastructure
- InfluxDB 2.2 must be installed and run collector
- MariaDB 10.5 must be installed and run apollo-server.
Define your trading strategy

Infrastructure

mariadb and influxdb setup automatically.

docker compose up -d

Getting Started

Add CLI 'cats'

git clone https://github.com/Seungwoo321/cats.git
cd cats/packages/cats-cli
npm link 

cats --version

Installation

npm install

build

npm run build

Lint

npm run lint:fix

Usage

run apollo server

# dev
npm run dev:apollo -w @cats/apollo-server

# production
npm run serve:apollo -w @cats/apollo-server

run collector

Usage 1. one line:

cats collector \
    --exchange-id bitmex \
    --exchange-mode production \
    --symbol BTC/USD:BTC \
    --timeframe 1h \
    --startDate "2022-01-01 00:00:00" \
    --endDate "2022-07-13 00:00:00" \
    --token cats

Usage 2. interactive:

cats collector
? Enter a token to access Influx2 (http://localhost:8086) 2QR9pFvw6sNxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
? Please select the exchange to collect Bitmex
? exchangeMode: test
? Please select an symbol BTC/USD:BTC
? Please select a time unit 5 min
? Select a start date:  2022-06-01 12:00:00
? Select a end date:  2022-06-07 08:38:00
Colleting data... |████████████████████████████████████████| 100% || 20/20 Requsts

run create bot

Usage 1. one line:

## command
cats create test-bot \
    --symbol BTC/USD:BTC \
    --strategy a \
    --timeframe 1d \
    --exchange-id bitmex
    --exchange-access-key <api-key> \
    --exchagne-secret-key <secret-key> \
    --exchange-mode test 

## ouptut
Successfully registered. 
run command: cats list test-bot

Usage 2. interactive:

## command
$ cats create test-bot

? Please select the exchange to be used by ccxt Bitmex
? exchangeMode: test
? Enter the exchange API KEY to be used by ccxt <api-key>
? Enter the exchange SECRET KEY to be used by ccxt <secret-key>
? Please select an symbol BTC/USD:BTC
? Please select a time unit 1 day
? Please select a strategy name a

## ouptut
Successfully registered. 
run command: cats list test-bot

Both methods work the same

run bot

DEBUG=trading:bitmex,execution-trading:bitmex cats run test-bot

Define trading strategy

See here

For example, write the strategy name a as:

// strategy/a.js 
require('data-forge-indicators')

module.exports = {
    // required
    entryRule: async (enterPostion, args) => {
        if (/** If you want to enter a long position */) {
            await enterPosition({ symbol: args.parameters.symbol, direction: 'long', entryPrice: args.parameters.entryPrice })

        } else if (/** If you want to enter a short position */) {
            await enterPosition({ symbol: args.parameters.symbol, direction: 'short', entryPrice: args.parameters.entryPrice })

        }
    },
    // required
    exitRule: async (exitPosition, args) => {
        if (args.position.direction === 'long') {
            if (/** If you want to exit long position */) {
                await exitPosition(args.parameters.symbol)
            }

        } else {
            if (/** If you want to exit short position */) {
                await exitPosition(args.parameters.symbol)
            }
        }
    },

    // option
    stopLoss: args => {
        return args.entryPrice * (5 / 100)
    },

    // option
    trailingStopLoss: args => {
        return args.entryPrice * (5 / 100)
    },

    // option
    prepIndicators: ({ inputSeries }) => {
        if (!inputSeries.toArray().length) {
            return inputSeries
        }
        // If you want to add "Moving Average"
        const sma20 = inputSeries
            .deflate(bar => bar.close)
            .sma(20)
        inputSeries = inputSeries.withSeries('sma20', movingAverage)
            .skip(20)
        const sma60 = inputSeries
            .deflate(bar => bar.close)
            .sma(60)
        inputSeries = inputSeries.withSeries('sma60', movingAverage)
            .skip(60)
        const sma60 = inputSeries
            .deflate(bar => bar.close)
            .sma(120)
        inputSeries = inputSeries.withSeries('sma60', movingAverage)
            .skip(120)
        return inputSeries
    }
}

// strategy/index.js 
const a = require('./a')

module.exports = {
    a
}

@cats/cli

$ cats --help

Usage: cats <command> [options]

Options:
  -V, --version                output the version number
  -h, --help                   display help for command

Commands:
  create [options] <bot-name>  Configure variables to run the bot application.
  list [options] [bot-name]    List the bot application configured. Require --all flags or [bot name].
  delete [options] [bot-name]  Delete the bot application configured. Require --all flags or [bot name].
  run [options] <bot-name>     run bot created app
  serve <bot-name>             pm2 start <bot-name>
  pm2                          pm2 installed in devDependencies
  collector [options]          Collect candles from exchanges into influxdb.
  help [command]               display help for command

  Run cats <command> --help for detailed usage of given command.

$ cats create --help

Usage: cats create [options] <bot-name>

Configure variables to run the bot application.

Options:
  --symbol <symbol>                          currency symbol to apply automatic trading
  --strategy <strategy>                      trading strategy e.g ...
  --timeframe <timeframe>                    trading cycle. e.g 30m,1h,4h,1d
  --exchange-id <exchangeId>                 ccxt for EXCHANGE_ID - https://docs.ccxt.com/en/latest/manual.html#instantiation
  --exchange-api-key <exchangeApiKey>        ccxt for EXCHANGE_API_KEY - https://docs.ccxt.com/en/latest/manual.html#instantiation
  --exchange-secret-key <exchangeSecretKey>  ccxt for EXCHANGE_SECRET_KEY - https://docs.ccxt.com/en/latest/manual.html#instantiation
  --exchange-mode <exchangeMode>             ccxt for enable exchange’s sandbox - https://docs.ccxt.com/en/latest/manual.html#testnets-and-sandbox-environments
  -h, --help                                 display help for command

$ cats list --help

Usage: cats list [options] [bot-name]

List the bot application configured. Require --all flags or [bot name].

Options:
  -a, --all   List all settings.
  -h, --help  display help for command

$ cats delete --help

Usage: cats delete [options] [bot-name]

Delete the bot application configured. Require --all flags or [bot name].

Options:
  -a, --all   Delete all settings.
  -h, --help  display help for command

$ cats run --help

Usage: cats run [options] <bot-name>

run bot created app

Options:
  --symbol <symbol>         currency symbol to apply automatic trading
  --strategy <strategy>     trading strategy e.g ...
  --timeframe <timeframe>   trading cycle. e.g 30m,1h,4h,1d
  -c, --capital <capital>   starting capital. currency is XBt (Satoshi)
  -f, --force               force to apply capital
  --skip                    first only skip
  -h, --help                display help for command

$ cats serve --help

Usage: cats serve [options] <bot-name>

pm2 start <bot-name>

Options:
  -c, --capital <capital>  starting capital. currency is XBt (Satoshi)
  -f, --force              force to apply capital
  -h, --help               display help for command

$ cats collector --help

Usage: cats collector [options]

Collect candles from exchanges into influxdb.

Options:
  --exchange-id <exchangeId>      exchange Name to collect data. eg. bitmex
  --exchange-mode <exchangeMode>  ccxt for enable exchange’s sandbox - https://docs.ccxt.com/en/latest/manual.html#testnets-and-sandbox-environments
  --symbol <symbol>               currency symbol
  --timeframe <timeframe>         trading cycle
  --startDate <startDate>         data collection start date
  --endDate <endDate>             data collection end date
  --token <influxdb-token>        Token for access Influxdb (localhost:8086)
  -h, --help                      display help for command

$ cats backtest --help

Usage: cats backtest [options]

backtesting grademark - https://github.com/Grademark/grademark

Options:
  --exchange-id <exchangeId>      exchange Name to collect data. eg. bitmex
  --exchange-mode <exchangeMode>  ccxt for enable exchange’s sandbox - https://docs.ccxt.com/en/latest/manual.html#testnets-and-sandbox-environments
  --symbol <symbol>               currency symbol
  --strategy <strategy>           trading strategy e.g ...
  --timeframe <timeframe>         trading cycle
  --startDate <startDate>         backtest start date
  --endDate <endDate>             backtest end date
  --token <token>                 Token for access Influxdb (localhost:8086)
  -c, --capital <capital>         starting capital. currency is XBt (Satoshi)
  -h, --help                      display help for command

License

MIT

Name		Name	Last commit message	Last commit date
Latest commit History 251 Commits
dockerfiles		dockerfiles
docs		docs
images		images
packages		packages
.editorconfig		.editorconfig
.eslintrc.js		.eslintrc.js
.gitignore		.gitignore
LICENSE		LICENSE
README.md		README.md
babel.config.js		babel.config.js
docker-compose.yml		docker-compose.yml
jest.config.js		jest.config.js
package-lock.json		package-lock.json
package.json		package.json
tsconfig.base.json		tsconfig.base.json
tsconfig.build.json		tsconfig.build.json
vue.config.js		vue.config.js

License

Seungwoo321/cats

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Crypto Automated Trading System (CATS)

Development environment

Prerequirements

Infrastructure

Getting Started

Add CLI 'cats'

Installation

build

Lint

Usage

run apollo server

run collector

run create bot

run bot

Define trading strategy

@cats/cli

License

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