Bitfinex Honey Framework Trading Strategy Live Execution Module for Node.JS

This module can execute strategies built with bfx-hf-strategy on a live data stream from Bitfinex via v2 of the WS API. Strategy indicators are initially seeded with the last 1000 candles by default, but this is configurably with the seedCandleCount argument. Trade data can be included on the stream by passing includeTrades: true when calling exec().

Features

• Cross-compatible with bfx-hf-backtest allowing the same strategy to be both backtested and executed seamlessly
• Execute trading strategies on the live Bitfinex markets
• Utilizes a multiplexing websocket connection manager to scale with channel subscriptions

Installation

npm i --save bfx-hf-strategy-exec

Quickstart & Example

const { SYMBOLS, TIME_FRAMES } = require('bfx-hf-util')
const { RESTv2 } = require('bfx-api-node-rest')
const { Manager } = require('bfx-api-node-core')
const LiveStrategyExecution = require('bfx-hf-stratey-exec')
const CustomTradingStrategy = require('./somewhere')

const ws2Manager = new Manager({ /*...*/ }) // see bfx-api-node-core docs
const strategy = await CustomTradingStrategy({ /* optionally pass args */ })

const rest = new RESTv2({ 
  url: 'https://api.bitfinex.com', 
  transform: true 
})

ws2Manager.onceWS('event:auth:success', {}, async (authEvent, ws) => {
  strategy.ws = ws

  const strategyOpts = {
    symbol: SYMBOLS.EOS_USD, // data stream symbol
    tf: TIME_FRAMES.ONE_DAY, // candle data stream time frame
    includeTrades: true,
    seedCandleCount: 5000    // indicator candle seed window
  }

  const liveExecutor = new LiveStrategyExecution({ strategy, ws2Manager, rest, strategyOpts })

  liveExecutor.on('error', (err) => {
    // handle errors
    console.error(err)
  })
  
  await liveExecutor.execute()
})

ws2Manager.openWS()

Reconnections

Please note that the connection is handled by the bfx-api-node-core websocket manager. For a full example that uses the Watchdog Plugin, take a look at the example

Docs

For executable examples refer to the examples/ folder. JSDoc generated API documentation can be found within docs/api.md.

Contributing

1. Fork it
2. Create your feature branch (git checkout -b my-new-feature)
3. Commit your changes (git commit -am 'Add some feature')
4. Push to the branch (git push origin my-new-feature)
5. Create a new Pull Request

Note

This package will be maintained only via github, please use latest relases from github instead of npm.

Example on how to install specific version from github:

npm i --save-prod https://github.com/bitfinexcom/bfx-hf-strategy-exec.git#v1.1.0

Example on how to install it latest version from github:

npm i --save-prod https://github.com/bitfinexcom/bfx-hf-strategy-exec.git