MexJS

MexJS is a BitMex trading bot with custom strategies. It is coded with RxJs 5.5.x to direct streams although in practice the codes are not pure functional, side effects are still welcomed.

The core of the bot are as follows:

• Candlestream - Poller to get new candles every 10 seconds
• Realtime Feed - Websocket feed to get new prices as they're submitted to Bitmex
• Strategies - Basically a rule engine filtering only what we want when we make an entry

You'd notice the absence of an exit strategy. As of this writing, exit is done by setting TP limits. Through env vars described below, you can choose to set TP based on pips or percentages. As traders would have different styles in exiting, customizing exit strategies is within the feature plans.

In pseudocode, the flow of mexjs is as follows:

## Cancel all orders
cancel all order

## Get Candle Data
get candlestream
apply indicators to candlestream

## Check remaining open positions
get open position
if any open position:
  get latest_price
  set tp_price = tp_in_percentage * entry_price
  set cl_price = sl_in_percentage * entry_price
  if latest_price > tp_price
    tp_price = latest_price +/- 1 pip

  create take profit using limit (close)
  create stop loss order using market (index price, close) 

## Apply Filter
connect ws
filter state
filter based on strategy
set leverage position
create entry order using limit
while not trade timeout or order status = filled:
  get entry order status

if not filled:
  break
if filled or partially filled:
  cancel order nya
  get quantity yg didapet

create take profit using limit (close)
create stop loss order using market (index price, close)

## Polling
If any active order
  get orders detail
  if take profit order or stop loss order closed
    cancel remaining order
    set state
    send message to telegram

Versions

Complete log of versions starting from 0.6.7.

0.6.7

As of this version, the core is becoming stable. The mechanics and error handlings have matured.

Introducing these new env vars:

• TP_STRATEGY
• TP_IN_PERCENTAGE
• TP_IN_PIP
• SL_STRATEGY
• SL_IN_PERCENTAGE
• SL_IN_PIP

Now TP and SL can have different strategies.

Indicators

We can calculate our own indicators or use the excellent technicalindicators library.

Use candlestream.js to plug your indicator to candles. Strategies will look for indicators from candlesticks.

You can develop your own or alias something from the technicalindicators library in indicators.js.

Strategies

All strategy classes must extend the base Strategy class here. The constructor accepts 2 arguments which are candlesticks and feed.

Append -long and -short suffixes for your strategy name to be loaded here. If you don't do this, you will not be able to trade.

All strategy classes must implement a filter() method returnin true or false for conditions met or unmet for the strategy.

Most of the strategies written by the first commiters are based on Bill Williams' trading strategies. You can mix and match multiple strategies into a new strategy like so:

import SuperLongStrategy from './super-long.js'
import DefinitelyLongStrategy from './definitely-long.js'

class MixedStrategy extends Strategy {
  filter() {
    return new SuperLongStrategy(this.candlesticks, this.feed).filter() &&
      new DefinitelyLongStrategy(this.candlesticks, this.feed).filter()
  }
}

Or you can mix other strategies with more new filters:

import SuperLongStrategy from './super-long.js'
import DefinitelyLongStrategy from './definitely-long.js'

class MixedStrategy extends Strategy {
  filter() {
    return new SuperLongStrategy(this.candlesticks, this.feed).filter() &&
      new DefinitelyLongStrategy(this.candlesticks, this.feed).filter() &&
      this.getRidOfFakeSignals()
  }

  getRidOfFakeSignals() {
    // ...
  }
}

VWMA Long (vwma-long)

Required env var values:

• TRADE_ON_CLOSE=1

VWMA Short (vwma-short)

Required env var values:

• TRADE_ON_CLOSE=1

Nektrabar Long (nektrabar-long)

Required env var values:

• TRADE_ON_CLOSE=1

Nektrabar Short (nektrabar-short)

Required env var values:

• TRADE_ON_CLOSE=1

Fractal Breakout Long (fractalbreakout-long)

Required env var values:

• TRADE_ON_CLOSE=0

Fractal Breakout Short (fractalbreakout-short)

Required env var values:

• TRADE_ON_CLOSE=0

Fractal3 Breakout Long (fractal3breakout-long)

Required env var values:

• TRADE_ON_CLOSE=0

Fractalligator Long (fractalligator-long)

Required env var values:

• TRADE_ON_CLOSE=0

Fractalligator Short (fractalligator-short)

Required env var values:

• TRADE_ON_CLOSE=0

Wisemen 3 Long (wisemen3-long)

Required env var values:

• TRADE_ON_CLOSE=0

Wisemen 3 Short (wisemen3-short)

Required env var values:

• TRADE_ON_CLOSE=0

Pengen Opit Long (pengenopit-long)

Required env var values:

• TRADE_ON_CLOSE=0

Pengen Opit Short (pengenopit-short)

Required env var values:

• TRADE_ON_CLOSE=0

Env Vars

Name	Description
API_KEY	Bitmex API Key, defaults to *blank*
API_SECRET	Bitmex API Secret, defaults to *blank*
CANDLE_INTERVAL_IN_SECONDS	Interval to fetch new candles, defaults to 10
TF	Timeframe for candles, defaults to 5m, valid choices are 1m 5m 1h 1d
SYMBOL	The symbol in Bitmex we're trading for, defaults to XBTUSD
TP_STRATEGY	Take profit strategy, defaults to PERCENTAGE, valid options are PERCENTAGE PIP OTHERS
TP_IN_PERCENTAGE	Take profit in percentage, defaults to 0.4
TP_IN_PIP	Take profit in pip, defaults to 25.0
SL_STRATEGY	Stop profit strategy, defaults to PERCENTAGE, valid options are PERCENTAGE PIP OTHERS
SL_IN_PERCENTAGE	Stop loss in percentage, defaults to 0.5
SL_IN_PIP	Stop loss in pip, defaults to 25.0
USE_TESTNET	Use testnet or not, defaults to 0, valid choices are 0 1
ORDER_QUANTITY	Order quantity for each order, defaults to 50
MARGIN	Leverage to be used, defaults to 50
STRATEGY	Strategy to be used, defaults to nektrabar-short
TRADE_ON_CLOSE	When to trade, defaults to 1, valid options are 0 1
ORDER_RETRIES	Max retries when order fails to submit, defaults to 3
IDEAL_FRACTALS_ONLY	Only calculate ideal fractals as last fractals, defaults to 0
VWMA_SL_BUFFER	Buffer to be added to VWMA SL when TRADE_ON_CLOSE=0, defaults to 0

Running

Docker is recommended.

$ docker run -d --name mexjs -e API_KEY=your_api_key -e API_SECRET=your_api_secret -e NAME=name_your_container -e STRATEGY=wisemen3-long -e ORDER_QUANTITY=10000 -e MARGIN=50 -e TF=5m -e TP_STRATEGY=PERCENTAGE -e TP_IN_PERCENTAGE=0.25 -e TP_IN_PIP=25.0 -e SL_STRATEGY=PERCENTAGE -e SL_IN_PERCENTAGE=0.25 -e SL_IN_PIP=25.0 -e VWMA_SL_BUFFER=10.0 -e IDEAL_FRACTALS_ONLY=0 -e USE_TESTNET=0 -e TRADE_ON_CLOSE=0 --restart unless-stopped tistaharahap/mexjs:latest

Contributors

Thank you for the people named here for their contributions.

• Rifky Ali
• Gungde Yaya

Contributing Codes

Please follow these guidelines to contribute:

• ES6 strictly unless there's a good reason not to
• All methods and functions should be documented with JSDoc

Contributing Something Other Than Codes

You can always sign up to Bitmex by using the affiliate link below:

Sign Up to Bitmex

Or send some coins here:

• BTC - 3BMEXqkCzqoGzrw4Y3dTfAzPD9qD9JxAmt

License

Copyright (c) <2019> <TradeBro, represented by Batista Harahap>

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.