security trading bot written for trading hackathon
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node_modules/net
README.md
createMessage.js
marketLogic.js
networking.js

README.md

JS Trader bot

This is a trader bot written in JavaScript and Node.js created for a certain securities trading competition run by a Very Cool quantative finance firm (Name removed by request). The competition lasted 12 hours.

Decision Making Process

The trading algorithm analyses relationships between the 30-tick Moving Average and 5-tick Moving Average. Once the two cross over and the most recent tick contains a favourable move in prices, our bot would execute a trade to take advantage of the trend.

This algorithm produced consistent results netting positive profit to loss ratios.

File Breakdown

networking.js handled networking and would execute the decisions given to it based on analysis in marketlog.js.

marketLogic.js handles the decision making process and contains the trading algorithm.

createMessage.js is used for formatting requests too and from the server.