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Repository: askmike/gekko
Branch: develop
Commit: ff5698f1ae63
Files: 371
Total size: 2.1 MB
Directory structure:
gitextract_1c3mqyr_/
├── .dockerignore
├── .editorconfig
├── .github/
│ ├── ISSUE_TEMPLATE.md
│ ├── PULL_REQUEST_TEMPLATE.md
│ └── stale.yml
├── .gitignore
├── .prettierrc
├── .travis.yml
├── CONTRIBUTING.md
├── Dockerfile
├── LICENSE
├── README.md
├── appveyor.yml
├── config/
│ ├── adapters/
│ │ ├── mongodb.toml
│ │ ├── postgresql.toml
│ │ └── sqlite.toml
│ ├── backtest.toml
│ ├── general.toml
│ ├── plugins/
│ │ ├── candleWriter.toml
│ │ ├── paperTrader.toml
│ │ ├── performanceAnalyzer.toml
│ │ ├── pushbullet.toml
│ │ ├── trader.toml
│ │ └── tradingAdvisor.toml
│ └── strategies/
│ ├── CCI.toml
│ ├── DEMA.toml
│ ├── MACD.toml
│ ├── PPO.toml
│ ├── RSI.toml
│ ├── StochRSI.toml
│ ├── TMA.toml
│ ├── TSI.toml
│ ├── UO.toml
│ ├── custom.toml
│ ├── talib-macd.toml
│ ├── tulip-adx.toml
│ ├── tulip-macd.toml
│ ├── tulip-multi-strat.toml
│ └── varPPO.toml
├── core/
│ ├── budfox/
│ │ ├── budfox.js
│ │ ├── candleCreator.js
│ │ ├── candleManager.js
│ │ ├── heart.js
│ │ ├── marketDataProvider.js
│ │ ├── marketFetcher.js
│ │ └── tradeBatcher.js
│ ├── candleBatcher.js
│ ├── emitter.js
│ ├── gekkoStream.js
│ ├── log.js
│ ├── markets/
│ │ ├── backtest.js
│ │ ├── importer.js
│ │ ├── leech.js
│ │ └── realtime.js
│ ├── pipeline.js
│ ├── pluginUtil.js
│ ├── prepareDateRange.js
│ ├── stats.js
│ ├── talib.js
│ ├── tools/
│ │ ├── candleLoader.js
│ │ ├── configBuilder.js
│ │ ├── dataStitcher.js
│ │ └── dateRangeScanner.js
│ ├── tulind.js
│ ├── util.js
│ └── workers/
│ ├── datasetScan/
│ │ └── parent.js
│ ├── dateRangeScan/
│ │ ├── child.js
│ │ └── parent.js
│ ├── loadCandles/
│ │ ├── child.js
│ │ └── parent.js
│ └── pipeline/
│ ├── child.js
│ ├── messageHandlers/
│ │ ├── backtestHandler.js
│ │ ├── importerHandler.js
│ │ └── realtimeHandler.js
│ └── parent.js
├── docker-compose.yml
├── docker-entrypoint.sh
├── docs/
│ ├── commandline/
│ │ ├── Importing.md
│ │ ├── about_the_commandline.md
│ │ ├── backtesting.md
│ │ ├── plugins.md
│ │ └── tradebot.md
│ ├── extending/
│ │ ├── add_a_plugin.md
│ │ ├── add_an_exchange.md
│ │ └── other_software.md
│ ├── features/
│ │ ├── backtesting.md
│ │ ├── importing.md
│ │ ├── paper_trading.md
│ │ └── trading_bot.md
│ ├── gekko-broker/
│ │ ├── introduction.md
│ │ ├── sticky_order.md
│ │ └── wrapper_api.md
│ ├── installation/
│ │ ├── configuring_gekko_on_a_server.md
│ │ ├── installing_gekko.md
│ │ ├── installing_gekko_on_raspberry_pi_2_or_3.md
│ │ ├── installing_gekko_on_windows.md
│ │ ├── installing_gekko_on_windows_with_bash_on_windows_10.md
│ │ ├── installing_gekko_using_docker.md
│ │ └── updating_gekko.md
│ ├── internals/
│ │ ├── architecture.md
│ │ ├── budfox.md
│ │ ├── events.md
│ │ ├── gekko_ui.md
│ │ ├── plugins.md
│ │ └── server_api.md
│ ├── introduction/
│ │ ├── about_gekko.md
│ │ ├── getting_help.md
│ │ ├── roadmap.md
│ │ ├── scope.md
│ │ ├── supported_exchanges.md
│ │ └── supporting_the_project.md
│ └── strategies/
│ ├── creating_a_strategy.md
│ ├── gekko_indicators.md
│ ├── introduction.md
│ ├── talib_indicators.md
│ └── tulip_indicators.md
├── exchange/
│ ├── .npmignore
│ ├── README.md
│ ├── dependencyCheck.js
│ ├── exchangeChecker.js
│ ├── exchangeErrors.js
│ ├── exchangeUtils.js
│ ├── gekkoBroker.js
│ ├── orders/
│ │ ├── index.js
│ │ ├── limit.js
│ │ ├── order.js
│ │ ├── states.js
│ │ └── sticky.js
│ ├── package.json
│ ├── portfolioManager.js
│ ├── trigger.js
│ ├── triggers/
│ │ ├── index.js
│ │ └── trailingStop.js
│ ├── util/
│ │ └── genMarketFiles/
│ │ ├── update-binance.js
│ │ ├── update-bitfinex.js
│ │ ├── update-coinbase.js
│ │ ├── update-coinfalcon.js
│ │ └── update-kraken.js
│ └── wrappers/
│ ├── DEBUG_exchange-simulator.js
│ ├── binance-markets.json
│ ├── binance.js
│ ├── bitcoin-co-id.js.old
│ ├── bitfinex-markets.json
│ ├── bitfinex.js
│ ├── bitfinex_v2.js.prep
│ ├── bitstamp.js.old
│ ├── bittrex.js
│ ├── btc-markets.js.old
│ ├── btcc.js.old
│ ├── bx.in.th.js.old
│ ├── cexio.js.old
│ ├── coinbase-markets.json
│ ├── coinfalcon-markets.json
│ ├── coinfalcon.js
│ ├── coingi.js
│ ├── exmo-markets.json
│ ├── exmo.js
│ ├── gdax.js
│ ├── gemini.js.old
│ ├── kraken-markets.json
│ ├── kraken.js
│ ├── lakebtc.js
│ ├── luno.js
│ ├── mexbt.js.old
│ ├── mtgox.js.old
│ ├── okcoin.js.old
│ ├── poloniex-markets.json
│ ├── poloniex.js
│ ├── quadriga-markets.json
│ ├── quadriga.js.old
│ ├── therocktrading-markets.json
│ ├── therocktrading.js
│ ├── wex.nz.js.old
│ └── zaif.jp.js.old
├── gekko.js
├── importers/
│ └── exchanges/
│ ├── binance.js
│ ├── bitfinex.js
│ ├── btcc.js
│ ├── coinfalcon.js
│ ├── gdax.js
│ ├── kraken.js
│ ├── luno.js
│ ├── poloniex.js
│ └── therocktrading.js
├── logs/
│ └── .gitignore
├── package.json
├── plugins/
│ ├── adviceLogger.js
│ ├── backtestResultExporter.js
│ ├── blotter.js
│ ├── campfire.js
│ ├── candleUploader.js
│ ├── childToParent.js
│ ├── eventLogger.js
│ ├── ifttt.js
│ ├── ircbot.js
│ ├── kodi.js
│ ├── mailer.js
│ ├── mongodb/
│ │ ├── handle.js
│ │ ├── reader.js
│ │ ├── scanner.js
│ │ ├── util.js
│ │ └── writer.js
│ ├── paperTrader/
│ │ └── paperTrader.js
│ ├── performanceAnalyzer/
│ │ ├── logger.js
│ │ └── performanceAnalyzer.js
│ ├── postgresql/
│ │ ├── handle.js
│ │ ├── reader.js
│ │ ├── scanner.js
│ │ ├── util.js
│ │ └── writer.js
│ ├── pushbullet.js
│ ├── pushover.js
│ ├── redisBeacon.js
│ ├── slack.js
│ ├── sqlite/
│ │ ├── handle.js
│ │ ├── reader.js
│ │ ├── scanner.js
│ │ ├── util.js
│ │ └── writer.js
│ ├── telegrambot.js
│ ├── trader/
│ │ └── trader.js
│ ├── tradingAdvisor/
│ │ ├── asyncIndicatorRunner.js
│ │ ├── baseTradingMethod.js
│ │ └── tradingAdvisor.js
│ ├── twitter.js
│ ├── webserver.js
│ └── xmppbot.js
├── plugins.js
├── sample-config.js
├── strategies/
│ ├── CCI.js
│ ├── DEBUG_single-advice.js
│ ├── DEBUG_toggle-advice.js
│ ├── DEMA.js
│ ├── MACD.js
│ ├── PPO.js
│ ├── RSI.js
│ ├── StochRSI.js
│ ├── TMA.js
│ ├── TSI.js
│ ├── UO.js
│ ├── custom.js
│ ├── indicators/
│ │ ├── CCI.js
│ │ ├── DEMA.js
│ │ ├── EMA.js
│ │ ├── LRC.js
│ │ ├── MACD.js
│ │ ├── PPO.js
│ │ ├── RSI.js
│ │ ├── SMA.js
│ │ ├── SMMA.js
│ │ ├── TSI.js
│ │ └── UO.js
│ ├── noop.js
│ ├── talib-macd.js
│ ├── tulip-adx.js
│ ├── tulip-macd.js
│ ├── tulip-multi-strat.js
│ └── varPPO.js
├── subscriptions.js
├── test/
│ ├── _prepare.js
│ ├── candleBatcher.js
│ ├── exchanges/
│ │ ├── bitstamp.js
│ │ └── data/
│ │ └── bitstamp_trades.json
│ ├── indicators/
│ │ ├── cci.js
│ │ ├── dema.js
│ │ ├── ema.js
│ │ ├── macd.js
│ │ ├── ppo.js
│ │ ├── rsi.js
│ │ ├── sma.js
│ │ └── smma.js
│ ├── marketFetcher.js
│ ├── plugins/
│ │ └── portfolioManager.js
│ ├── test-config.json
│ ├── tradeBatcher.js
│ └── triggers/
│ └── trailingStop.js
└── web/
├── apiKeyManager.js
├── baseUIconfig.js
├── isWindows.js
├── routes/
│ ├── apiKeys.js
│ ├── backtest.js
│ ├── baseConfig.js
│ ├── configPart.js
│ ├── deleteGekko.js
│ ├── exchanges.js
│ ├── getCandles.js
│ ├── import.js
│ ├── info.js
│ ├── list.js
│ ├── scanDatasets.js
│ ├── scanDateRange.js
│ ├── startGekko.js
│ ├── stopGekko.js
│ └── strategies.js
├── server.js
├── state/
│ ├── cache.js
│ ├── gekkoManager.js
│ ├── listManager.js
│ ├── logger.js
│ └── reduceState.js
└── vue/
├── babel.config.js
├── dist/
│ ├── UIconfig.js
│ ├── app.5e99ecf7.js
│ ├── app.730569ff.css
│ ├── chunk-vendors.b9a11975.js
│ ├── index.html
│ └── vendor/
│ ├── d3.js
│ ├── humanize-duration.js
│ ├── moment.js
│ └── toml.js
├── package.json
├── public/
│ ├── UIconfig.js
│ ├── index.html
│ └── vendor/
│ ├── d3.js
│ ├── humanize-duration.js
│ ├── moment.js
│ └── toml.js
├── src/
│ ├── App.vue
│ ├── components/
│ │ ├── backtester/
│ │ │ ├── backtestConfigBuilder.vue
│ │ │ ├── backtester.vue
│ │ │ └── result/
│ │ │ ├── chartWrapper.vue
│ │ │ ├── result.vue
│ │ │ ├── roundtripTable.vue
│ │ │ └── summary.vue
│ │ ├── config/
│ │ │ ├── apiConfigBuilder.vue
│ │ │ └── config.vue
│ │ ├── data/
│ │ │ ├── data.vue
│ │ │ └── import/
│ │ │ ├── importConfigBuilder.vue
│ │ │ ├── importer.vue
│ │ │ └── single.vue
│ │ ├── gekko/
│ │ │ ├── gekkoConfigBuilder.vue
│ │ │ ├── list.vue
│ │ │ ├── new.vue
│ │ │ ├── singleGekko.vue
│ │ │ └── singleWatcher.vue
│ │ ├── global/
│ │ │ ├── blockSpinner.vue
│ │ │ ├── configbuilder/
│ │ │ │ ├── datasetpicker.vue
│ │ │ │ ├── exchangepicker.vue
│ │ │ │ ├── marketpicker.vue
│ │ │ │ ├── papertrader.vue
│ │ │ │ ├── rangecreator.vue
│ │ │ │ ├── rangepicker.vue
│ │ │ │ ├── stratpicker.vue
│ │ │ │ └── typepicker.vue
│ │ │ ├── mixins/
│ │ │ │ └── dataset.js
│ │ │ ├── paperTradeSummary.vue
│ │ │ ├── progressBar.vue
│ │ │ └── ws.js
│ │ └── layout/
│ │ ├── footer.vue
│ │ ├── header.vue
│ │ ├── home.vue
│ │ └── modal.vue
│ ├── d3/
│ │ ├── chart3.js
│ │ ├── chart4.js
│ │ └── message.js
│ ├── main.js
│ ├── store/
│ │ ├── index.js
│ │ ├── init.js
│ │ └── modules/
│ │ ├── config/
│ │ │ ├── mutations.js
│ │ │ └── sync.js
│ │ ├── gekkos/
│ │ │ ├── mutations.js
│ │ │ └── sync.js
│ │ ├── imports/
│ │ │ ├── mutations.js
│ │ │ └── sync.js
│ │ ├── messages/
│ │ │ └── mutations.js
│ │ └── notifications/
│ │ ├── mutations.js
│ │ └── sync.js
│ └── tools/
│ ├── ajax.js
│ ├── api.js
│ └── marked.js
└── vue.config.js
================================================
FILE CONTENTS
================================================
================================================
FILE: .dockerignore
================================================
node_modules
.travis.yml
volumes
config.js
sample-config.js
.git
.gitignore
================================================
FILE: .editorconfig
================================================
root = true
[*]
charset = utf-8
indent_style = space
indent_size = 2
end_of_line = lf
insert_final_newline = true
trim_trailing_whitespace = true
================================================
FILE: .github/ISSUE_TEMPLATE.md
================================================
**Note: this is the technical bug tracker, please use other platforms for getting support and starting a (non technical) discussion. See the [getting help page](https://gekko.wizb.it/docs/introduction/getting-help.html) for details.**
**I'm submitting a ...**
[ ] bug report
[ ] question about the decisions made in the repository
**Action taken** (what you did)
**Expected result** (what you hoped would happen)
**Actual result** (unexpected outcome)
**Other information** (e.g. detailed explanation, stacktraces, related issues, suggestions how to fix, links for us to have context, eg. stackoverflow, etc)
================================================
FILE: .github/PULL_REQUEST_TEMPLATE.md
================================================
* **What kind of change does this PR introduce?** (Bug fix, feature, docs update, ...)
* **What is the current behavior?** (You can also link to an open issue here)
* **What is the new behavior (if this is a feature change)?**
* **Other information**:
================================================
FILE: .github/stale.yml
================================================
# Number of days of inactivity before an issue becomes stale
daysUntilStale: 60
# Number of days of inactivity before a stale issue is closed
daysUntilClose: 7
# Issues with these labels will never be considered stale
exemptLabels:
- pinned
- security
- important
# Label to use when marking an issue as stale
staleLabel: wontfix
# Comment to post when marking an issue as stale. Set to `false` to disable
markComment: >
This issue has been automatically marked as stale because it has not had
recent activity. It will be closed if no further activity occurs. Thank you
for your contributions. If you feel this is very a important issue please
reach out the maintainer of this project directly via e-mail: gekko at mvr dot me.
# Comment to post when closing a stale issue. Set to `false` to disable
closeComment: false
================================================
FILE: .gitignore
================================================
# Numerous always-ignore extensions
*.diff
*.err
*.orig
*.log
*.rej
*.swo
*.swp
*.vi
*~
*.sass-cache
# OS or Editor folders
.DS_Store
Thumbs.db
config.js
api-keys.js
.cache
.project
.settings
.tmproj
nbproject
*.sublime-project
*.sublime-workspace
# Dreamweaver added files
_notes
dwsync.xml
# Komodo
*.komodoproject
.komodotools
# Espresso
*.esproj
*.espressostorage
# Folders & files to ignore
node_modules
candles.csv
cexio.db
history
TMP_*
.idea
volumes
config.js
config-*.js
private-*.js
private-*.toml
SECRET-api-keys.json
exchange/nusadua
================================================
FILE: .prettierrc
================================================
{
"trailingComma": "es5",
"singleQuote": true
}
================================================
FILE: .travis.yml
================================================
language: node_js
node_js:
- "8.11.2"
================================================
FILE: CONTRIBUTING.md
================================================
# Contributing
Thanks for (thinking about) contributing to Gekko, all help is wanted!
## Before Submitting an Issue
First, please do a search in [open issues](https://github.com/askmike/gekko/issues/) to see if the issue or feature request has already been filed.
If you find your issue already exists, make relevant comments and add your reaction:
👍 - upvote
👎 - downvote
If you cannot find an existing issue that describes your bug or feature, submit an issue using the guidelines below.
### Submitting an issue (bug)
* Be as clear and concise as possible.
* Do not submit more than one bug in a single issue.
* Clearly explain the following:
1. Action taken (what you did)
2. Expected result (what you hoped would happen)
3. Actual result (unexpected outcome)
4. Your setup (any and all relevant technical facts, error messages, logs, etc)
### Feature requests
* First consider if **you** yourself might be able to work on the feature? If so, check out info on contributing code below.
* If you do not have the skills, then please take the time to clearly think through the request. Is is appropriate for all users of Gekko? If so, create a new issue containing the following:
1. Write `[request]` as the first item in the title, followed by a short, concise description, eg: `[request] Export data to CSV`.
2. Fill in details explaining your request. Be as clear and concise as possible and only 1 request at a time.
3. Add mock-ups, etc as needed to clearly demonstrate the idea.
## New Feature and code contributions
- If you want to add an exchange to Gekko, see [this doc](https://gekko.wizb.it/docs/extending/add_an_exchange.html) for all the information you need.
- If you want to Gekko react to anything from the market, you can most likely put this functionality into a plugin. See [this document](https://gekko.wizb.it/docs/internals/plugins.html) for details.
- If you want to create a strategy, please see [this page](https://gekko.wizb.it/docs/strategies/creating_a_strategy.html).
- If you just want to work on Gekko, you can use the open issues with the tag `open-for-pulls` for inspiration.
- If you want to work on the web interface (Gekko UI), please see [this frontend doc](https://gekko.wizb.it/docs/internals/gekko_ui.html) on the Vue.js frontend.
Things to take into consideration when submitting a pull request:
- Please submit all pull requests (except for hotfixes) to the [develop branch](https://github.com/askmike/gekko/tree/develop).
- Please keep current code styling in mind.
================================================
FILE: Dockerfile
================================================
FROM node:8
ENV HOST localhost
ENV PORT 3000
# Create app directory
RUN mkdir -p /usr/src/app
WORKDIR /usr/src/app
# Install GYP dependencies globally, will be used to code build other dependencies
RUN npm install -g --production node-gyp && \
npm cache clean --force
# Install Gekko dependencies
COPY package.json .
RUN npm install --production && \
npm install --production redis@0.10.0 talib@1.0.2 tulind@0.8.7 pg && \
npm cache clean --force
# Install Gekko Broker dependencies
WORKDIR exchange
COPY exchange/package.json .
RUN npm install --production && \
npm cache clean --force
WORKDIR ../
# Bundle app source
COPY . /usr/src/app
EXPOSE 3000
RUN chmod +x /usr/src/app/docker-entrypoint.sh
ENTRYPOINT ["/usr/src/app/docker-entrypoint.sh"]
CMD ["--config", "config.js", "--ui"]
================================================
FILE: LICENSE
================================================
The MIT License (MIT)
Copyright (c) 2014-2017 Mike van Rossum mike@mvr.me
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.
================================================
FILE: README.md
================================================
# This repo is not maintained anymore
I am officially not maintaining this project anymore. It was an amazing journey and I want to thank everyone for
playing the role in this amazing story!
More details can be found here: [https://medium.com/@gekkoplus/archiving-open-source-gekko-dba02e6efc7](https://medium.com/@gekkoplus/archiving-open-source-gekko-dba02e6efc7)
This only impacts my Gekko repo (askmike/gekko). There might be other forks of Gekko out there that are being maintained!
------
Old content:
------
# Gekko []() [](https://travis-ci.org/askmike/gekko) [](https://ci.appveyor.com/project/askmike/gekko)
*The most valuable commodity I know of is information.*
-Gordon Gekko
Gekko is a Bitcoin TA trading and backtesting platform that connects to popular Bitcoin exchanges. It is written in JavaScript and runs on [Node.js](http://nodejs.org).
*Use Gekko at your own risk.*
## Documentation
See [the documentation website](https://gekko.wizb.it/docs/introduction/about_gekko.html).
## Installation & Usage
See [the installing Gekko doc](https://gekko.wizb.it/docs/installation/installing_gekko.html).
## Community & Support
Gekko has [a forum](https://forum.gekko.wizb.it/) that is the place for discussions on using Gekko, automated trading and exchanges. In case you rather want to chat in realtime about Gekko feel free to join the [Gekko Support Discord](https://discord.gg/26wMygt).
## Final
If Gekko helped you in any way, you can always leave me a tip at (BTC) 13r1jyivitShUiv9FJvjLH7Nh1ZZptumwW
================================================
FILE: appveyor.yml
================================================
init:
- git config --global core.autocrlf input
environment:
nodejs_version: "9"
install:
- ps: Install-Product node $env:nodejs_version
- npm install
test_script:
- node --version
- npm --version
- cmd: npm test
build: off
================================================
FILE: config/adapters/mongodb.toml
================================================
connectionString = "mongodb://mongodb/gekko"
path = "plugins/mongodb"
version = 0.1
[[dependencies]]
module = "mongojs"
version = "2.4.0"
================================================
FILE: config/adapters/postgresql.toml
================================================
connectionString = "postgres://user:pass@localhost:5432"
path = "plugins/postgresql"
version = 0.1
[[dependencies]]
module = "pg"
version = "6.1.0"
================================================
FILE: config/adapters/sqlite.toml
================================================
dataDirectory = "history"
path = "plugins/sqlite"
version = 0.1
[[dependencies]]
module = "sqlite3"
version = "3.1.4"
================================================
FILE: config/backtest.toml
================================================
batchSize = 50
# scan for available dateranges
daterange = "scan"
# or specify it like so:
# [daterange]
# from = "2015-01-01"
# to = "2016-01-01"
================================================
FILE: config/general.toml
================================================
debug = true
# what database should Gekko use?
adapter = 'sqlite'
[watch]
exchange = 'Poloniex'
currency = 'USDT'
asset = 'BTC'
================================================
FILE: config/plugins/candleWriter.toml
================================================
enabled = true
adapter = "sqlite"
================================================
FILE: config/plugins/paperTrader.toml
================================================
feeMaker = 0.25
feeTaker = 0.25
feeUsing = 'maker'
slippage = 0.05
[simulationBalance]
asset = 1
currency = 100
================================================
FILE: config/plugins/performanceAnalyzer.toml
================================================
# Used to calculate sharpe ratio
# yearly % of riskfree return for example
# treasury bonds or bank interest.
riskFreeReturn = 2
================================================
FILE: config/plugins/pushbullet.toml
================================================
enabled = false
# Send 'Gekko starting' message if true
sendMessageOnStart = true
# disable advice printout if it's soft
muteSoft = true
# your email, change it unless you are Azor Ahai
email = "jon_snow@westeros.org"
# your pushbullet API key
key = "xxx"
# will make Gekko messages start with [GEKKO]
tag = "[GEKKO]"
================================================
FILE: config/plugins/trader.toml
================================================
enabled = false
## NOTE: once you filled in the following
## never share this file with anyone!
key = ""
secret = ""
# this is only required at specific exchanges
username = ""
================================================
FILE: config/plugins/tradingAdvisor.toml
================================================
enabled = true
candleSize = 60
historySize = 25
method = "MACD"
[talib]
enabled = false
version = "1.0.2"
================================================
FILE: config/strategies/CCI.toml
================================================
# constant multiplier. 0.015 gets to around 70% fit
constant = 0.015
# history size, make same or smaller than history
history = 90
[thresholds]
up = 100
down = -100
persistence = 0
================================================
FILE: config/strategies/DEMA.toml
================================================
weight = 21
[thresholds]
down = -0.025
up = 0.025
================================================
FILE: config/strategies/MACD.toml
================================================
short = 10
long = 21
signal = 9
[thresholds]
down = -0.025
up = 0.025
persistence = 1
================================================
FILE: config/strategies/PPO.toml
================================================
short = 12
long = 26
signal = 9
[thresholds]
down = -0.025
up = 0.025
persistence = 2
================================================
FILE: config/strategies/RSI.toml
================================================
interval = 14
[thresholds]
low = 30
high = 70
persistence = 1
================================================
FILE: config/strategies/StochRSI.toml
================================================
interval = 3
[thresholds]
low = 20
high = 80
persistence = 3
================================================
FILE: config/strategies/TMA.toml
================================================
short = 7
medium = 25
long = 99
================================================
FILE: config/strategies/TSI.toml
================================================
short = 13
long = 25
[thresholds]
low = -25
high = 25
persistence = 1
================================================
FILE: config/strategies/UO.toml
================================================
[first]
weight = 4
period = 7
[second]
weight = 2
period = 14
[third]
weight = 1
period = 28
[thresholds]
low = 30
high = 70
persistence = 1
================================================
FILE: config/strategies/custom.toml
================================================
my_custom_setting = 10
================================================
FILE: config/strategies/talib-macd.toml
================================================
[parameters]
optInFastPeriod = 10
optInSlowPeriod = 21
optInSignalPeriod = 9
[thresholds]
down = -0.025
up = 0.025
================================================
FILE: config/strategies/tulip-adx.toml
================================================
historySize = 80
optInTimePeriod = 15
candleSize = 10
[thresholds]
up = 30
down = 20
================================================
FILE: config/strategies/tulip-macd.toml
================================================
[parameters]
optInFastPeriod = 10
optInSlowPeriod = 21
optInSignalPeriod = 9
[thresholds]
down = -0.025
up = 0.025
================================================
FILE: config/strategies/tulip-multi-strat.toml
================================================
optInTimePeriod = 2
optInFastPeriod = 4
optInSlowPeriod = 7
optInSignalPeriod = 23.707189677282354
candleSize = 1
historySize = 4
up = 24.52
down = 55.74
macd_up = 14.498233170768081
macd_down = -9.65220944122072
================================================
FILE: config/strategies/varPPO.toml
================================================
momentum = "TSI" # RSI, TSI or UO
[thresholds]
weightLow = 120
weightHigh = -120
# How many candle intervals should a trend persist
# before we consider it real?
persistence = 0
================================================
FILE: core/budfox/budfox.js
================================================
// Budfox is the realtime market for Gekko!
//
// Read more here:
// @link https://github.com/askmike/gekko/blob/stable/docs/internals/budfox.md
//
// > [getting up] I don't know. I guess I realized that I'm just Bud Fox.
// > As much as I wanted to be Gordon Gekko, I'll *always* be Bud Fox.
// > [tosses back the handkerchief and walks away]
var _ = require('lodash');
var async = require('async');
var util = require(__dirname + '/../util');
var dirs = util.dirs();
var Heart = require(dirs.budfox + 'heart');
var MarketDataProvider = require(dirs.budfox + 'marketDataProvider');
var CandleManager = require(dirs.budfox + 'candleManager');
var BudFox = function(config) {
_.bindAll(this);
Readable.call(this, {objectMode: true});
// BudFox internal modules:
this.heart = new Heart;
this.marketDataProvider = new MarketDataProvider(config);
this.candleManager = new CandleManager;
// BudFox data flow:
// relay a marketUpdate event
this.marketDataProvider.on(
'marketUpdate',
e => this.emit('marketUpdate', e)
);
// relay a marketStart event
this.marketDataProvider.on(
'marketStart',
e => this.emit('marketStart', e)
);
// Output the candles
this.candleManager.on(
'candles',
this.pushCandles
);
// on every `tick` retrieve trade data
this.heart.on(
'tick',
this.marketDataProvider.retrieve
);
// on new trade data create candles
this.marketDataProvider.on(
'trades',
this.candleManager.processTrades
);
this.heart.pump();
}
var Readable = require('stream').Readable;
BudFox.prototype = Object.create(Readable.prototype, {
constructor: { value: BudFox }
});
BudFox.prototype._read = function noop() {}
BudFox.prototype.pushCandles = function(candles) {
_.each(candles, this.push);
}
module.exports = BudFox;
================================================
FILE: core/budfox/candleCreator.js
================================================
// The CandleCreator creates one minute candles based on trade batches. Note
// that it also adds empty candles to fill gaps with no volume.
//
// Expects trade batches to be written like:
//
// {
// amount: x,
// start: (moment),
// end: (moment),
// first: (trade),
// last: (trade),
// timespan: x,
// all: [
// // batch of new trades with
// // moments instead of timestamps
// ]
// }
//
// Emits 'new candles' event with:
//
// [
// {
// start: (moment),
// end: (moment),
// high: (float),
// open: (float),
// low: (float),
// close: (float)
// volume: (float)
// vwp: (float) // volume weighted price
// },
// {
// start: (moment), // + 1
// end: (moment),
// high: (float),
// open: (float),
// low: (float),
// close: (float)
// volume: (float)
// vwp: (float) // volume weighted price
// }
// // etc.
// ]
//
var _ = require('lodash');
var moment = require('moment');
var util = require(__dirname + '/../util');
var CandleCreator = function() {
_.bindAll(this);
// TODO: remove fixed date
this.threshold = moment("1970-01-01", "YYYY-MM-DD");
// This also holds the leftover between fetches
this.buckets = {};
}
util.makeEventEmitter(CandleCreator);
CandleCreator.prototype.write = function(batch) {
var trades = batch.data;
if(_.isEmpty(trades))
return;
trades = this.filter(trades);
this.fillBuckets(trades);
var candles = this.calculateCandles();
candles = this.addEmptyCandles(candles);
if(_.isEmpty(candles))
return;
// the last candle is not complete
this.threshold = candles.pop().start;
this.emit('candles', candles);
}
CandleCreator.prototype.filter = function(trades) {
// make sure we only include trades more recent
// than the previous emitted candle
return _.filter(trades, function(trade) {
return trade.date > this.threshold;
}, this);
}
// put each trade in a per minute bucket
CandleCreator.prototype.fillBuckets = function(trades) {
_.each(trades, function(trade) {
var minute = trade.date.format('YYYY-MM-DD HH:mm');
if(!(minute in this.buckets))
this.buckets[minute] = [];
this.buckets[minute].push(trade);
}, this);
this.lastTrade = _.last(trades);
}
// convert each bucket into a candle
CandleCreator.prototype.calculateCandles = function() {
var minutes = _.size(this.buckets);
// catch error from high volume getTrades
if (this.lastTrade !== undefined)
// create a string referencing the minute this trade happened in
var lastMinute = this.lastTrade.date.format('YYYY-MM-DD HH:mm');
var candles = _.map(this.buckets, function(bucket, name) {
var candle = this.calculateCandle(bucket);
// clean all buckets, except the last one:
// this candle is not complete
if(name !== lastMinute)
delete this.buckets[name];
return candle;
}, this);
return candles;
}
CandleCreator.prototype.calculateCandle = function(trades) {
var first = _.first(trades);
var f = parseFloat;
var candle = {
start: first.date.clone().startOf('minute'),
open: f(first.price),
high: f(first.price),
low: f(first.price),
close: f(_.last(trades).price),
vwp: 0,
volume: 0,
trades: _.size(trades)
};
_.each(trades, function(trade) {
candle.high = _.max([candle.high, f(trade.price)]);
candle.low = _.min([candle.low, f(trade.price)]);
candle.volume += f(trade.amount);
candle.vwp += f(trade.price) * f(trade.amount);
});
candle.vwp /= candle.volume;
return candle;
}
// Gekko expects a candle every minute, if nothing happened
// during a particilar minute Gekko will add empty candles with:
//
// - open, high, close, low, vwp are the same as the close of the previous candle.
// - trades, volume are 0
CandleCreator.prototype.addEmptyCandles = function(candles) {
var amount = _.size(candles);
if(!amount)
return candles;
// iterator
var start = _.first(candles).start.clone();
var end = _.last(candles).start;
var i, j = -1;
var minutes = _.map(candles, function(candle) {
return +candle.start;
});
while(start < end) {
start.add(1, 'm');
i = +start;
j++;
if(_.contains(minutes, i))
continue; // we have a candle for this minute
var lastPrice = candles[j].close;
candles.splice(j + 1, 0, {
start: start.clone(),
open: lastPrice,
high: lastPrice,
low: lastPrice,
close: lastPrice,
vwp: lastPrice,
volume: 0,
trades: 0
});
}
return candles;
}
module.exports = CandleCreator;
================================================
FILE: core/budfox/candleManager.js
================================================
// The candleManager consumes trades and emits:
// - `candles`: array of minutly candles.
// - `candle`: the most recent candle after a fetch Gekko.
var _ = require('lodash');
var moment = require('moment');
var fs = require('fs');
var util = require(__dirname + '/../util');
var dirs = util.dirs();
var config = util.getConfig();
var log = require(dirs.core + 'log');
var CandleCreator = require(dirs.budfox + 'candleCreator');
var Manager = function() {
_.bindAll(this);
this.candleCreator = new CandleCreator;
this.candleCreator
.on('candles', this.relayCandles);
};
util.makeEventEmitter(Manager);
Manager.prototype.processTrades = function(tradeBatch) {
this.candleCreator.write(tradeBatch);
}
Manager.prototype.relayCandles = function(candles) {
this.emit('candles', candles);
}
module.exports = Manager;
================================================
FILE: core/budfox/heart.js
================================================
// The heart schedules and emit ticks every 20 seconds.
var util = require(__dirname + '/../util');
var log = require(util.dirs().core + 'log');
var _ = require('lodash');
var moment = require('moment');
if (util.getConfig().watch.tickrate)
var TICKRATE = util.getConfig().watch.tickrate;
else if(util.getConfig().watch.exchange === 'okcoin')
var TICKRATE = 2;
else
var TICKRATE = 20;
var Heart = function() {
this.lastTick = false;
_.bindAll(this);
}
util.makeEventEmitter(Heart);
Heart.prototype.pump = function() {
log.debug('scheduling ticks');
this.scheduleTicks();
}
Heart.prototype.tick = function() {
if(this.lastTick) {
// make sure the last tick happened not to lang ago
// @link https://github.com/askmike/gekko/issues/514
if(this.lastTick < moment().unix() - TICKRATE * 3)
util.die('Failed to tick in time, see https://github.com/askmike/gekko/issues/514 for details', true);
}
this.lastTick = moment().unix();
this.emit('tick');
}
Heart.prototype.scheduleTicks = function() {
setInterval(
this.tick,
+moment.duration(TICKRATE, 's')
);
// start!
_.defer(this.tick);
}
module.exports = Heart;
================================================
FILE: core/budfox/marketDataProvider.js
================================================
//
// The market data provider will fetch data from a datasource on tick. It emits:
//
// - `trades`: batch of newly detected trades
// - `trade`: after Gekko fetched new trades, this
// will be the most recent one.
const _ = require('lodash');
const util = require(__dirname + '/../util');
const MarketFetcher = require('./marketFetcher');
const dirs = util.dirs();
const Manager = function(config) {
_.bindAll(this);
// fetch trades
this.source = new MarketFetcher(config);
// relay newly fetched trades
this.source
.on('trades batch', this.relayTrades);
}
util.makeEventEmitter(Manager);
// HANDLERS
Manager.prototype.retrieve = function() {
this.source.fetch();
}
Manager.prototype.relayTrades = function(batch) {
this.sendMarketStart(batch);
this.emit('marketUpdate', batch.last.date);
this.emit('trades', batch);
}
Manager.prototype.sendMarketStart = _.once(function(batch) {
this.emit('marketStart', batch.first.date);
});
module.exports = Manager;
================================================
FILE: core/budfox/marketFetcher.js
================================================
//
// The fetcher is responsible for fetching new
// market data at the exchange on interval. It will emit
// the following events:
//
// - `trades batch` - all new trades.
// - `trade` - the most recent trade after every fetch
const _ = require('lodash');
const moment = require('moment');
const utc = moment.utc;
const util = require(__dirname + '/../util');
const dirs = util.dirs();
const config = util.getConfig();
const log = require(dirs.core + 'log');
const exchangeChecker = require(dirs.gekko + 'exchange/exchangeChecker');
const TradeBatcher = require(util.dirs().budfox + 'tradeBatcher');
const Fetcher = function(config) {
if(!_.isObject(config))
throw new Error('TradeFetcher expects a config');
const exchangeName = config.watch.exchange.toLowerCase();
const DataProvider = require(util.dirs().gekko + 'exchange/wrappers/' + exchangeName);
_.bindAll(this);
// Create a public dataProvider object which can retrieve live
// trade information from an exchange.
this.exchangeTrader = new DataProvider(config.watch);
this.exchange = exchangeChecker.settings(config.watch);
var requiredHistory = config.tradingAdvisor.candleSize * config.tradingAdvisor.historySize;
// If the trading adviser is enabled we might need a very specific fetch since
// to line up [local db, trading method, and fetching]
if(config.tradingAdvisor.enabled && config.tradingAdvisor.firstFetchSince) {
this.firstSince = config.tradingAdvisor.firstFetchSince;
if(this.exchange.providesHistory === 'date') {
this.firstSince = moment.unix(this.firstSince).utc();
}
}
this.batcher = new TradeBatcher(this.exchange.tid);
this.pair = [
config.watch.asset,
config.watch.currency
].join('/');
log.info('Starting to watch the market:',
this.exchange.name,
this.pair
);
// if the exchange returns an error
// we will keep on retrying until next
// scheduled fetch.
this.tries = 0;
this.limit = 20; // [TODO]
this.firstFetch = true;
this.batcher.on('new batch', this.relayTrades);
}
util.makeEventEmitter(Fetcher);
Fetcher.prototype._fetch = function(since) {
if(++this.tries >= this.limit)
return;
this.exchangeTrader.getTrades(since, this.processTrades, false);
}
Fetcher.prototype.fetch = function() {
var since = false;
if(this.firstFetch) {
since = this.firstSince;
this.firstFetch = false;
} else
since = false;
this.tries = 0;
log.debug('Requested', this.pair, 'trade data from', this.exchange.name, '...');
this._fetch(since);
}
Fetcher.prototype.processTrades = function(err, trades) {
if(err || _.isEmpty(trades)) {
if(err) {
log.warn(this.exchange.name, 'returned an error while fetching trades:', err);
log.debug('refetching...');
} else
log.debug('Trade fetch came back empty, refetching...');
setTimeout(this._fetch, +moment.duration('s', 1));
return;
}
this.batcher.write(trades);
}
Fetcher.prototype.relayTrades = function(batch) {
this.emit('trades batch', batch);
}
module.exports = Fetcher;
================================================
FILE: core/budfox/tradeBatcher.js
================================================
//
// Small wrapper that only propagates new trades.
//
// Expects trade batches to be written like:
// [
// {
// tid: x, // tid is preferred, but if none available date will also work
// price: x,
// date: (timestamp),
// amount: x
// },
// {
// tid: x + 1,
// price: x,
// date: (timestamp),
// amount: x
// }
// ]
//
// Emits 'new trades' event with:
// {
// amount: x,
// start: (moment),
// end: (moment),
// first: (trade),
// last: (trade)
// data: [
// // batch of new trades with
// // moments instead of timestamps
// ]
// }
var _ = require('lodash');
var moment = require('moment');
var util = require('../util');
var log = require('../log');
var TradeBatcher = function(tid) {
if(!_.isString(tid))
throw new Error('tid is not a string');
_.bindAll(this);
this.tid = tid;
this.last = -1;
}
util.makeEventEmitter(TradeBatcher);
TradeBatcher.prototype.write = function(batch) {
if(!_.isArray(batch))
throw new Error('batch is not an array');
if(_.isEmpty(batch))
return log.debug('Trade fetch came back empty.');
var filterBatch = this.filter(batch);
var amount = _.size(filterBatch);
if(!amount)
return log.debug('No new trades.');
var momentBatch = this.convertDates(filterBatch);
var last = _.last(momentBatch);
var first = _.first(momentBatch);
log.debug(
'Processing', amount, 'new trades.',
'From',
first.date.format('YYYY-MM-DD HH:mm:ss'),
'UTC to',
last.date.format('YYYY-MM-DD HH:mm:ss'),
'UTC.',
'(' + first.date.from(last.date, true) + ')'
);
this.emit('new batch', {
amount: amount,
start: first.date,
end: last.date,
last: last,
first: first,
data: momentBatch
});
this.last = last[this.tid];
// we overwrote those, get unix ts back
if(this.tid === 'date')
this.last = this.last.unix();
}
TradeBatcher.prototype.filter = function(batch) {
// make sure we're not trying to count
// beyond infinity
var lastTid = _.last(batch)[this.tid];
if(lastTid === lastTid + 1)
util.die('trade tid is max int, Gekko can\'t process..');
// remove trades that have zero amount
// see @link
// https://github.com/askmike/gekko/issues/486
batch = _.filter(batch, function(trade) {
return trade.amount > 0;
});
// weed out known trades
// TODO: optimize by stopping as soon as the
// first trade is too old (reverse first)
return _.filter(batch, function(trade) {
return this.last < trade[this.tid];
}, this);
}
TradeBatcher.prototype.convertDates = function(batch) {
return _.map(_.cloneDeep(batch), function(trade) {
trade.date = moment.unix(trade.date).utc();
return trade;
});
}
module.exports = TradeBatcher;
================================================
FILE: core/candleBatcher.js
================================================
// internally we only use 1m
// candles, this can easily
// convert them to any desired
// size.
// Acts as ~fake~ stream: takes
// 1m candles as input and emits
// bigger candles.
//
// input are transported candles.
var _ = require('lodash');
var util = require(__dirname + '/util');
var CandleBatcher = function(candleSize) {
if(!_.isNumber(candleSize))
throw new Error('candleSize is not a number');
this.candleSize = candleSize;
this.smallCandles = [];
this.calculatedCandles = [];
_.bindAll(this);
}
util.makeEventEmitter(CandleBatcher);
CandleBatcher.prototype.write = function(candles) {
if(!_.isArray(candles)) {
throw new Error('candles is not an array');
}
this.emitted = 0;
_.each(candles, function(candle) {
this.smallCandles.push(candle);
this.check();
}, this);
return this.emitted;
}
CandleBatcher.prototype.check = function() {
if(_.size(this.smallCandles) % this.candleSize !== 0)
return;
this.emitted++;
this.calculatedCandles.push(this.calculate());
this.smallCandles = [];
}
CandleBatcher.prototype.flush = function() {
_.each(
this.calculatedCandles,
candle => this.emit('candle', candle)
);
this.calculatedCandles = [];
}
CandleBatcher.prototype.calculate = function() {
// remove the id property of the small candle
var { id, ...first } = this.smallCandles.shift();
first.vwp = first.vwp * first.volume;
var candle = _.reduce(
this.smallCandles,
function(candle, m) {
candle.high = _.max([candle.high, m.high]);
candle.low = _.min([candle.low, m.low]);
candle.close = m.close;
candle.volume += m.volume;
candle.vwp += m.vwp * m.volume;
candle.trades += m.trades;
return candle;
},
first
);
if(candle.volume)
// we have added up all prices (relative to volume)
// now divide by volume to get the Volume Weighted Price
candle.vwp /= candle.volume;
else
// empty candle
candle.vwp = candle.open;
candle.start = first.start;
return candle;
}
module.exports = CandleBatcher;
================================================
FILE: core/emitter.js
================================================
// Gekko uses a custom event emitter within the GekkoStream (the plugins) to guarantee
// the correct order of events that are triggered by eachother. Turns sync events from
// LIFO into a FIFO stack based model.
//
// More details here: https://forum.gekko.wizb.it/thread-56579.html
const util = require('util');
const events = require('events');
const NativeEventEmitter = events.EventEmitter;
const GekkoEventEmitter = function() {
NativeEventEmitter.call(this);
this.defferedEvents = [];
}
util.inherits(GekkoEventEmitter, NativeEventEmitter);
// push to stack
GekkoEventEmitter.prototype.deferredEmit = function(name, payload) {
this.defferedEvents.push({name, payload});
}
// resolve FIFO
GekkoEventEmitter.prototype.broadcastDeferredEmit = function() {
if(this.defferedEvents.length === 0)
return false;
const event = this.defferedEvents.shift();
this.emit(event.name, event.payload);
return true;
}
module.exports = GekkoEventEmitter;
================================================
FILE: core/gekkoStream.js
================================================
// Small writable stream wrapper that
// passes data to all `candleConsumers`.
const Writable = require('stream').Writable;
const _ = require('lodash');
const async = require('async');
const moment = require('moment');
const util = require('./util');
const env = util.gekkoEnv();
const mode = util.gekkoMode();
const config = util.getConfig();
const log = require(util.dirs().core + 'log');
var Gekko = function(plugins) {
this.plugins = plugins;
this.candleConsumers = plugins
.filter(plugin => plugin.processCandle);
Writable.call(this, {objectMode: true});
this.producers = this.plugins
.filter(p => p.meta.emits);
this.finalize = _.bind(this.finalize, this);
}
Gekko.prototype = Object.create(Writable.prototype, {
constructor: { value: Gekko }
});
if(config.debug && mode !== 'importer') {
// decorate with more debug information
Gekko.prototype._write = function(chunk, encoding, _done) {
if(chunk.isFinished) {
return this.finalize();
}
const start = moment();
var relayed = false;
var at = null;
const timer = setTimeout(() => {
if(!relayed)
log.error([
`The plugin "${at}" has not processed a candle for 1 second.`,
`This will cause Gekko to slow down or stop working completely.`
].join(' '));
}, 1000);
const flushEvents = _.after(this.candleConsumers.length, () => {
relayed = true;
clearInterval(timer);
this.flushDefferedEvents();
_done();
});
_.each(this.candleConsumers, function(c) {
at = c.meta.name;
c.processCandle(chunk, flushEvents);
}, this);
}
} else {
// skip decoration
Gekko.prototype._write = function(chunk, encoding, _done) {
if(chunk.isFinished) {
return this.finalize();
}
const flushEvents = _.after(this.candleConsumers.length, () => {
this.flushDefferedEvents();
_done();
});
_.each(this.candleConsumers, function(c) {
c.processCandle(chunk, flushEvents);
}, this);
}
}
Gekko.prototype.flushDefferedEvents = function() {
const broadcasted = _.find(
this.producers,
producer => producer.broadcastDeferredEmit()
);
// If we braodcasted anything we might have
// triggered more events, recurse until we
// have fully broadcasted everything.
if(broadcasted)
this.flushDefferedEvents();
}
Gekko.prototype.finalize = function() {
var tradingMethod = _.find(
this.candleConsumers,
c => c.meta.name === 'Trading Advisor'
);
if(!tradingMethod)
return this.shutdown();
tradingMethod.finish(this.shutdown.bind(this));
}
Gekko.prototype.shutdown = function() {
this.end();
async.eachSeries(
this.plugins,
function(c, callback) {
if (c.finalize) c.finalize(callback);
else callback();
},
() => {
// If we are a child process, we signal to the parent to kill the child once it is done
// so that is has time to process all remaining events (and send report data)
if (env === 'child-process') process.send('done');
else process.exit(0);
}
);
};
module.exports = Gekko;
================================================
FILE: core/log.js
================================================
/*
Lightweight logger, print everything that is send to error, warn
and messages to stdout (the terminal). If config.debug is set in config
also print out everything send to debug.
*/
var moment = require('moment');
var fmt = require('util').format;
var _ = require('lodash');
var util = require('./util');
var config = util.getConfig();
var debug = config.debug;
var silent = config.silent;
var sendToParent = function() {
var send = method => (...args) => {
process.send({log: method, message: args.join(' ')});
}
return {
error: send('error'),
warn: send('warn'),
info: send('info'),
write: send('write')
}
}
var Log = function() {
_.bindAll(this);
this.env = util.gekkoEnv();
if(this.env === 'standalone')
this.output = console;
else if(this.env === 'child-process')
this.output = sendToParent();
};
Log.prototype = {
_write: function(method, args, name) {
if(!name)
name = method.toUpperCase();
var message = moment().format('YYYY-MM-DD HH:mm:ss');
message += ' (' + name + '):\t';
message += fmt.apply(null, args);
this.output[method](message);
},
error: function() {
this._write('error', arguments);
},
warn: function() {
this._write('warn', arguments);
},
info: function() {
this._write('info', arguments);
},
write: function() {
var args = _.toArray(arguments);
var message = fmt.apply(null, args);
this.output.info(message);
}
}
if(debug)
Log.prototype.debug = function() {
this._write('info', arguments, 'DEBUG');
}
else
Log.prototype.debug = _.noop;
if(silent) {
Log.prototype.debug = _.noop;
Log.prototype.info = _.noop;
Log.prototype.warn = _.noop;
Log.prototype.write = _.noop;
}
module.exports = new Log;
================================================
FILE: core/markets/backtest.js
================================================
var _ = require('lodash');
var util = require('../util');
var config = util.getConfig();
var dirs = util.dirs();
var log = require(dirs.core + 'log');
var moment = require('moment');
var adapter = config[config.adapter];
var Reader = require(dirs.gekko + adapter.path + '/reader');
var daterange = config.backtest.daterange;
var to = moment.utc(daterange.to);
var from = moment.utc(daterange.from);
if(to <= from)
util.die('This daterange does not make sense.')
if(!from.isValid())
util.die('invalid `from`');
if(!to.isValid())
util.die('invalid `to`');
var Market = function() {
_.bindAll(this);
this.pushing = false;
this.ended = false;
this.closed = false;
Readable.call(this, {objectMode: true});
log.write('');
log.info('\tWARNING: BACKTESTING FEATURE NEEDS PROPER TESTING');
log.info('\tWARNING: ACT ON THESE NUMBERS AT YOUR OWN RISK!');
log.write('');
this.reader = new Reader();
this.batchSize = config.backtest.batchSize;
this.iterator = {
from: from.clone(),
to: from.clone().add(this.batchSize, 'm').subtract(1, 's')
}
}
var Readable = require('stream').Readable;
Market.prototype = Object.create(Readable.prototype, {
constructor: { value: Market }
});
Market.prototype._read = _.once(function() {
this.get();
});
Market.prototype.get = function() {
if(this.iterator.to >= to) {
this.iterator.to = to;
this.ended = true;
}
this.reader.get(
this.iterator.from.unix(),
this.iterator.to.unix(),
'full',
this.processCandles
)
}
Market.prototype.processCandles = function(err, candles) {
this.pushing = true;
var amount = _.size(candles);
if(amount === 0) {
if(this.ended) {
this.closed = true;
this.reader.close();
this.push({isFinished: true});
} else {
util.die('Query returned no candles (do you have local data for the specified range?)');
}
}
if(!this.ended && amount < this.batchSize) {
var d = function(ts) {
return moment.unix(ts).utc().format('YYYY-MM-DD HH:mm:ss');
}
var from = d(_.first(candles).start);
var to = d(_.last(candles).start);
log.warn(`Simulation based on incomplete market data (${this.batchSize - amount} missing between ${from} and ${to}).`);
}
_.each(candles, function(c, i) {
c.start = moment.unix(c.start);
this.push(c);
}, this);
this.pushing = false;
this.iterator = {
from: this.iterator.from.clone().add(this.batchSize, 'm'),
to: this.iterator.from.clone().add(this.batchSize * 2, 'm').subtract(1, 's')
}
if(!this.closed)
this.get();
}
module.exports = Market;
================================================
FILE: core/markets/importer.js
================================================
var _ = require('lodash');
var util = require('../util');
var config = util.getConfig();
var dirs = util.dirs();
var log = require(dirs.core + 'log');
var moment = require('moment');
var gekkoEnv = util.gekkoEnv();
var adapter = config[config.adapter];
var daterange = config.importer.daterange;
var from = moment.utc(daterange.from);
if(daterange.to) {
var to = moment.utc(daterange.to);
} else {
var to = moment().utc();
log.debug(
'No end date specified for importing, setting to',
to.format()
);
}
log.debug(to.format());
if(!from.isValid())
util.die('invalid `from`');
if(!to.isValid())
util.die('invalid `to`');
var TradeBatcher = require(dirs.budfox + 'tradeBatcher');
var CandleManager = require(dirs.budfox + 'candleManager');
var exchangeChecker = require(dirs.gekko + 'exchange/exchangeChecker');
var error = exchangeChecker.cantFetchFullHistory(config.watch);
if(error)
util.die(error, true);
var fetcher = require(dirs.importers + config.watch.exchange);
if(to <= from)
util.die('This daterange does not make sense.')
var Market = function() {
_.bindAll(this);
this.exchangeSettings = exchangeChecker.settings(config.watch);
this.tradeBatcher = new TradeBatcher(this.exchangeSettings.tid);
this.candleManager = new CandleManager;
this.fetcher = fetcher({
to: to,
from: from
});
this.done = false;
this.fetcher.bus.on(
'trades',
this.processTrades
);
this.fetcher.bus.on(
'done',
function() {
this.done = true;
}.bind(this)
)
this.tradeBatcher.on(
'new batch',
this.candleManager.processTrades
);
this.candleManager.on(
'candles',
this.pushCandles
);
Readable.call(this, {objectMode: true});
this.get();
}
var Readable = require('stream').Readable;
Market.prototype = Object.create(Readable.prototype, {
constructor: { value: Market }
});
Market.prototype._read = _.noop;
Market.prototype.pushCandles = function(candles) {
_.each(candles, this.push);
}
Market.prototype.get = function() {
this.fetcher.fetch();
}
Market.prototype.processTrades = function(trades) {
this.tradeBatcher.write(trades);
if(this.done) {
log.info('Done importing!');
this.emit('end');
return;
}
if(_.size(trades) && gekkoEnv === 'child-process') {
let lastAtTS = _.last(trades).date;
let lastAt = moment.unix(lastAtTS).utc().format();
process.send({event: 'marketUpdate', payload: lastAt});
}
setTimeout(this.get, 1000);
}
module.exports = Market;
================================================
FILE: core/markets/leech.js
================================================
// a leech market is "semi-realtime" and pulls out candles of a
// database (which is expected to be updated regularly, like with a
// realtime market running in parallel).
const _ = require('lodash');
const moment = require('moment');
const util = require('../util');
const dirs = util.dirs();
const config = util.getConfig();
const exchangeChecker = require(dirs.gekko + 'exchange/exchangeChecker');
const adapter = config[config.adapter];
const Reader = require(dirs.gekko + adapter.path + '/reader');
const TICKINTERVAL = 20 * 1000; // 20 seconds
const slug = config.watch.exchange.toLowerCase();
const exchange = exchangeChecker.getExchangeCapabilities(slug);
if(!exchange)
util.die(`Unsupported exchange: ${slug}`)
const error = exchangeChecker.cantMonitor(config.watch);
if(error)
util.die(error, true);
if(config.market.from)
var fromTs = moment.utc(config.market.from).unix();
else
var fromTs = moment().startOf('minute').unix();
var Market = function() {
_.bindAll(this);
Readable.call(this, {objectMode: true});
this.reader = new Reader();
this.latestTs = fromTs;
setInterval(
this.get,
TICKINTERVAL
);
}
var Readable = require('stream').Readable;
Market.prototype = Object.create(Readable.prototype, {
constructor: { value: Market }
});
Market.prototype._read = _.once(function() {
this.get();
});
Market.prototype.get = function() {
var future = moment().add(1, 'minute').unix();
this.reader.get(
this.latestTs,
future,
'full',
this.processCandles
)
}
Market.prototype.processCandles = function(err, candles) {
var amount = _.size(candles);
if(amount === 0) {
// no new candles!
return;
}
// TODO:
// verify that the correct amount of candles was passed:
//
// if `this.latestTs` was at 10:00 and we receive 3 candles with the latest at 11:00
// we know we are missing 57 candles...
_.each(candles, function(c, i) {
c.start = moment.unix(c.start).utc();
this.push(c);
}, this);
this.latestTs = _.last(candles).start.unix() + 1;
}
module.exports = Market;
================================================
FILE: core/markets/realtime.js
================================================
const _ = require('lodash');
const util = require('../util');
const dirs = util.dirs();
const exchangeChecker = require(dirs.gekko + 'exchange/exchangeChecker');
const config = util.getConfig();
const slug = config.watch.exchange.toLowerCase();
const exchange = exchangeChecker.getExchangeCapabilities(slug);
if(!exchange)
util.die(`Unsupported exchange: ${slug}`)
const error = exchangeChecker.cantMonitor(config.watch);
if(error)
util.die(error, true);
module.exports = require(dirs.budfox + 'budfox');
================================================
FILE: core/pipeline.js
================================================
/*
A pipeline implements a full Gekko Flow based on a config and
a mode. The mode is an abstraction that tells Gekko what market
to load (realtime, backtesting or importing) while making sure
all enabled plugins are actually supported by that market.
Read more here:
https://gekko.wizb.it/docs/internals/architecture.html
*/
var util = require('./util');
var dirs = util.dirs();
var _ = require('lodash');
var async = require('async');
var log = require(dirs.core + 'log');
var pipeline = (settings) => {
var mode = settings.mode;
var config = settings.config;
// prepare a GekkoStream
var GekkoStream = require(dirs.core + 'gekkoStream');
// all plugins
var plugins = [];
// all emitting plugins
var emitters = {};
// all plugins interested in candles
var candleConsumers = [];
// utility to check and load plugins.
var pluginHelper = require(dirs.core + 'pluginUtil');
// meta information about every plugin that tells Gekko
// something about every available plugin
var pluginParameters = require(dirs.gekko + 'plugins');
// meta information about the events plugins can broadcast
// and how they should hooked up to consumers.
var subscriptions = require(dirs.gekko + 'subscriptions');
var market;
// Instantiate each enabled plugin
var loadPlugins = function(next) {
// load all plugins
async.mapSeries(
pluginParameters,
pluginHelper.load,
function(error, _plugins) {
if(error)
return util.die(error, true);
plugins = _.compact(_plugins);
next();
}
);
};
// Some plugins emit their own events, store
// a reference to those plugins.
var referenceEmitters = function(next) {
_.each(plugins, function(plugin) {
if(plugin.meta.emits)
emitters[plugin.meta.slug] = plugin;
});
next();
}
// Subscribe all plugins to other emitting plugins
var subscribePlugins = function(next) {
// events broadcasted by plugins
var pluginSubscriptions = _.filter(
subscriptions,
sub => sub.emitter !== 'market'
);
// some events can be broadcasted by different
// plugins, however the pipeline only allows a single
// emitting plugin for each event to be enabled.
_.each(
pluginSubscriptions.filter(s => _.isArray(s.emitter)),
subscription => {
// cache full list
subscription.emitters = subscription.emitter;
var singleEventEmitters = subscription.emitter
.filter(
s => _.size(plugins.filter(p => p.meta.slug === s))
);
if(_.size(singleEventEmitters) > 1) {
var error = `Multiple plugins are broadcasting`;
error += ` the event "${subscription.event}" (${singleEventEmitters.join(',')}).`;
error += 'This is unsupported.'
util.die(error);
} else {
subscription.emitter = _.first(singleEventEmitters);
}
}
);
// subscribe interested plugins to
// emitting plugins
_.each(plugins, function(plugin) {
_.each(pluginSubscriptions, function(sub) {
if(plugin[sub.handler]) {
// if a plugin wants to listen
// to something disabled
if(!emitters[sub.emitter]) {
if(!plugin.meta.greedy) {
let emitterMessage;
if(sub.emitters) {
emitterMessage = 'all of the emitting plugins [ ';
emitterMessage += sub.emitters.join(', ');
emitterMessage += ' ] are disabled.';
} else {
emitterMessage += 'the emitting plugin (' + sub.emitter;
emitterMessage += ')is disabled.'
}
log.error([
plugin.meta.name,
'wanted to listen to event',
sub.event + ',',
'however',
emitterMessage,
plugin.meta.name + ' might malfunction because of it.'
].join(' '));
}
return;
}
// attach handler
emitters[sub.emitter]
.on(sub.event,
plugin[
sub.handler
])
}
});
});
// events broadcasted by the market
var marketSubscriptions = _.filter(
subscriptions,
{emitter: 'market'}
);
// subscribe plugins to the market
_.each(plugins, function(plugin) {
_.each(marketSubscriptions, function(sub) {
if(plugin[sub.handler]) {
if(sub.event === 'candle')
candleConsumers.push(plugin);
}
});
});
next();
}
var prepareMarket = function(next) {
if(mode === 'backtest' && config.backtest.daterange === 'scan')
require(dirs.core + 'prepareDateRange')(next);
else
next();
}
var setupMarket = function(next) {
// load a market based on the config (or fallback to mode)
let marketType;
if(config.market)
marketType = config.market.type;
else
marketType = mode;
var Market = require(dirs.markets + marketType);
market = new Market(config);
next();
}
var subscribePluginsToMarket = function(next) {
// events broadcasted by the market
var marketSubscriptions = _.filter(
subscriptions,
{emitter: 'market'}
);
_.each(plugins, function(plugin) {
_.each(marketSubscriptions, function(sub) {
if(sub.event === 'candle')
// these are handled via the market stream
return;
if(plugin[sub.handler]) {
market.on(sub.event, plugin[sub.handler]);
}
});
});
next();
}
log.info('Setting up Gekko in', mode, 'mode');
log.info('');
async.series(
[
loadPlugins,
referenceEmitters,
subscribePlugins,
prepareMarket,
setupMarket,
subscribePluginsToMarket
],
function() {
var gekkoStream = new GekkoStream(plugins);
market
.pipe(gekkoStream)
// convert JS objects to JSON string
// .pipe(new require('stringify-stream')())
// output to standard out
// .pipe(process.stdout);
market.on('end', gekkoStream.finalize);
}
);
}
module.exports = pipeline;
================================================
FILE: core/pluginUtil.js
================================================
var _ = require('lodash');
var async = require('async');
var Emitter = require('./emitter');
var util = require(__dirname + '/util');
var log = require(util.dirs().core + 'log');
var config = util.getConfig();
var pluginDir = util.dirs().plugins;
var gekkoMode = util.gekkoMode();
var inherits = require('util').inherits;
var pluginHelper = {
// Checks whether we can load a module
// @param Object plugin
// plugin config object
// @return String
// error message if we can't
// use the module.
cannotLoad: function(plugin) {
// verify plugin dependencies are installed
if(_.has(plugin, 'dependencies'))
var error = false;
_.each(plugin.dependencies, function(dep) {
try {
var a = require(dep.module);
}
catch(e) {
log.error('ERROR LOADING DEPENDENCY', dep.module);
if(!e.message) {
log.error(e);
util.die();
}
if(!e.message.startsWith('Cannot find module'))
return util.die(e);
error = [
'The plugin',
plugin.slug,
'expects the module',
dep.module,
'to be installed.',
'However it is not, install',
'it by running: \n\n',
'\tnpm install',
dep.module + '@' + dep.version
].join(' ');
}
});
return error;
},
// loads a plugin
//
// @param Object plugin
// plugin config object
// @param Function next
// callback
load: function(plugin, next) {
plugin.config = config[plugin.slug];
if(!plugin.config || !plugin.config.enabled)
return next();
if(!_.contains(plugin.modes, gekkoMode)) {
log.warn(
'The plugin',
plugin.name,
'does not support the mode',
gekkoMode + '.',
'It has been disabled.'
)
return next();
}
log.info('Setting up:');
log.info('\t', plugin.name);
log.info('\t', plugin.description);
var cannotLoad = pluginHelper.cannotLoad(plugin);
if(cannotLoad)
return next(cannotLoad);
if(plugin.path)
var Constructor = require(pluginDir + plugin.path(config));
else
var Constructor = require(pluginDir + plugin.slug);
if(plugin.async) {
inherits(Constructor, Emitter);
var instance = new Constructor(util.defer(function(err) {
next(err, instance);
}), plugin);
Emitter.call(instance);
instance.meta = plugin;
} else {
inherits(Constructor, Emitter);
var instance = new Constructor(plugin);
Emitter.call(instance);
instance.meta = plugin;
_.defer(function() {
next(null, instance);
});
}
if(!plugin.silent)
log.info('\n');
}
}
module.exports = pluginHelper;
================================================
FILE: core/prepareDateRange.js
================================================
var _ = require('lodash');
var prompt = require('prompt-lite');
var moment = require('moment');
var util = require('./util');
var config = util.getConfig();
var dirs = util.dirs();
var log = require(dirs.core + 'log');
var scan = require(dirs.tools + 'dateRangeScanner');
// helper to store the evenutally detected
// daterange.
var setDateRange = function(from, to) {
config.backtest.daterange = {
from: moment.unix(from).utc().format(),
to: moment.unix(to).utc().format(),
};
util.setConfig(config);
}
module.exports = function(done) {
scan((err, ranges) => {
if(_.size(ranges) === 0)
util.die('No history found for this market', true);
if(_.size(ranges) === 1) {
var r = _.first(ranges);
log.info('Gekko was able to find a single daterange in the locally stored history:');
log.info('\t', 'from:', moment.unix(r.from).utc().format('YYYY-MM-DD HH:mm:ss'));
log.info('\t', 'to:', moment.unix(r.to).utc().format('YYYY-MM-DD HH:mm:ss'));
setDateRange(r.from, r.to);
return done();
}
log.info(
'Gekko detected multiple dateranges in the locally stored history.',
'Please pick the daterange you are interested in testing:'
);
_.each(ranges, (range, i) => {
log.info('\t\t', `OPTION ${i + 1}:`);
log.info('\t', 'from:', moment.unix(range.from).utc().format('YYYY-MM-DD HH:mm:ss'));
log.info('\t', 'to:', moment.unix(range.to).utc().format('YYYY-MM-DD HH:mm:ss'));
});
prompt.get({name: 'option'}, (err, result) => {
var option = parseInt(result.option);
if(option === NaN)
util.die('Not an option..', true);
var range = ranges[option - 1];
if(!range)
util.die('Not an option..', true);
setDateRange(range.from, range.to);
return done();
});
});
}
================================================
FILE: core/stats.js
================================================
const stats = require('stats-lite');
const lodash = require('lodash');
// simply monkey patch the stats with other stuff we
// need and pass on.
// sharpe ratio
//
// @param returns (array - list of returns)
// @param rfreturn (number - risk free return)
//
stats.sharpe = (returns, rfreturn) => {
return (stats.mean(returns) - rfreturn) / stats.stdev(returns);
}
module.exports = stats;
================================================
FILE: core/talib.js
================================================
var semver = require("semver");
var _ = require('lodash');
// validate that talib is installed, if not we'll throw an exception which will
// prevent further loading or out outside this module
try {
var talib = require("talib");
} catch (e) {
module.exports = null;
return;
}
var talibError = 'Gekko was unable to configure talib indicator:\n\t';
var talibGTEv103 = semver.gte(talib.version, '1.0.3');
// Wrapper that executes a talib indicator
var execute = function(callback, params) {
// talib callback style since talib-v1.0.3
var talibCallback = function(err, result) {
if(err) return callback(err);
callback(null, result.result);
};
// talib legacy callback style before talib-v1.0.3
var talibLegacyCallback = function(result) {
var error = result.error;
talibCallback.apply(this, [error, result]);
};
return talib.execute(params, talibGTEv103 ? talibCallback : talibLegacyCallback);
}
// Helper that makes sure all required parameters
// for a specific talib indicator are present.
var verifyParams = (methodName, params) => {
var requiredParams = methods[methodName].requires;
_.each(requiredParams, paramName => {
if(!_.has(params, paramName)) {
throw new Error(talibError + methodName + ' requires ' + paramName + '.');
}
var val = params[paramName];
if(!_.isNumber(val)) {
throw new Error(talibError + paramName + ' needs to be a number');
}
});
}
var methods = {};
//////////////////////////////Pattern Recognition//////////////////////////////
methods.cdl2crows = {
requires: [],
create: (params) => {
verifyParams('cdl2crows', params);
return (data, callback) => execute(callback, {
name: "CDL2CROWS",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdl3blackcrows = {
requires: [],
create: (params) => {
verifyParams('cdl3blackcrows', params);
return (data, callback) => execute(callback, {
name: "CDL3BLACKCROWS",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdl3inside = {
requires: [],
create: (params) => {
verifyParams('cdl3inside', params);
return (data, callback) => execute(callback, {
name: "CDL3INSIDE",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdl3linestrike = {
requires: [],
create: (params) => {
verifyParams('cdl3linestrike', params);
return (data, callback) => execute(callback, {
name: "CDL3LINESTRIKE",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdl3outside = {
requires: [],
create: (params) => {
verifyParams('cdl3outside', params);
return (data, callback) => execute(callback, {
name: "CDL3OUTSIDE",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdl3starsinsouth = {
requires: [],
create: (params) => {
verifyParams('cdl3starsinsouth', params);
return (data, callback) => execute(callback, {
name: "CDL3STARSINSOUTH",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdl3whitesoldiers = {
requires: [],
create: (params) => {
verifyParams('cdl3whitesoldiers', params);
return (data, callback) => execute(callback, {
name: "CDL3WHITESOLDIERS",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlabandonedbaby = {
requires: ['optInPenetration'],
create: (params) => {
verifyParams('cdlabandonedbaby', params);
return (data, callback) => execute(callback, {
name: "CDLABANDONEDBABY",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close,
optInPenetration: params.optInPenetration
});
}
}
methods.cdladvanceblock = {
requires: [],
create: (params) => {
verifyParams('cdladvanceblock', params);
return (data, callback) => execute(callback, {
name: "CDLADVANCEBLOCK",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlbelthold = {
requires: [],
create: (params) => {
verifyParams('cdlbelthold', params);
return (data, callback) => execute(callback, {
name: "CDLBELTHOLD",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlbreakaway = {
requires: [],
create: (params) => {
verifyParams('cdlbreakaway', params);
return (data, callback) => execute(callback, {
name: "CDLBREAKAWAY",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlclosingmarubozu = {
requires: [],
create: (params) => {
verifyParams('cdlclosingmarubozu', params);
return (data, callback) => execute(callback, {
name: "CDLCLOSINGMARUBOZU",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlconcealbabyswall = {
requires: [],
create: (params) => {
verifyParams('cdlconcealbabyswall', params);
return (data, callback) => execute(callback, {
name: "CDLCONCEALBABYSWALL",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlcounterattack = {
requires: [],
create: (params) => {
verifyParams('cdlcounterattack', params);
return (data, callback) => execute(callback, {
name: "CDLCOUNTERATTACK",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdldarkcloudcover = {
requires: ['optInPenetration'],
create: (params) => {
verifyParams('cdldarkcloudcover', params);
return (data, callback) => execute(callback, {
name: "CDLDARKCLOUDCOVER",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close,
optInPenetration: params.optInPenetration
});
}
}
methods.cdldoji = {
requires: [],
create: (params) => {
verifyParams('cdldoji', params);
return (data, callback) => execute(callback, {
name: "CDLDOJI",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdldojistar = {
requires: [],
create: (params) => {
verifyParams('cdldojistar', params);
return (data, callback) => execute(callback, {
name: "CDLDOJISTAR",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdldragonflydoji = {
requires: [],
create: (params) => {
verifyParams('cdldragonflydoji', params);
return (data, callback) => execute(callback, {
name: "CDLDRAGONFLYDOJI",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlengulfing = {
requires: [],
create: (params) => {
verifyParams('cdlengulfing', params);
return (data, callback) => execute(callback, {
name: "CDLENGULFING",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdleveningdojistar = {
requires: ['optInPenetration'],
create: (params) => {
verifyParams('cdleveningdojistar', params);
return (data, callback) => execute(callback, {
name: "CDLEVENINGDOJISTAR",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close,
optInPenetration: params.optInPenetration
});
}
}
methods.cdleveningstar = {
requires: ['optInPenetration'],
create: (params) => {
verifyParams('cdleveningstar', params);
return (data, callback) => execute(callback, {
name: "CDLEVENINGSTAR",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close,
optInPenetration: params.optInPenetration
});
}
}
methods.cdlgapsidesidewhite = {
requires: [],
create: (params) => {
verifyParams('cdlgapsidesidewhite', params);
return (data, callback) => execute(callback, {
name: "CDLGAPSIDESIDEWHITE",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlgravestonedoji = {
requires: [],
create: (params) => {
verifyParams('cdlgravestonedoji', params);
return (data, callback) => execute(callback, {
name: "CDLGRAVESTONEDOJI",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlhammer = {
requires: [],
create: (params) => {
verifyParams('cdlhammer', params);
return (data, callback) => execute(callback, {
name: "CDLHAMMER",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlhangingman = {
requires: [],
create: (params) => {
verifyParams('cdlhangingman', params);
return (data, callback) => execute(callback, {
name: "CDLHANGINGMAN",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlharami = {
requires: [],
create: (params) => {
verifyParams('cdlharami', params);
return (data, callback) => execute(callback, {
name: "CDLHARAMI",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlharamicross = {
requires: [],
create: (params) => {
verifyParams('cdlharamicross', params);
return (data, callback) => execute(callback, {
name: "CDLHARAMICROSS",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlhighwave = {
requires: [],
create: (params) => {
verifyParams('cdlhighwave', params);
return (data, callback) => execute(callback, {
name: "CDLHIGHWAVE",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlhikkake = {
requires: [],
create: (params) => {
verifyParams('cdlhikkake', params);
return (data, callback) => execute(callback, {
name: "CDLHIKKAKE",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlhikkakemod = {
requires: [],
create: (params) => {
verifyParams('cdlhikkakemod', params);
return (data, callback) => execute(callback, {
name: "CDLHIKKAKEMOD",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlhomingpigeon = {
requires: [],
create: (params) => {
verifyParams('cdlhomingpigeon', params);
return (data, callback) => execute(callback, {
name: "CDLHOMINGPIGEON",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlidentical3crows = {
requires: [],
create: (params) => {
verifyParams('cdlidentical3crows', params);
return (data, callback) => execute(callback, {
name: "CDLIDENTICAL3CROWS",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlinneck = {
requires: [],
create: (params) => {
verifyParams('cdlinneck', params);
return (data, callback) => execute(callback, {
name: "CDLINNECK",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlinvertedhammer = {
requires: [],
create: (params) => {
verifyParams('cdlinvertedhammer', params);
return (data, callback) => execute(callback, {
name: "CDLINVERTEDHAMMER",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlkicking = {
requires: [],
create: (params) => {
verifyParams('cdlkicking', params);
return (data, callback) => execute(callback, {
name: "CDLKICKING",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlkickingbylength = {
requires: [],
create: (params) => {
verifyParams('cdlkickingbylength', params);
return (data, callback) => execute(callback, {
name: "CDLKICKINGBYLENGTH",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlladderbottom = {
requires: [],
create: (params) => {
verifyParams('cdlladderbottom', params);
return (data, callback) => execute(callback, {
name: "CDLLADDERBOTTOM",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdllongleggeddoji = {
requires: [],
create: (params) => {
verifyParams('cdllongleggeddoji', params);
return (data, callback) => execute(callback, {
name: "CDLLONGLEGGEDDOJI",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdllongline = {
requires: [],
create: (params) => {
verifyParams('cdllongline', params);
return (data, callback) => execute(callback, {
name: "CDLLONGLINE",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlmarubozu = {
requires: [],
create: (params) => {
verifyParams('cdlmarubozu', params);
return (data, callback) => execute(callback, {
name: "CDLMARUBOZU",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlmatchinglow = {
requires: [],
create: (params) => {
verifyParams('cdlmatchinglow', params);
return (data, callback) => execute(callback, {
name: "CDLMATCHINGLOW",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlmathold = {
requires: ['optInPenetration'],
create: (params) => {
verifyParams('cdlmathold', params);
return (data, callback) => execute(callback, {
name: "CDLMATHOLD",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close,
optInPenetration: params.optInPenetration
});
}
}
methods.cdlmorningdojistar = {
requires: ['optInPenetration'],
create: (params) => {
verifyParams('cdlmorningdojistar', params);
return (data, callback) => execute(callback, {
name: "CDLMORNINGDOJISTAR",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close,
optInPenetration: params.optInPenetration
});
}
}
methods.cdlmorningstar = {
requires: ['optInPenetration'],
create: (params) => {
verifyParams('cdlmorningstar', params);
return (data, callback) => execute(callback, {
name: "CDLMORNINGSTAR",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close,
optInPenetration: params.optInPenetration
});
}
}
methods.cdlonneck = {
requires: [],
create: (params) => {
verifyParams('cdlonneck', params);
return (data, callback) => execute(callback, {
name: "CDLONNECK",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlpiercing = {
requires: [],
create: (params) => {
verifyParams('cdlpiercing', params);
return (data, callback) => execute(callback, {
name: "CDLPIERCING",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlrickshawman = {
requires: [],
create: (params) => {
verifyParams('cdlrickshawman', params);
return (data, callback) => execute(callback, {
name: "CDLRICKSHAWMAN",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlrisefall3methods = {
requires: [],
create: (params) => {
verifyParams('cdlrisefall3methods', params);
return (data, callback) => execute(callback, {
name: "CDLRISEFALL3METHODS",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlseparatinglines = {
requires: [],
create: (params) => {
verifyParams('cdlseparatinglines', params);
return (data, callback) => execute(callback, {
name: "CDLSEPARATINGLINES",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlshootingstar = {
requires: [],
create: (params) => {
verifyParams('cdlshootingstar', params);
return (data, callback) => execute(callback, {
name: "CDLSHOOTINGSTAR",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlshortline = {
requires: [],
create: (params) => {
verifyParams('cdlshortline', params);
return (data, callback) => execute(callback, {
name: "CDLSHORTLINE",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlspinningtop = {
requires: [],
create: (params) => {
verifyParams('cdlspinningtop', params);
return (data, callback) => execute(callback, {
name: "CDLSPINNINGTOP",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlstalledpattern = {
requires: [],
create: (params) => {
verifyParams('cdlstalledpattern', params);
return (data, callback) => execute(callback, {
name: "CDLSTALLEDPATTERN",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlsticksandwich = {
requires: [],
create: (params) => {
verifyParams('cdlsticksandwich', params);
return (data, callback) => execute(callback, {
name: "CDLSTICKSANDWICH",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdltakuri = {
requires: [],
create: (params) => {
verifyParams('cdltakuri', params);
return (data, callback) => execute(callback, {
name: "CDLTAKURI",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdltasukigap = {
requires: [],
create: (params) => {
verifyParams('cdltasukigap', params);
return (data, callback) => execute(callback, {
name: "CDLTASUKIGAP",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlthrusting = {
requires: [],
create: (params) => {
verifyParams('cdlthrusting', params);
return (data, callback) => execute(callback, {
name: "CDLTHRUSTING",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdltristar = {
requires: [],
create: (params) => {
verifyParams('cdltristar', params);
return (data, callback) => execute(callback, {
name: "CDLTRISTAR",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlunique3river = {
requires: [],
create: (params) => {
verifyParams('cdlunique3river', params);
return (data, callback) => execute(callback, {
name: "CDLUNIQUE3RIVER",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlupsidegap2crows = {
requires: [],
create: (params) => {
verifyParams('cdlupsidegap2crows', params);
return (data, callback) => execute(callback, {
name: "CDLUPSIDEGAP2CROWS",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
methods.cdlxsidegap3methods = {
requires: [],
create: (params) => {
verifyParams('cdlxsidegap3methods', params);
return (data, callback) => execute(callback, {
name: "CDLXSIDEGAP3METHODS",
startIdx: 0,
endIdx: data.close.length - 1,
open: data.open,
high: data.high,
low: data.low,
close: data.close
});
}
}
//////////////////////////////Pattern Recognition//////////////////////////////
methods.accbands = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('accbands', params);
return (data, callback) => execute(callback, {
name: "ACCBANDS",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.ad = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('accbands', params);
return (data, callback) => execute(callback, {
name: "AD",
high: data.high,
low: data.low,
close: data.close,
volume: data.volume,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.adosc = {
requires: ['optInFastPeriod', 'optInSlowPeriod'],
create: (params) => {
verifyParams('adosc', params);
return (data, callback) => execute(callback, {
name: "ADOSC",
high: data.high,
low: data.low,
close: data.close,
volume: data.volume,
startIdx: 0,
endIdx: data.high.length - 1,
optInFastPeriod: params.optInFastPeriod,
optInSlowPeriod: params.optInSlowPeriod
});
}
}
methods.adx = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('adx', params);
return (data, callback) => execute(callback, {
name: "ADX",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.adxr = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('adxr', params);
return (data, callback) => execute(callback, {
name: "ADXR",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.apo = {
requires: ['optInFastPeriod', 'optInSlowPeriod', 'optInMAType'],
create: (params) => {
verifyParams('apo', params);
return (data, callback) => execute(callback, {
name: "APO",
inReal: data.close,
startIdx: 0,
endIdx: data.length - 1,
optInFastPeriod: params.optInFastPeriod,
optInSlowPeriod: params.optInSlowPeriod,
optInMAType: params.optInMAType
});
}
}
methods.aroon = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('aroon', params);
return (data, callback) => execute(callback, {
name: "AROON",
high: data.high,
low: data.low,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.aroonosc = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('aroonosc', params);
return (data, callback) => execute(callback, {
name: "AROONOSC",
high: data.high,
low: data.low,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.atr = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('atr', params);
return (data, callback) => execute(callback, {
name: "ATR",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.avgprice = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('avgprice', params);
return (data, callback) => execute(callback, {
name: "AVGPRICE",
open: data.open,
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.open.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.bbands = {
requires: ['optInTimePeriod', 'optInNbDevUp', 'optInNbDevDn', 'optInMAType'],
create: (params) => {
verifyParams('bbands', params);
return (data, callback) => execute(callback, {
name: "BBANDS",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod,
optInNbDevUp: params.optInNbDevUp,
optInNbDevDn: params.optInNbDevDn,
optInMAType: params.optInMAType
});
}
}
///////////////////////////////////////////////////////////////
// this.beta = function(data_0, data_1, period) {
// return talibWrapper({
// name: "BETA",
// inReal0: data_0,
// inReal1: data_1,
// startIdx: 0,
// endIdx: data_0.length - 1,
// optInTimePeriod: period
// });
// };
methods.bop = {
requires: [],
create: (params) => {
verifyParams('bop', params);
return (data, callback) => execute(callback, {
name: "BOP",
open: data.open,
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1
});
}
}
methods.cci = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('cci', params);
return (data, callback) => execute(callback, {
name: "CCI",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.cmo = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('cmo', params);
return (data, callback) => execute(callback, {
name: "CMO",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
// this.correl = function(data_0, data_1, period) {
// return talibWrapper({
// name: "CORREL",
// inReal0: data_0,
// inReal1: data_1,
// startIdx: 0,
// endIdx: data_0.length - 1,
// optInTimePeriod: period
// });
// };
methods.dema = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('dema', params);
return (data, callback) => execute(callback, {
name: "DEMA",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.dx = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('dx', params);
return (data, callback) => execute(callback, {
name: "DX",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.ema = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('ema', params);
return (data, callback) => execute(callback, {
name: "EMA",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.ht_dcperiod = {
requires: [],
create: (params) => {
verifyParams('ht_dcperiod', params);
return (data, callback) => execute(callback, {
name: "HT_DCPERIOD",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1
});
}
}
methods.ht_dcphase = {
requires: [],
create: (params) => {
verifyParams('ht_dcphase', params);
return (data, callback) => execute(callback, {
name: "HT_DCPHASE",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1
});
}
}
methods.ht_phasor = {
requires: [],
create: (params) => {
verifyParams('ht_phasor', params);
return (data, callback) => execute(callback, {
name: "HT_PHASOR",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1
});
}
}
methods.ht_sine = {
requires: [],
create: (params) => {
verifyParams('ht_sine', params);
return (data, callback) => execute(callback, {
name: "HT_SINE",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1
});
}
}
methods.ht_trendline = {
requires: [],
create: (params) => {
verifyParams('ht_trendline', params);
return (data, callback) => execute(callback, {
name: "HT_TRENDLINE",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1
});
}
}
methods.ht_trendmode = {
requires: [],
create: (params) => {
verifyParams('ht_trendmode', params);
return (data, callback) => execute(callback, {
name: "HT_TRENDMODE",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1
});
}
}
methods.imi = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('imi', params);
return (data, callback) => execute(callback, {
name: "IMI",
open: data.open,
close: data.close,
startIdx: 0,
endIdx: data.open.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.kama = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('kama', params);
return (data, callback) => execute(callback, {
name: "KAMA",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.linearreg = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('linearreg', params);
return (data, callback) => execute(callback, {
name: "LINEARREG",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.linearreg_angle = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('linearreg_angle', params);
return (data, callback) => execute(callback, {
name: "LINEARREG_ANGLE",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.linearreg_intercept = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('linearreg_intercept', params);
return (data, callback) => execute(callback, {
name: "LINEARREG_INTERCEPT",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.linearreg_slope = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('linearreg_slope', params);
return (data, callback) => execute(callback, {
name: "LINEARREG_SLOPE",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.ma = {
requires: ['optInTimePeriod', 'optInMAType'],
create: (params) => {
verifyParams('ma', params);
return (data, callback) => execute(callback, {
name: "MA",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod,
optInMAType: params.optInMAType
});
}
}
methods.macd = {
requires: ['optInFastPeriod', 'optInSlowPeriod', 'optInSignalPeriod'],
create: (params) => {
verifyParams('macd', params);
return (data, callback) => execute(callback, {
name: "MACD",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInFastPeriod: params.optInFastPeriod,
optInSlowPeriod: params.optInSlowPeriod,
optInSignalPeriod: params.optInSignalPeriod
});
}
}
methods.macdext = {
requires: [
'optInFastPeriod',
'optInFastMAType',
'optInSlowPeriod',
'optInSlowMAType',
'optInSignalPeriod',
'optInSignalMAType'
],
create: (params) => {
verifyParams('macdext', params);
return (data, callback) => execute(callback, {
name: "MACDEXT",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInFastPeriod: params.optInFastPeriod,
optInFastMAType: params.optInFastMAType,
optInSlowPeriod: params.optInSlowPeriod,
optInSlowMAType: params.optInSlowMAType,
optInSignalPeriod: params.optInSignalPeriod,
optInSignalMAType: params.optInSignalMAType
});
}
}
methods.macdfix = {
requires: ['optInSignalPeriod'],
create: (params) => {
verifyParams('macdfix', params);
return (data, callback) => execute(callback, {
name: "MACDFIX",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInSignalPeriod: params.optInSignalPeriod
});
}
}
methods.mama = {
requires: ['optInFastLimit', 'optInSlowLimit'],
create: (params) => {
verifyParams('mama', params);
return (data, callback) => execute(callback, {
name: "MAMA",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInFastLimit: params.optInFastLimit,
optInSlowLimit: params.optInSlowLimit
});
}
}
methods.mavp = {
requires: ['inPeriods', 'optInMinPeriod', 'optInMaxPeriod', 'optInMAType'],
create: (params) => {
verifyParams('mavp', params);
return (data, callback) => execute(callback, {
name: "MAVP",
inReal: data.close,
inPeriods: params.inPeriods,
startIdx: 0,
endIdx: data.close.length - 1,
optInMinPeriod: params.optInMinPeriod,
optInMaxPeriod: params.optInMaxPeriod,
optInMAType: params.optInMAType
});
}
}
methods.max = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('max', params);
return (data, callback) => execute(callback, {
name: "MAX",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.maxindex = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('maxindex', params);
return (data, callback) => execute(callback, {
name: "MAXINDEX",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.medprice = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('medprice', params);
return (data, callback) => execute(callback, {
name: "MEDPRICE",
high: data.high,
low: data.low,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.mfi = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('mfi', params);
return (data, callback) => execute(callback, {
name: "MFI",
high: data.high,
low: data.low,
close: data.close,
volume: data.volume,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.midpoint = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('midpoint', params);
return (data, callback) => execute(callback, {
name: "MIDPOINT",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.midprice = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('midprice', params);
return (data, callback) => execute(callback, {
name: "MIDPRICE",
high: data.high,
low: data.low,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.min = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('min', params);
return (data, callback) => execute(callback, {
name: "MIN",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.minindex = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('minindex', params);
return (data, callback) => execute(callback, {
name: "MININDEX",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.minmax = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('minmax', params);
return (data, callback) => execute(callback, {
name: "MINMAX",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.minmaxindex = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('minmaxindex', params);
return (data, callback) => execute(callback, {
name: "MINMAXINDEX",
inReal: data.close,
startIdx: 0,
endIdx: data.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.minus_di = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('minus_di', params);
return (data, callback) => execute(callback, {
name: "MINUS_DI",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.minus_dm = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('minus_dm', params);
return (data, callback) => execute(callback, {
name: "MINUS_DM",
high: data.high,
low: data.low,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.mom = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('mom', params);
return (data, callback) => execute(callback, {
name: "MOM",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.natr = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('natr', params);
return (data, callback) => execute(callback, {
name: "NATR",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.obv = {
requires: [],
create: (params) => {
verifyParams('obv', params);
return (data, callback) => execute(callback, {
name: "OBV",
inReal: data.close,
volume: data.volume,
startIdx: 0,
endIdx: data.close.length - 1
});
}
}
methods.plus_di = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('plus_di', params);
return (data, callback) => execute(callback, {
name: "PLUS_DI",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.plus_dm = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('plus_dm', params);
return (data, callback) => execute(callback, {
name: "PLUS_DM",
high: data.high,
low: data.low,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.ppo = {
requires: ['optInFastPeriod', 'optInSlowPeriod', 'optInMAType'],
create: (params) => {
verifyParams('ppo', params);
return (data, callback) => execute(callback, {
name: "PPO",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInFastPeriod: params.optInFastPeriod,
optInSlowPeriod: params.optInSlowPeriod,
optInMAType: params.optInMAType
});
}
}
methods.roc = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('roc', params);
return (data, callback) => execute(callback, {
name: "ROC",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.rocp = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('rocp', params);
return (data, callback) => execute(callback, {
name: "ROCP",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.rocr = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('rocr', params);
return (data, callback) => execute(callback, {
name: "ROCR",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.rocr100 = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('rocr100', params);
return (data, callback) => execute(callback, {
name: "ROCR100",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.rsi = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('rsi', params);
return (data, callback) => execute(callback, {
name: "RSI",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.sar = {
requires: ['optInAcceleration', 'optInMaximum'],
create: (params) => {
verifyParams('sar', params);
return (data, callback) => execute(callback, {
name: "SAR",
high: data.high,
low: data.low,
startIdx: 0,
endIdx: data.high.length - 1,
optInAcceleration: params.optInAcceleration,
optInMaximum: params.optInMaximum
});
}
}
methods.sarext = {
requires: [
'optInStartValue',
'optInOffsetOnReverse',
'optInAccelerationInitLong',
'optInAccelerationLong',
'optInAccelerationMaxLong',
'optInAccelerationInitShort',
'optInAccelerationShort',
'optInAccelerationMaxShort'
],
create: (params) => {
verifyParams('sarext', params);
return (data, callback) => execute(callback, {
name: "SAREXT",
high: data.high,
low: data.low,
startIdx: 0,
endIdx: data.high.length - 1,
optInStartValue: params.optInStartValue,
optInOffsetOnReverse: params.optInOffsetOnReverse,
optInAccelerationInitLong: params.optInAccelerationInitLong,
optInAccelerationLong: params.optInAccelerationLong,
optInAccelerationMaxLong: params.optInAccelerationMaxLong,
optInAccelerationInitShort: params.optInAccelerationInitShort,
optInAccelerationShort: params.optInAccelerationShort,
optInAccelerationMaxShort: params.optInAccelerationMaxShort
});
}
}
methods.sma = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('sma', params);
return (data, callback) => execute(callback, {
name: "SMA",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.stddev = {
requires: ['optInTimePeriod', 'optInNbDev'],
create: (params) => {
verifyParams('stddev', params);
return (data, callback) => execute(callback, {
name: "STDDEV",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod,
optInNbDev: params.optInNbDev
});
}
}
methods.stoch = {
requires: [
'optInFastK_Period',
'optInSlowK_Period',
'optInSlowK_MAType',
'optInSlowD_Period',
'optInSlowD_MAType'
],
create: (params) => {
verifyParams('stoch', params);
return (data, callback) => execute(callback, {
name: "STOCH",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInFastK_Period: params.optInFastK_Period,
optInSlowK_Period: params.optInSlowK_Period,
optInSlowK_MAType: params.optInSlowK_MAType,
optInSlowD_Period: params.optInSlowD_Period,
optInSlowD_MAType: params.optInSlowD_MAType
});
}
}
methods.stochf = {
requires: [
'optInFastK_Period',
'optInFastD_Period',
'optInFastD_MAType'
],
create: (params) => {
verifyParams('stochf', params);
return (data, callback) => execute(callback, {
name: "STOCHF",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInFastK_Period: params.optInFastK_Period,
optInFastD_Period: params.optInFastD_Period,
optInFastD_MAType: params.optInFastD_MAType
});
}
}
methods.stochrsi = {
requires: [
'optInTimePeriod',
'optInFastK_Period',
'optInFastD_Period',
'optInFastD_MAType'
],
create: (params) => {
verifyParams('stochrsi', params);
return (data, callback) => execute(callback, {
name: "STOCHRSI",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod,
optInFastK_Period: params.optInFastK_Period,
optInFastD_Period: params.optInFastD_Period,
optInFastD_MAType: params.optInFastD_MAType
});
}
}
methods.t3 = {
requires: [
'optInTimePeriod',
'optInFastK_Period',
'optInFastD_Period',
'optInFastD_MAType'
],
create: (params) => {
verifyParams('t3', params);
return (data, callback) => execute(callback, {
name: "T3",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod,
optInVFactor: params.optInVFactor
});
}
}
methods.tema = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('tema', params);
return (data, callback) => execute(callback, {
name: "TEMA",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.trange = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('trange', params);
return (data, callback) => execute(callback, {
name: "TRANGE",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.trima = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('trima', params);
return (data, callback) => execute(callback, {
name: "TRIMA",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.trix = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('trix', params);
return (data, callback) => execute(callback, {
name: "TRIX",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.tsf = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('tsf', params);
return (data, callback) => execute(callback, {
name: "TSF",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.typprice = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('typprice', params);
return (data, callback) => execute(callback, {
name: "TYPPRICE",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.ultosc = {
requires: ['optInTimePeriod1', 'optInTimePeriod2', 'optInTimePeriod3'],
create: (params) => {
verifyParams('ultosc', params);
return (data, callback) => execute(callback, {
name: "ULTOSC",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod1: params.optInTimePeriod1,
optInTimePeriod2: params.optInTimePeriod2,
optInTimePeriod3: params.optInTimePeriod3
});
}
}
methods.variance = {
requires: ['optInTimePeriod', 'optInNbDev'],
create: (params) => {
verifyParams('variance', params);
return (data, callback) => execute(callback, {
name: "VAR",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod,
optInNbDev: params.optInTimePeriod
});
}
}
methods.wclprice = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('wclprice', params);
return (data, callback) => execute(callback, {
name: "WCLPRICE",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.willr = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('willr', params);
return (data, callback) => execute(callback, {
name: "WILLR",
high: data.high,
low: data.low,
close: data.close,
startIdx: 0,
endIdx: data.high.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
methods.wma = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('wma', params);
return (data, callback) => execute(callback, {
name: "WMA",
inReal: data.close,
startIdx: 0,
endIdx: data.close.length - 1,
optInTimePeriod: params.optInTimePeriod
});
}
}
module.exports = methods;
================================================
FILE: core/tools/candleLoader.js
================================================
// TODO: properly handle a daterange for which no data is available.
const batchSize = 1000;
const _ = require('lodash');
const fs = require('fs');
const moment = require('moment');
const util = require('../../core/util');
const config = util.getConfig();
const dirs = util.dirs();
const log = require(dirs.core + '/log');
const adapter = config[config.adapter];
const Reader = require(dirs.gekko + adapter.path + '/reader');
const daterange = config.daterange;
const CandleBatcher = require(dirs.core + 'candleBatcher');
const to = moment.utc(daterange.to).startOf('minute');
const from = moment.utc(daterange.from).startOf('minute');
const toUnix = to.unix();
if(to <= from)
util.die('This daterange does not make sense.')
if(!from.isValid())
util.die('invalid `from`');
if(!to.isValid())
util.die('invalid `to`');
let iterator = {
from: from.clone(),
to: from.clone().add(batchSize, 'm').subtract(1, 's')
}
var DONE = false;
var result = [];
var reader = new Reader();
var batcher;
var next;
var doneFn = () => {
process.nextTick(() => {
next(result);
})
};
module.exports = function(candleSize, _next) {
next = _.once(_next);
batcher = new CandleBatcher(candleSize)
.on('candle', handleBatchedCandles);
getBatch();
}
const getBatch = () => {
reader.get(
iterator.from.unix(),
iterator.to.unix(),
'full',
handleCandles
)
}
const shiftIterator = () => {
iterator = {
from: iterator.from.clone().add(batchSize, 'm'),
to: iterator.from.clone().add(batchSize * 2, 'm').subtract(1, 's')
}
}
const handleCandles = (err, data) => {
if(err) {
console.error(err);
util.die('Encountered an error..')
}
if(_.size(data) && _.last(data).start >= toUnix || iterator.from.unix() >= toUnix)
DONE = true;
batcher.write(data);
batcher.flush();
if(DONE) {
reader.close();
setTimeout(doneFn, 100);
} else {
shiftIterator();
getBatch();
}
}
const handleBatchedCandles = candle => {
result.push(candle);
}
================================================
FILE: core/tools/configBuilder.js
================================================
const fs = require('fs');
const _ = require('lodash');
const toml = require('toml');
const util = require('../util');
const dirs = util.dirs();
const getTOML = function(fileName) {
var raw = fs.readFileSync(fileName);
return toml.parse(raw);
}
// build a config object out of a directory of TOML files
module.exports = function() {
const configDir = util.dirs().config;
let _config = getTOML(configDir + 'general.toml');
fs.readdirSync(configDir + 'plugins').forEach(function(pluginFile) {
let pluginName = _.first(pluginFile.split('.'))
_config[pluginName] = getTOML(configDir + 'plugins/' + pluginFile);
});
// attach the proper adapter
let adapter = _config.adapter;
_config[adapter] = getTOML(configDir + 'adapters/' + adapter + '.toml');
if(_config.tradingAdvisor.enabled) {
// also load the strat
let strat = _config.tradingAdvisor.method;
let stratFile = configDir + 'strategies/' + strat + '.toml';
if(!fs.existsSync(stratFile))
util.die('Cannot find the strategy config file for ' + strat);
_config[strat] = getTOML(stratFile);
}
const mode = util.gekkoMode();
if(mode === 'backtest')
_config.backtest = getTOML(configDir + 'backtest.toml');
return _config;
}
================================================
FILE: core/tools/dataStitcher.js
================================================
var _ = require('lodash');
var fs = require('fs');
var moment = require('moment');
var util = require('../util');
var config = util.getConfig();
var dirs = util.dirs();
var log = require(dirs.core + '/log');
var Stitcher = function(batcher) {
this.batcher = batcher;
}
Stitcher.prototype.ago = function(ts) {
var now = moment().utc();
var then = moment.unix(ts).utc();
return now.diff(then, 'minutes') + ' minutes ago';
}
Stitcher.prototype.verifyExchange = function() {
require(dirs.gekko + 'exchange/dependencyCheck');
const exchangeChecker = require(dirs.gekko + 'exchange/exchangeChecker');
const slug = config.watch.exchange.toLowerCase();
let exchange;
try {
exchange = exchangeChecker.getExchangeCapabilities(slug);
} catch(e) {
util.die(e.message);
}
if(!exchange)
util.die(`Unsupported exchange: ${slug}`);
var error = exchangeChecker.cantMonitor(config.watch);
if(error)
util.die(error, true);
}
Stitcher.prototype.prepareHistoricalData = function(done) {
this.verifyExchange();
// - step 1: check most recent stored candle window
// - step 2: check oldest trade reachable by API
// - step 3: see if overlap
// - step 4: feed candle stream into CandleBatcher
if(config.tradingAdvisor.historySize === 0)
return done();
var requiredHistory = config.tradingAdvisor.candleSize * config.tradingAdvisor.historySize;
var Reader = require(dirs.plugins + config.adapter + '/reader');
this.reader = new Reader;
log.info(
'\tThe trading method requests',
requiredHistory,
'minutes of historic data. Checking availablity..'
);
var endTime = moment().utc().startOf('minute');
var idealStartTime = endTime.clone().subtract(requiredHistory, 'm');
this.reader.mostRecentWindow(idealStartTime, endTime, function(localData) {
// now we know what data is locally available, what
// data would we need from the exchange?
if(!localData) {
log.info('\tNo usable local data available, trying to get as much as possible from the exchange..');
var idealExchangeStartTime = idealStartTime.clone();
var idealExchangeStartTimeTS = idealExchangeStartTime.unix();
}
else if (idealStartTime.unix() < localData.from) {
log.info('\tLocal data is still too recent, trying to get as much as possible from the exchange');
var idealExchangeStartTime = idealStartTime.clone();
var idealExchangeStartTimeTS = idealExchangeStartTime.unix();
}
else {
log.debug('\tAvailable local data:');
log.debug('\t\tfrom:', this.ago(localData.from));
log.debug('\t\tto:', this.ago(localData.to));
log.info('\tUsable local data available, trying to match with exchange data..')
// local data is available, we need the next minute
// make sure we grab back in history far enough
var secondsOverlap = 60 * 15; // 15 minutes
var idealExchangeStartTimeTS = localData.to - secondsOverlap;
var idealExchangeStartTime = moment.unix(idealExchangeStartTimeTS).utc();
// already set the
util.setConfigProperty(
'tradingAdvisor',
'firstFetchSince',
idealExchangeStartTimeTS
);
}
// Limit the history Gekko can try to get from the exchange.
var minutesAgo = endTime.diff(idealExchangeStartTime, 'minutes');
var maxMinutesAgo = 4 * 60; // 4 hours
if(minutesAgo > maxMinutesAgo) {
log.info('\tPreventing Gekko from requesting', minutesAgo, 'minutes of history.');
idealExchangeStartTime = endTime.clone().subtract(maxMinutesAgo, 'minutes');
idealExchangeStartTimeTS = idealExchangeStartTime.unix();
}
log.debug('\tFetching exchange data since', this.ago(idealExchangeStartTimeTS))
this.checkExchangeTrades(idealExchangeStartTime, function(err, exchangeData) {
log.debug('\tAvailable exchange data:');
log.debug('\t\tfrom:', this.ago(exchangeData.from));
log.debug('\t\tto:', this.ago(exchangeData.to));
// in case we have limited local data, and the
// exchange would offer more than we have: ignore
// the local data..
if(
localData &&
exchangeData &&
exchangeData.from < localData.from
) {
log.debug('\tExchange offered more data than locally available. Ignoring local data');
localData = false;
}
var stitchable = localData && exchangeData.from <= localData.to;
if(stitchable) {
log.debug('\tStitching datasets');
// we can combine local data with exchange data
if(idealStartTime.unix() >= localData.from) {
log.info(
'\tFull history locally available.',
'Seeding the trading method with all required historical candles.'
);
} else {
// stitchable but not enough
log.info(
'\tPartial history locally available, but',
Math.round((localData.from - idealStartTime.unix()) / 60),
'minutes are missing.')
log.info('\tSeeding the trading method with',
'partial historical data (Gekko needs more time before',
'it can give advice).'
);
}
// seed all historic data up to the point the exchange can provide.
var from = localData.from;
var to = moment.unix(exchangeData.from).utc()
.startOf('minute')
.subtract(1, 'minute')
.unix();
log.debug('\tSeeding with:');
log.debug('\t\tfrom:', this.ago(from));
log.debug('\t\tto:', this.ago(to));
return this.seedLocalData(from, to, done);
} else if(!stitchable) {
log.debug('\tUnable to stitch datasets.')
// we cannot use any local data..
log.info(
'\tNot seeding locally available data to the trading method.'
);
if(exchangeData.from < idealExchangeStartTimeTS) {
log.info('\tHowever the exchange returned enough data anyway!');
} else if(localData) {
log.info(
'\tThe exchange does not return enough data.',
Math.round((localData.from - idealStartTime.unix()) / 60),
'minutes are still missing.'
);
}
}
done();
}.bind(this));
}.bind(this));
}
Stitcher.prototype.checkExchangeTrades = function(since, next) {
var provider = config.watch.exchange.toLowerCase();
var DataProvider = require(util.dirs().gekko + 'exchange/wrappers/' + provider);
var exchangeConfig = config.watch;
// include trader config if trading is enabled
if (_.isObject(config.trader) && config.trader.enabled) {
exchangeConfig = _.extend(config.watch, config.trader);
}
var watcher = new DataProvider(exchangeConfig);
watcher.getTrades(since, function(e, d) {
if(e) {
util.die(e.message);
}
if(_.isEmpty(d))
return util.die(
`Gekko tried to retrieve data since ${since.format('YYYY-MM-DD HH:mm:ss')}, however
${provider} did not return any trades.`
);
next(e, {
from: _.first(d).date,
to: _.last(d).date
})
});
}
Stitcher.prototype.seedLocalData = function(from, to, next) {
this.reader.get(from, to, 'full', function(err, rows) {
rows = _.map(rows, row => {
row.start = moment.unix(row.start);
return row;
});
this.batcher.write(rows);
this.batcher.flush();
this.reader.close();
next();
}.bind(this));
}
module.exports = Stitcher;
================================================
FILE: core/tools/dateRangeScanner.js
================================================
var BATCH_SIZE = 60; // minutes
var MISSING_CANDLES_ALLOWED = 3; // minutes, per batch
var _ = require('lodash');
var moment = require('moment');
var async = require('async');
var util = require('../util');
var config = util.getConfig();
var dirs = util.dirs();
var log = require(dirs.core + 'log');
var adapter = config[config.adapter];
var Reader = require(dirs.gekko + adapter.path + '/reader');
var reader = new Reader();
// todo: rewrite with generators or async/await..
var scan = function(done) {
log.info('Scanning local history for backtestable dateranges.');
reader.tableExists('candles', (err, exists) => {
if(err)
return done(err, null, reader);
if(!exists)
return done(null, [], reader);
async.parallel({
boundry: reader.getBoundry,
available: reader.countTotal
}, (err, res) => {
var first = res.boundry.first;
var last = res.boundry.last;
var optimal = (last - first) / 60;
log.debug('Available', res.available);
log.debug('Optimal', optimal);
// There is a candle for every minute
if(res.available === optimal + 1) {
log.info('Gekko is able to fully use the local history.');
return done(false, [{
from: first,
to: last
}], reader);
}
// figure out where the gaps are..
var missing = optimal - res.available + 1;
log.info(`The database has ${missing} candles missing, Figuring out which ones...`);
var iterator = {
from: last - (BATCH_SIZE * 60),
to: last
}
var batches = [];
// loop through all candles we have
// in batches and track whether they
// are complete
async.whilst(
() => {
return iterator.from > first
},
next => {
var from = iterator.from;
var to = iterator.to;
reader.count(
from,
iterator.to,
(err, count) => {
var complete = count + MISSING_CANDLES_ALLOWED > BATCH_SIZE;
if(complete)
batches.push({
to: to,
from: from
});
next();
}
);
iterator.from -= BATCH_SIZE * 60;
iterator.to -= BATCH_SIZE * 60;
},
() => {
if(batches.length === 0) {
return done(null, [], reader);
}
// batches is now a list like
// [ {from: unix, to: unix } ]
var ranges = [ batches.shift() ];
_.each(batches, batch => {
var curRange = _.last(ranges);
if(batch.to === curRange.from)
curRange.from = batch.from;
else
ranges.push( batch );
})
// we have been counting chronologically reversed
// (backwards, from now into the past), flip definitions
ranges = ranges.reverse();
_.map(ranges, r => {
return {
from: r.to,
to: r.from
}
});
// ranges is now a list like
// [ {from: unix, to: unix } ]
//
// it contains all valid dataranges available for the
// end user.
return done(false, ranges, reader);
}
)
});
});
}
module.exports = scan;
================================================
FILE: core/tulind.js
================================================
var semver = require("semver");
var _ = require('lodash');
// validate that talib is installed, if not we'll throw an exception which will
// prevent further loading or out outside this module
try {
var tulind = require("tulind");
} catch (e) {
module.exports = null;
return;
}
var tulindError = 'Gekko was unable to configure Tulip Indicators:\n\t';
// Wrapper that executes a tulip indicator
var execute = function(callback, params) {
var tulindCallback = function(err, result) {
if (err) return callback(err);
var table = {}
for (var i = 0; i < params.results.length; ++i) {
table[params.results[i]] = result[i];
}
callback(null, table);
};
return params.indicator.indicator(params.inputs, params.options, tulindCallback);
}
// Helper that makes sure all required parameters
// for a specific talib indicator are present.
var verifyParams = (methodName, params) => {
var requiredParams = methods[methodName].requires;
_.each(requiredParams, paramName => {
if(!_.has(params, paramName)) {
throw new Error(tulindError + methodName + ' requires ' + paramName + '.');
}
var val = params[paramName];
if(!_.isNumber(val)) {
throw new Error(tulindError + paramName + ' needs to be a number');
}
});
}
var methods = {};
methods.ad = {
requires: [],
create: (params) => {
verifyParams('ad', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.ad,
inputs: [data.high, data.low, data.close, data.volume],
options: [],
results: ['result'],
});
}
}
methods.adosc = {
requires: ['optInFastPeriod', 'optInSlowPeriod'],
create: (params) => {
verifyParams('adosc', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.adosc,
inputs: [data.high, data.low, data.close, data.volume],
options: [params.optInFastPeriod, params.optInSlowPeriod],
results: ['result'],
});
}
}
methods.adx = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('adx', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.adx,
inputs: [data.high, data.low, data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.adxr = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('adxr', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.adxr,
inputs: [data.high, data.low, data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.ao = {
requires: [],
create: (params) => {
verifyParams('ao', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.ao,
inputs: [data.high, data.low],
options: [],
results: ['result'],
});
}
}
methods.apo = {
requires: ['optInFastPeriod', 'optInSlowPeriod'],
create: (params) => {
verifyParams('apo', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.apo,
inputs: [data.close],
options: [params.optInFastPeriod, params.optInSlowPeriod],
results: ['result'],
});
}
}
methods.aroon = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('aroon', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.aroon,
inputs: [data.high, data.low],
options: [params.optInTimePeriod],
results: ['aroonDown', 'aroonUp'],
});
}
}
methods.aroonosc = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('aroonosc', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.aroonosc,
inputs: [data.high, data.low],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.atr = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('atr', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.atr,
inputs: [data.high, data.low, data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.avgprice = {
requires: [],
create: (params) => {
verifyParams('avgprice', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.avgprice,
inputs: [data.open, data.high, data.low, data.close],
options: [],
results: ['result'],
});
}
}
methods.bbands = {
requires: ['optInTimePeriod', 'optInNbStdDevs'],
create: (params) => {
verifyParams('bbands', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.bbands,
inputs: [data.close],
options: [params.optInTimePeriod, params.optInNbStdDevs],
results: ['bbandsLower', 'bbandsMiddle', 'bbandsUpper'],
});
}
}
methods.bop = {
requires: [],
create: (params) => {
verifyParams('bop', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.bop,
inputs: [data.open, data.high, data.low, data.close],
options: [],
results: ['result'],
});
}
}
methods.cci = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('cci', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.cci,
inputs: [data.high, data.low, data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.cmo = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('cmo', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.cmo,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.cvi = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('cvi', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.cvi,
inputs: [data.high, data.low],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.dema = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('dema', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.dema,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.di = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('di', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.di,
inputs: [data.high, data.low, data.close],
options: [params.optInTimePeriod],
results: ['diPlus', 'diMinus'],
});
}
}
methods.dm = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('dm', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.dm,
inputs: [data.high, data.low],
options: [params.optInTimePeriod],
results: ['dmPlus', 'dmLow'],
});
}
}
methods.dpo = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('dpo', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.dpo,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.dx = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('dx', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.dx,
inputs: [data.high, data.low, data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.ema = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('ema', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.ema,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.emv = {
requires: [],
create: (params) => {
verifyParams('emv', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.emv,
inputs: [data.high, data.low, data.volume],
options: [params.optInTimePeriod],
results: [],
});
}
}
methods.fisher = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('fisher', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.fisher,
inputs: [data.high, data.low],
options: [params.optInTimePeriod],
results: ['fisher', 'fisherPeriod'],
});
}
}
methods.fosc = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('fosc', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.fosc,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.hma = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('hma', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.hma,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.kama = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('kama', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.kama,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.kvo = {
requires: ['optInFastPeriod', 'optInSlowPeriod'],
create: (params) => {
verifyParams('kvo', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.kvo,
inputs: [data.high, data.low, data.close, data.volume],
options: [params.optInFastPeriod, params.optInSlowPeriod],
results: ['result'],
});
}
}
methods.linreg = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('linreg', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.linreg,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.linregintercept = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('linregintercept', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.linregintercept,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.linregslope = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('linregslope', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.linregslope,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.macd = {
requires: ['optInFastPeriod', 'optInSlowPeriod', 'optInSignalPeriod'],
create: (params) => {
verifyParams('macd', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.macd,
inputs: [data.close],
options: [params.optInFastPeriod, params.optInSlowPeriod, params.optInSignalPeriod],
results: ['macd', 'macdSignal', 'macdHistogram'],
});
}
}
methods.marketfi = {
requires: [],
create: (params) => {
verifyParams('marketfi', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.marketfi,
inputs: [data.high, data.low, data.volume],
options: [],
results: ['result'],
});
}
}
methods.mass = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('mass', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.mass,
inputs: [data.high, data.low],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.medprice = {
requires: [],
create: (params) => {
verifyParams('medprice', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.medprice,
inputs: [data.high, data.low],
options: [],
results: ['result'],
});
}
}
methods.mfi = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('mfi', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.mfi,
inputs: [data.high, data.low, data.close, data.volume],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.msw = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('msw', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.msw,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['mswSine', 'mswLead'],
});
}
}
methods.natr = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('natr', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.natr,
inputs: [data.high, data.low, data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.nvi = {
requires: [],
create: (params) => {
verifyParams('nvi', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.nvi,
inputs: [data.close, data.volume],
options: [],
results: ['result'],
});
}
}
methods.obv = {
requires: [],
create: (params) => {
verifyParams('obv', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.obv,
inputs: [data.close, data.volume],
options: [],
results: ['result'],
});
}
}
methods.ppo = {
requires: ['optInFastPeriod', 'optInSlowPeriod'],
create: (params) => {
verifyParams('ppo', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.ppo,
inputs: [data.close],
options: [params.optInFastPeriod, params.optInSlowPeriod],
results: ['result'],
});
}
}
methods.psar = {
requires: ['optInAcceleration', 'optInMaximum'],
create: (params) => {
verifyParams('psar', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.psar,
inputs: [data.high, data.low],
options: [params.optInAcceleration, params.optInMaximum],
results: ['result'],
});
}
}
methods.pvi = {
requires: [],
create: (params) => {
verifyParams('pvi', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.pvi,
inputs: [data.close, data.volume],
options: [],
results: ['result'],
});
}
}
methods.qstick = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('qstick', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.qstick,
inputs: [data.open, data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.roc = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('roc', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.roc,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.rocr = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('rocr', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.rocr,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.rsi = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('rsi', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.rsi,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.sma = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('sma', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.sma,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.stddev = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('stddev', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.stddev,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.stoch = {
requires: ['optInFastKPeriod', 'optInSlowKPeriod', 'optInSlowDPeriod'],
create: (params) => {
verifyParams('stoch', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.stoch,
inputs: [data.high, data.low, data.close],
options: [params.optInFastKPeriod, params.optInSlowKPeriod, params.optInSlowDPeriod],
results: ['stochK', 'stochD'],
});
}
}
methods.sum = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('sum', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.sum,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.tema = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('tema', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.tema,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.tr = {
requires: [],
create: (params) => {
verifyParams('tr', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.tr,
inputs: [data.high, data.low, data.close],
options: [],
results: ['result'],
});
}
}
methods.trima = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('trima', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.trima,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.trix = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('trix', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.trix,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.tsf = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('tsf', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.tsf,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.typprice = {
requires: [],
create: (params) => {
verifyParams('typprice', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.typprice,
inputs: [data.high, data.low, data.close],
options: [],
results: ['result'],
});
}
}
methods.ultosc = {
requires: ['optInTimePeriod1', 'optInTimePeriod2', 'optInTimePeriod3'],
create: (params) => {
verifyParams('ultosc', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.ultosc,
inputs: [data.high, data.low, data.close],
options: [params.optInTimePeriod1, params.optInTimePeriod2, params.optInTimePeriod3],
results: ['result'],
});
}
}
methods.vhf = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('vhf', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.vhf,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.vidya = {
requires: ['optInFastPeriod', 'optInSlowPeriod', 'optInAlpha'],
create: (params) => {
verifyParams('vidya', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.vidya,
inputs: [data.close],
options: [params.optInFastPeriod, params.optInSlowPeriod, params.optInAlpha],
results: ['result'],
});
}
}
methods.volatility = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('volatility', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.volatility,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.vosc = {
requires: ['optInFastPeriod', 'optInSlowPeriod'],
create: (params) => {
verifyParams('vosc', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.vosc,
inputs: [data.volume],
options: [params.optInFastPeriod, params.optInSlowPeriod],
results: ['result'],
});
}
}
methods.vwma = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('vwma', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.vwma,
inputs: [data.close, data.volume],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.wad = {
requires: [],
create: (params) => {
verifyParams('wad', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.wad,
inputs: [data.high, data.low, data.close],
options: [],
results: ['result'],
});
}
}
methods.wcprice = {
requires: [],
create: (params) => {
verifyParams('wcprice', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.wcprice,
inputs: [data.high, data.low, data.close],
options: [],
results: ['result'],
});
}
}
methods.wilders = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('wilders', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.wilders,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.willr = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('willr', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.willr,
inputs: [data.high, data.low, data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.wma = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('wma', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.wma,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
methods.zlema = {
requires: ['optInTimePeriod'],
create: (params) => {
verifyParams('zlema', params);
return (data, callback) => execute(callback, {
indicator: tulind.indicators.zlema,
inputs: [data.close],
options: [params.optInTimePeriod],
results: ['result'],
});
}
}
module.exports = methods;
================================================
FILE: core/util.js
================================================
var moment = require('moment');
var _ = require('lodash');
var path = require('path');
var fs = require('fs');
var semver = require('semver');
var program = require('commander');
var startTime = moment();
var _config = false;
var _package = false;
var _nodeVersion = false;
var _gekkoMode = false;
var _gekkoEnv = false;
var _args = false;
// helper functions
var util = {
getConfig: function() {
// cache
if(_config)
return _config;
if(!program.config)
util.die('Please specify a config file.', true);
if(!fs.existsSync(util.dirs().gekko + program.config))
util.die('Cannot find the specified config file.', true);
_config = require(util.dirs().gekko + program.config);
return _config;
},
// overwrite the whole config
setConfig: function(config) {
_config = config;
},
setConfigProperty: function(parent, key, value) {
if(parent)
_config[parent][key] = value;
else
_config[key] = value;
},
getVersion: function() {
return util.getPackage().version;
},
getPackage: function() {
if(_package)
return _package;
_package = JSON.parse( fs.readFileSync(__dirname + '/../package.json', 'utf8') );
return _package;
},
getRequiredNodeVersion: function() {
return util.getPackage().engines.node;
},
recentNode: function() {
var required = util.getRequiredNodeVersion();
return semver.satisfies(process.version, required);
},
// check if two moments are corresponding
// to the same time
equals: function(a, b) {
return !(a < b || a > b)
},
minToMs: function(min) {
return min * 60 * 1000;
},
defer: function(fn) {
return function(args) {
var args = _.toArray(arguments);
return _.defer(function() { fn.apply(this, args) });
}
},
logVersion: function() {
return `Gekko version: v${util.getVersion()}`
+ `\nNodejs version: ${process.version}`;
},
die: function(m, soft) {
if(_gekkoEnv === 'child-process') {
return process.send({type: 'error', error: '\n ERROR: ' + m + '\n'});
}
var log = console.log.bind(console);
if(m) {
if(soft) {
log('\n ERROR: ' + m + '\n\n');
} else {
log(`\nGekko encountered an error and can\'t continue`);
log('\nError:\n');
log(m, '\n\n');
log('\nMeta debug info:\n');
log(util.logVersion());
log('');
}
}
process.exit(1);
},
dirs: function() {
var ROOT = __dirname + '/../';
return {
gekko: ROOT,
core: ROOT + 'core/',
markets: ROOT + 'core/markets/',
exchanges: ROOT + 'exchange/wrappers/',
plugins: ROOT + 'plugins/',
methods: ROOT + 'strategies/',
indicators: ROOT + 'strategies/indicators/',
budfox: ROOT + 'core/budfox/',
importers: ROOT + 'importers/exchanges/',
tools: ROOT + 'core/tools/',
workers: ROOT + 'core/workers/',
web: ROOT + 'web/',
config: ROOT + 'config/',
broker: ROOT + 'exchange/'
}
},
inherit: function(dest, source) {
require('util').inherits(
dest,
source
);
},
makeEventEmitter: function(dest) {
util.inherit(dest, require('events').EventEmitter);
},
setGekkoMode: function(mode) {
_gekkoMode = mode;
},
gekkoMode: function() {
if(_gekkoMode)
return _gekkoMode;
if(program['import'])
return 'importer';
else if(program.backtest)
return 'backtest';
else
return 'realtime';
},
gekkoModes: function() {
return [
'importer',
'backtest',
'realtime'
]
},
setGekkoEnv: function(env) {
_gekkoEnv = env;
},
gekkoEnv: function() {
return _gekkoEnv || 'standalone';
},
launchUI: function() {
if(program['ui'])
return true;
else
return false;
},
getStartTime: function() {
return startTime;
},
}
// NOTE: those options are only used
// in stand alone mode
program
.version(util.logVersion())
.option('-c, --config <file>', 'Config file')
.option('-b, --backtest', 'backtesting mode')
.option('-i, --import', 'importer mode')
.option('--ui', 'launch a web UI')
.parse(process.argv);
// make sure the current node version is recent enough
if(!util.recentNode())
util.die([
'Your local version of Node.js is too old. ',
'You have ',
process.version,
' and you need atleast ',
util.getRequiredNodeVersion()
].join(''), true);
module.exports = util;
================================================
FILE: core/workers/datasetScan/parent.js
================================================
var _ = require('lodash');
var moment = require('moment');
var async = require('async');
var os = require('os');
var util = require('../../util');
var dirs = util.dirs();
var dateRangeScan = require('../dateRangeScan/parent');
module.exports = function(config, done) {
util.setConfig(config);
var adapter = config[config.adapter];
var scan = require(dirs.gekko + adapter.path + '/scanner');
scan((err, markets) => {
if(err)
return done(err);
let numCPUCores = os.cpus().length;
if(numCPUCores === undefined)
numCPUCores = 1;
async.eachLimit(markets, numCPUCores, (market, next) => {
let marketConfig = _.clone(config);
marketConfig.watch = market;
dateRangeScan(marketConfig, (err, ranges) => {
if(err)
return next();
market.ranges = ranges;
next();
});
}, err => {
let resp = {
datasets: [],
errors: []
}
markets.forEach(market => {
if(market.ranges)
resp.datasets.push(market);
else
resp.errors.push(market);
})
done(err, resp);
})
});
}
================================================
FILE: core/workers/dateRangeScan/child.js
================================================
var util = require(__dirname + '/../../util');
var dirs = util.dirs();
var ipc = require('relieve').IPCEE(process);
ipc.on('start', config => {
// force correct gekko env
util.setGekkoEnv('child-process');
// force disable debug
config.debug = false;
// persist config
util.setConfig(config);
var scan = require(dirs.tools + 'dateRangeScanner');
scan(
(err, ranges, reader) => {
reader.close();
ipc.send('ranges', ranges);
process.exit(0);
}
);
});
================================================
FILE: core/workers/dateRangeScan/parent.js
================================================
var ForkTask = require('relieve').tasks.ForkTask;
var fork = require('child_process').fork;
module.exports = function(config, done) {
var debug = typeof v8debug === 'object';
if (debug) {
process.execArgv = [];
}
task = new ForkTask(fork(__dirname + '/child'));
task.send('start', config);
task.once('ranges', ranges => {
return done(false, ranges);
});
task.on('exit', code => {
if(code !== 0)
done('ERROR, unable to scan dateranges, please check the console.');
});
}
================================================
FILE: core/workers/loadCandles/child.js
================================================
var start = (config, candleSize, daterange) => {
var util = require(__dirname + '/../../util');
// force correct gekko env
util.setGekkoEnv('child-process');
// force disable debug
config.debug = false;
util.setConfig(config);
var dirs = util.dirs();
var load = require(dirs.tools + 'candleLoader');
load(config.candleSize, candles => {
process.send(candles);
})
}
process.send('ready');
process.on('message', (m) => {
if(m.what === 'start')
start(m.config, m.candleSize, m.daterange);
});
process.on('disconnect', function() {
process.exit(0);
})
================================================
FILE: core/workers/loadCandles/parent.js
================================================
// example usage:
// let config = {
// watch: {
// exchange: 'poloniex',
// currency: 'USDT',
// asset: 'BTC'
// },
// daterange: {
// from: '2016-05-22 11:22',
// to: '2016-06-03 19:56'
// },
// adapter: 'sqlite',
// sqlite: {
// path: 'plugins/sqlite',
// dataDirectory: 'history',
// version: 0.1,
// dependencies: [{
// module: 'sqlite3',
// version: '3.1.4'
// }]
// },
// candleSize: 100
// }
// module.exports(config, function(err, data) {
// console.log('FINAL CALLBACK');
// console.log('err', err);
// console.log('data', data.length);
// })
const fork = require('child_process').fork;
const _ = require('lodash');
module.exports = (config, callback) => {
var debug = typeof v8debug === 'object';
if (debug) {
process.execArgv = [];
}
const child = fork(__dirname + '/child');
const message = {
what: 'start',
config
}
const done = _.once(callback);
child.on('message', function(m) {
if(m === 'ready')
return child.send(message);
// else we are done and have candles!
done(null, m);
if (this.connected) {
this.disconnect();
}
});
child.on('exit', code => {
if(code !== 0)
done('ERROR, unable to load candles, please check the console.');
});
}
================================================
FILE: core/workers/pipeline/child.js
================================================
/*
Gekko is a Bitcoin trading bot for popular Bitcoin exchanges written
in node, it features multiple trading methods using technical analysis.
If you are interested in how Gekko works, read more about Gekko's
architecture here:
https://github.com/askmike/gekko/blob/stable/docs/internals/architecture.md
Disclaimer:
USE AT YOUR OWN RISK!
The author of this project is NOT responsible for any damage or loss caused
by this software. There can be bugs and the bot may not perform as expected
or specified. Please consider testing it first with paper trading and/or
backtesting on historical data. Also look at the code to see what how
it is working.
*/
var start = (mode, config) => {
var util = require(__dirname + '/../../util');
// force correct gekko env
util.setGekkoEnv('child-process');
var dirs = util.dirs();
// force correct gekko mode & config
util.setGekkoMode(mode);
util.setConfig(config);
var pipeline = require(dirs.core + 'pipeline');
pipeline({
config: config,
mode: mode
});
}
process.send('ready');
process.on('message', function(m) {
if(m.what === 'start')
start(m.mode, m.config);
if(m.what === 'exit')
process.exit(0);
});
process.on('disconnect', function() {
console.log('disconnect');
process.exit(-1);
})
process
.on('unhandledRejection', (message, p) => {
console.error('unhandledRejection', message);
process.send({type: 'error', message: message});
})
.on('uncaughtException', err => {
console.error('uncaughtException', err);
process.send({type: 'error', error: err});
process.exit(1);
});
================================================
FILE: core/workers/pipeline/messageHandlers/backtestHandler.js
================================================
// Relay the backtest message it when it comes in.
module.exports = done => {
let backtest;
return {
message: message => {
if(message.type === 'error') {
done(message.error);
}
if(message.backtest) {
done(null, message.backtest);
}
},
exit: status => {
if(status !== 0) {
if(backtest)
console.error('Child process died after finishing backtest');
else
done('Child process has died.');
}
}
}
}
================================================
FILE: core/workers/pipeline/messageHandlers/importerHandler.js
================================================
module.exports = cb => {
return {
message: message => {
if(message.event === 'marketUpdate')
cb(null, {
done: false,
latest: message.payload
})
else if(message.type === 'error') {
cb(message.error);
}
else if(message.type === 'log')
console.log(message.log);
},
exit: status => {
if(status !== 0)
return cb('Child process has died.');
else
cb(null, { done: true });
}
}
}
================================================
FILE: core/workers/pipeline/messageHandlers/realtimeHandler.js
================================================
// pass back all messages as is
// (except for errors and logs)
module.exports = cb => {
return {
message: message => {
if(message.type === 'error') {
cb(message.error);
}
else
cb(null, message);
},
exit: status => {
if(status !== 0)
cb('Child process has died.');
else
cb(null, { done: true });
}
}
}
================================================
FILE: core/workers/pipeline/parent.js
================================================
var fork = require('child_process').fork;
module.exports = (mode, config, callback) => {
var debug = typeof v8debug === 'object';
if (debug) {
process.execArgv = [];
}
var child = fork(__dirname + '/child');
// How we should handle client messages depends
// on the mode of the Pipeline that is being ran.
var handle = require('./messageHandlers/' + mode + 'Handler')(callback);
var message = {
what: 'start',
mode: mode,
config: config
};
child.on('message', function(m) {
if(m === 'ready')
return child.send(message);
if(m === 'done')
return child.send({what: 'exit'});
handle.message(m);
});
child.on('exit', handle.exit);
return child;
}
================================================
FILE: docker-compose.yml
================================================
version: '3'
services:
gekko:
build: ./
volumes:
- ./volumes/gekko/history:/usr/src/app/history
- ./config.js:/usr/src/app/config.js
links:
- redis
# - postgresql
environment:
- HOST
- PORT
- USE_SSL
ports: # you can comment this out when using the nginx frontend
- "${PORT}:${PORT}"
## optionally set nginx vars if you wish to frontend it with nginx
# environment:
# - VIRTUAL_HOST=gekko
# - PORT=3000
# - DOMAIN=gekko
redis:
image: redis:latest
volumes:
- ./volumes/redis:/data
## optionally uncomment if you wish to use nginx as a frontend
# nginx:
# restart: always
# image: jwilder/nginx-proxy
# ports:
# - "80:80"
# volumes:
# - /var/run/docker.sock:/tmp/docker.sock:ro
## optionally uncomment if you wish to use postgresql as a db
# postgresql:
# restart: always
# image: postgres:9.6-alpine
# ports:
# - 5432:5432
# volumes:
# - ./_postgresql:/var/lib/postgresql/data:rw
# environment:
# POSTGRES_DB: gekko
# POSTGRES_USER: username
# POSTGRES_PASSWORD: password
================================================
FILE: docker-entrypoint.sh
================================================
#!/bin/bash
sed -i 's/127.0.0.1/0.0.0.0/g' /usr/src/app/web/vue/dist/UIconfig.js
sed -i 's/localhost/'${HOST}'/g' /usr/src/app/web/vue/dist/UIconfig.js
sed -i 's/3000/'${PORT}'/g' /usr/src/app/web/vue/dist/UIconfig.js
if [[ "${USE_SSL:-0}" == "1" ]] ; then
sed -i 's/ssl: false/ssl: true/g' /usr/src/app/web/vue/dist/UIconfig.js
fi
exec node gekko "$@"
================================================
FILE: docs/commandline/Importing.md
================================================
# Importing
*Note: this documentation was written for running Gekko via the command line. If you are using the UI you can simply use the importer under the "local data" tab.*
If you want to use Gekko to [backtest against historical data](./backtesting.md), you most likely need some historical data to test against. Gekko comes with the functionality to automatically import historical data from some exchanges. However, only a few exchanges support this. You can find out with which exchanges Gekko is able to do this [here](https://github.com/askmike/gekko#supported-exchanges).
## Setup
For importing you should [enable and configure](./plugins.md) the following plugin:
- candleWriter (to store the imported data in a database)
Besides that, make sure to configure `config.watch` properly.
## Configure
In your config set the `importer.daterange` properties to the daterange you would like to import.
## Run
node gekko --config config.js --import
The result will be something like this:
2016-06-26 09:12:16 (INFO): Gekko v0.2.2 started
2016-06-26 09:12:16 (INFO): I'm gonna make you rich, Bud Fox.
2016-06-26 09:12:17 (INFO): Setting up Gekko in importer mode
2016-06-26 09:12:17 (INFO):
2016-06-26 09:12:17 (INFO): Setting up:
2016-06-26 09:12:17 (INFO): Candle writer
2016-06-26 09:12:17 (INFO): Store candles in a database
2016-06-26 09:12:17 (INFO):
2016-06-26 09:12:17 (WARN): The plugin Trading Advisor does not support the mode importer. It has been disabled.
2016-06-26 09:12:17 (WARN): The plugin Advice logger does not support the mode importer. It has been disabled.
2016-06-26 09:12:17 (WARN): The plugin Profit Simulator does not support the mode importer. It has been disabled.
2016-06-26 09:12:18 (DEBUG): Processing 798 new trades.
2016-06-26 09:12:18 (DEBUG): From 2015-09-09 12:00:04 UTC to 2015-09-09 13:58:55 UTC. (2 hours)
2016-06-26 09:12:20 (DEBUG): Processing 211 new trades.
(...)
================================================
FILE: docs/commandline/about_the_commandline.md
================================================
# About the commandline
You don't have to use the UI to control Gekko, you can also use the commandline if you don't have access to a window manager or browser (on a server for example, or anything else you want to SSH into). This is only recommended for advanced users who feel comfortable editing config files and running shell commands.
Using the commandline you run one Gekko instance per command, eg. if you want to import 3 markets you need to run Gekko 3 times.
## Configuring Gekko
If you decide you want to run gekko over the commandline you need to decide two things:
1. What market / settings are you interested in?
2. What should Gekko do? This is either backtest, import or run live.
For the first one you configure a config file: copy `gekko/sample-config.js` to something else (for example `gekko/config.js`). Configure the plugins to your liking. What plugins you need to enable does depend on the answer of question 2. Check the documentation under commandline for that feature.
## Running Gekko
For live mode run:
node gekko --config config.js
To backtesting run:
node gekko --config config.js --backtest
To import run:
node gekko --config config.js --import
================================================
FILE: docs/commandline/backtesting.md
================================================
# Backtesting with Gekko
*Note: this documentation was written for running Gekko via the command line. If you are using the UI you can simply use the importer under the "local data" tab.*
Gekko is able to backtest strategies against historical data.
## Setup
For backtesting you should [enable and configure](./plugins.md) the following plugins:
- trading advisor (to run your strategy).
- paper trader (to execute simulated trades).
- performance analyzer (to calculate how succesfull the strategy would have been).
Besides that, make sure to configure `config.watch`.
## Historical data
Gekko requires historical data to backtest strategies against. The easiest way to get this is to let Gekko import historical data, however this is not supported by a lot of exchanges (see [here](https://github.com/askmike/gekko#supported-exchanges)). The second easiest and most universal way is to run Gekko on real markets using the UI (or alternatively via the commandline with the plugin sqliteWriter enabled). Though this takes a while, as you need to run Gekko for a week to have a week of data.
## Configure
In your config set the `backtest.daterange` to `scan`. This will force Gekko to scan the local database to figure out what dataranges are available. If you already know exactly what daterange you would like to backtest against, you can set the `backtest.daterange` directly (set `backtest.daterange` as an object with the keys `from` and `to` and the values as a data parsable by [moment](http://momentjs.com/docs/#/parsing/)).
## Run
node gekko --config config.js --backtest
The result will be something like this:
2016-06-11 08:53:20 (INFO): Gekko v0.2.1 started
2016-06-11 08:53:20 (INFO): I'm gonna make you rich, Bud Fox.
2016-06-11 08:53:20 (INFO): Setting up Gekko in backtest mode
2016-06-11 08:53:20 (INFO):
2016-06-11 08:53:20 (WARN): The plugin SQLite Datastore does not support the mode backtest. It has been disabled.
2016-06-11 08:53:20 (INFO): Setting up:
2016-06-11 08:53:20 (INFO): Trading Advisor
2016-06-11 08:53:20 (INFO): Calculate trading advice
2016-06-11 08:53:20 (INFO): Using the trading method: DEMA
2016-06-11 08:53:20 (INFO):
2016-06-11 08:53:20 (INFO): Setting up:
2016-06-11 08:53:20 (INFO): Profit Simulator
2016-06-11 08:53:20 (INFO): Paper trader that logs fake profits.
2016-06-11 08:53:20 (INFO):
2016-06-11 08:58:20 (INFO): Profit simulator got advice to long @ 2016-05-30 04:37:00, buying 1.1880062 BTC
2016-06-11 08:58:21 (INFO): Profit simulator got advice to short @ 2016-05-31 21:37:00, selling 1.1880062 BTC
2016-06-11 08:58:21 (INFO): Profit simulator got advice to long @ 2016-06-01 12:37:00, buying 1.14506098 BTC
2016-06-11 08:58:21 (INFO): Profit simulator got advice to short @ 2016-06-02 14:57:00, selling 1.14506098 BTC
2016-06-11 08:58:21 (INFO): Profit simulator got advice to long @ 2016-06-02 23:37:00, buying 1.11711818 BTC
2016-06-11 08:58:21 (INFO): Profit simulator got advice to short @ 2016-06-05 12:57:00, selling 1.11711818 BTC
2016-06-11 08:58:21 (INFO): Profit simulator got advice to long @ 2016-06-06 02:37:00, buying 1.08456953 BTC
2016-06-11 08:58:22 (INFO): Profit simulator got advice to short @ 2016-06-07 17:17:00, selling 1.08456953 BTC
2016-06-11 08:58:22 (INFO): Profit simulator got advice to long @ 2016-06-08 13:17:00, buying 1.05481755 BTC
2016-06-11 08:58:22 (INFO): Profit simulator got advice to short @ 2016-06-09 14:17:00, selling 1.05481755 BTC
2016-06-11 08:53:22 (INFO): (PROFIT REPORT) start time: 2016-05-29 23:34:00
2016-06-11 08:53:22 (INFO): (PROFIT REPORT) end time: 2016-06-10 08:56:00
2016-06-11 08:53:22 (INFO): (PROFIT REPORT) timespan: 11 days days
2016-06-11 08:53:22 (INFO): (PROFIT REPORT) start price: 516.19
2016-06-11 08:53:22 (INFO): (PROFIT REPORT) end price: 578.97
2016-06-11 08:53:22 (INFO): (PROFIT REPORT) Buy and Hold profit: 12.162189999999995%
2016-06-11 08:53:22 (INFO): (PROFIT REPORT) amount of trades: 10
2016-06-11 08:53:22 (INFO): (PROFIT REPORT) original simulated balance: 616.19000 USD
2016-06-11 08:53:22 (INFO): (PROFIT REPORT) current simulated balance: 602.59867 USD
2016-06-11 08:53:22 (INFO): (PROFIT REPORT) simulated profit: -13.59133 USD (-2.20570%)
2016-06-11 08:53:22 (INFO): (PROFIT REPORT) simulated yearly profit: -435.53244 USD (-70.68152%)
================================================
FILE: docs/commandline/plugins.md
================================================
## Enabling plugins
*Note: this documentation was written for running Gekko via the command line. If you are using the UI you do not have to manually select plugins.*
Gekko currently has a couple plugins:
- trading advisor (run a TA strategy against a market)
- trader (execute advice from the TA strategy on a real exchange)
- advice logger
- paper trader
- Mailer
- IRC bot
- Campfire bot
- Redis beacon
- XMP Bot
- and more..
To configure a plugin, open up your `config.js` file with a text editor and configure the appropiate section.
## Trading Advisor
If you want Gekko to provide automated trading advice you need to configure this in Gekko. Note that this is a different plugin than the "trader" which is a responsible for actually creating orders based on this advice. (So if you want automated trading you need both this advice as well as the auto trader).
Documentation about strategies in Gekko can be found [here](../strategies/introduction.md).
### Trader
This plugin automatically creates orders based on the advice from the "Trading Advisor" from the market Gekko is watching. This turns Gekko into an automated trading bot.
Before Gekko can automatically trade you need to create API keys so that Gekko has the rights to create orders on your behalf, the rights Gekko needs are (naming differs per exchange): get info, get balance/portfolio, get open orders, get fee, buy, sell and cancel order. For all exchanges you need the API key and the API secret, for both Bitstamp and CEX.io you also need your username (which is a number at Bitstamp).
Configure it like this:
config.trader = {
enabled: true,
key: 'your-api-key',
secret: 'your-api-secret',
username: 'your-username' // your username, only fill in when using bitstamp or cexio
}
- enabled indicates whether this is on or off.
- key is your API key.
- secret is your API secret.
- username is the username (only required for CEX.io and Bitstamp).
### Advice logger
The advice logger is a small plugin that logs new advice calculated by Gekko as soon as there is any. Go to the config and configure it like this:
config.adviceLogger = {
enabled: true
}
- enabled indicates whether this is on or off.
The advice logged advice will look something like this in the terminal:
2014-01-15 14:31:44 (INFO): We have new trading advice!
2014-01-15 14:31:44 (INFO): Position to take: long
2014-01-15 14:31:44 (INFO): Market price: 5.96
2014-01-15 14:31:44 (INFO): Based on market time: 2014-01-15 14:31:01
### Paper trader
The paper trader listens to Gekko's advice and on a sell it will swap all (simulated) currency into (simulated) assets at the current price. On a buy it will be the other way around.
Go to the config and configure it like this:
// do you want Gekko to calculate the profit of its own advice?
config.paperTrader = {
enabled: true,
// report the profit in the currency or the asset?
reportInCurrency: true,
// start balance, on what the current balance is compared with
simulationBalance: {
// these are in the unit types configured in the watcher.
asset: 1,
currency: 100
},
// only want report after a sell? set to `false`.
verbose: false,
// how much fee in % does each trade cost?
feeMaker: 0.5,
feeTaker: 0.6,
// Using taker or maker fee?
feeUsing: 'maker',
// how much slippage should Gekko assume per trade?
slippage: 0.1
}
- enabled indicates whether this is on or off.
- reportInCurrency tells Gekko whether it should report in asset or in the currency.
- simulationBalance tells Gekko with what balance it should start.
- verbose specifies how often Gekko should log the results (false is after every trade, true is after every candle).
- fee is the exchange fee (in %) Gekko should take into consideration when simulating orders.
- slippage is the costs in (in %) associated with not being able to buy / sell at market price.*
*If you are trading a lot and you are buying 100% currency you might not get it all at market price and you have to walk the book in order to take that position. Also note that Gekko uses the candle close price and is unaware of the top asks bids, also take this into account. It is important that you set this number correctly or the resulted calculated profit be very wrong. Read more information [here](http://www.investopedia.com/terms/s/slippage.asp). Take these into consideration when setting a slippage:
- How much spread is there normally on this market?
- How thick is the top of the book normally?
- How volatile is this market (the more volatility the bigger the chance you will not get the price you expected)?
The output will be something like:
2013-06-02 18:21:15 (INFO): ADVICE is to SHORT @ 117.465 (0.132)
2013-06-02 18:21:15 (INFO): (PROFIT REPORT) original balance: 207.465 USD
2013-06-02 18:21:15 (INFO): (PROFIT REPORT) current balance: 217.465 USD
2013-06-02 18:21:15 (INFO): (PROFIT REPORT) profit: 10.000 USD (4.820%)
### Mailer
Mailer will automatically email you whenever Gekko has a new advice.
// want Gekko to send a mail on buy or sell advice?
config.mailer = {
enabled: false, // Send Emails if true, false to turn off
sendMailOnStart: true, // Send 'Gekko starting' message if true, not if false
Email: 'me@gmail.com', // Your GMail address
// You don't have to set your password here, if you leave it blank we will ask it
// when Gekko's starts.
//
// NOTE: Gekko is an open source project < https://github.com/askmike/gekko >,
// make sure you looked at the code or trust the maintainer of this bot when you
// fill in your email and password.
//
// WARNING: If you have NOT downloaded Gekko from the github page above we CANNOT
// guarantee that your email address & password are safe!
password: '', // Your GMail Password - if not supplied Gekko will prompt on startup.
tag: '[GEKKO] ' // Prefix all EMail subject lines with this
}
- enabled indicates whether this is on or off.
- sendMailOnStart will email you right away after Gekko started, you can also use this if you are automatically restarting Gekko to see crash behaviour.
- Email is your email address from which Gekko will send emails (to the same address).
- password is the email password: Gekko needs to login to your account to send emails to you:
> You don't have to set your password here, if you leave it blank we will ask it
> when Gekko's starts.
>
> NOTE: Gekko is an open source project < https://github.com/askmike/gekko >,
> make sure you looked at the code or trust the maintainer of this bot when you
> fill in your email and password.
>
> WARNING: If you have NOT downloaded Gekko from the github page above we CANNOT
> guarantee that your email address & password are safe!
- tag is some text that Gekko will put in all subject lines so you can easily group all advices together.
### IRC bot
IRC bot is a small plugin that connects Gekko to an IRC channel and lets users interact with it using basic commands.
config.ircbot = {
enabled: false,
emitUpdates: false,
channel: '#your-channel',
server: 'irc.freenode.net',
botName: 'gekkobot'
}
- enabled indicates whether this is on or off.
- emitUpdates tells Gekko that whenever there is a new advice it should broadcast this in the channel.
- channel is the IRC channel the bot will connect to.
- server is the IRC server.
- botName is the username Gekko will use.
### Campfire bot
Campfire bot is a small plugin that connects Gekko to a Campfire room and lets users interact with it using basic commands.
config.campfire = {
enabled: false,
emitUpdates: false,
nickname: 'Gordon',
roomId: 673783,
apiKey: 'e3b0c44298fc1c149afbf4c8996',
account: 'your-subdomain'
}
- enabled indicates whether this is on or off.
- emitUpdates tells Gekko that whenever there is a new advice it should broadcast this in the room.
- roomId is the ID of the Campfire room the bot will connect to.
- apiKey is the API key for the Campfire user Gekko will connect using.
- account is the subdomain for the account that the room belongs to.
### Redis beacon
This is an advanced plugin only for programmers! If you are interested in this read more [here](https://github.com/askmike/gekko/blob/stable/docs/internals/plugins.md#redis-beacon).
config.redisBeacon = {
enabled: false,
port: 6379, // redis default
host: '127.0.0.1', // localhost
// On default Gekko broadcasts
// events in the channel with
// the name of the event, set
// an optional prefix to the
// channel name.
channelPrefix: '',
broadcast: [
'small candle'
]
}
- enabled indicates whether this is on or off.
- port is the port redis is running on.
- host is the redis host.
- channelPrefix a string that Gekko will prefix all candles with.
- broadcast is a list of all events you want Gekko to publish.
================================================
FILE: docs/commandline/tradebot.md
================================================
# Tradebot
You can set Gekko up as a tradebot, this will instruct Gekko to:
- Watch a live market.
- Run a strategy (in semi-realtime) over live market data.
- Automatically create buy/sell orders based on signals coming from the strategy.
*As with everything in Gekko, the tradebot will make decisions based on the strategy selected/configured/created **by YOU**. If you end up losing money, you have no one to blame but yourself.*
## Configuration
First, set up Gekko for commandline usage (see [this document](./about_the_commandline.md) for details). After that, configure the following plugins:
- `config.watch` - the market to trade on.
- `candleWriter` - (optional) also store market data to disk.
- `tradingAdvisor` - configure the strategy and candle properties.
- `trader` - configure Gekko access to your exchange account.
- `performanceAnalyzer` - enable.
Turn off the paperTrader (there can only be 1 trade plugin active per instance).
Once done, run Gekko like so:
node gekko --config your-config-file.js
================================================
FILE: docs/extending/add_a_plugin.md
================================================
# Plugins
A plugin is a low level module or plugin that can act upon events bubbling
through Gekko. If you want to have custom functionality so that your rocket
flies to the moon as soon as the price hits X you should create a plugin for it.
All plugins live in `gekko/plugins`.
Note that in order to use custom plugins, you have to run Gekko over [the commandline](../commandline/about_the_commandline.md).
## Existing plugins:
- Candle Store: save trades to disk.
- Mailer: mail trading advice to your gmail account.
- Pushbu
gitextract_1c3mqyr_/
├── .dockerignore
├── .editorconfig
├── .github/
│ ├── ISSUE_TEMPLATE.md
│ ├── PULL_REQUEST_TEMPLATE.md
│ └── stale.yml
├── .gitignore
├── .prettierrc
├── .travis.yml
├── CONTRIBUTING.md
├── Dockerfile
├── LICENSE
├── README.md
├── appveyor.yml
├── config/
│ ├── adapters/
│ │ ├── mongodb.toml
│ │ ├── postgresql.toml
│ │ └── sqlite.toml
│ ├── backtest.toml
│ ├── general.toml
│ ├── plugins/
│ │ ├── candleWriter.toml
│ │ ├── paperTrader.toml
│ │ ├── performanceAnalyzer.toml
│ │ ├── pushbullet.toml
│ │ ├── trader.toml
│ │ └── tradingAdvisor.toml
│ └── strategies/
│ ├── CCI.toml
│ ├── DEMA.toml
│ ├── MACD.toml
│ ├── PPO.toml
│ ├── RSI.toml
│ ├── StochRSI.toml
│ ├── TMA.toml
│ ├── TSI.toml
│ ├── UO.toml
│ ├── custom.toml
│ ├── talib-macd.toml
│ ├── tulip-adx.toml
│ ├── tulip-macd.toml
│ ├── tulip-multi-strat.toml
│ └── varPPO.toml
├── core/
│ ├── budfox/
│ │ ├── budfox.js
│ │ ├── candleCreator.js
│ │ ├── candleManager.js
│ │ ├── heart.js
│ │ ├── marketDataProvider.js
│ │ ├── marketFetcher.js
│ │ └── tradeBatcher.js
│ ├── candleBatcher.js
│ ├── emitter.js
│ ├── gekkoStream.js
│ ├── log.js
│ ├── markets/
│ │ ├── backtest.js
│ │ ├── importer.js
│ │ ├── leech.js
│ │ └── realtime.js
│ ├── pipeline.js
│ ├── pluginUtil.js
│ ├── prepareDateRange.js
│ ├── stats.js
│ ├── talib.js
│ ├── tools/
│ │ ├── candleLoader.js
│ │ ├── configBuilder.js
│ │ ├── dataStitcher.js
│ │ └── dateRangeScanner.js
│ ├── tulind.js
│ ├── util.js
│ └── workers/
│ ├── datasetScan/
│ │ └── parent.js
│ ├── dateRangeScan/
│ │ ├── child.js
│ │ └── parent.js
│ ├── loadCandles/
│ │ ├── child.js
│ │ └── parent.js
│ └── pipeline/
│ ├── child.js
│ ├── messageHandlers/
│ │ ├── backtestHandler.js
│ │ ├── importerHandler.js
│ │ └── realtimeHandler.js
│ └── parent.js
├── docker-compose.yml
├── docker-entrypoint.sh
├── docs/
│ ├── commandline/
│ │ ├── Importing.md
│ │ ├── about_the_commandline.md
│ │ ├── backtesting.md
│ │ ├── plugins.md
│ │ └── tradebot.md
│ ├── extending/
│ │ ├── add_a_plugin.md
│ │ ├── add_an_exchange.md
│ │ └── other_software.md
│ ├── features/
│ │ ├── backtesting.md
│ │ ├── importing.md
│ │ ├── paper_trading.md
│ │ └── trading_bot.md
│ ├── gekko-broker/
│ │ ├── introduction.md
│ │ ├── sticky_order.md
│ │ └── wrapper_api.md
│ ├── installation/
│ │ ├── configuring_gekko_on_a_server.md
│ │ ├── installing_gekko.md
│ │ ├── installing_gekko_on_raspberry_pi_2_or_3.md
│ │ ├── installing_gekko_on_windows.md
│ │ ├── installing_gekko_on_windows_with_bash_on_windows_10.md
│ │ ├── installing_gekko_using_docker.md
│ │ └── updating_gekko.md
│ ├── internals/
│ │ ├── architecture.md
│ │ ├── budfox.md
│ │ ├── events.md
│ │ ├── gekko_ui.md
│ │ ├── plugins.md
│ │ └── server_api.md
│ ├── introduction/
│ │ ├── about_gekko.md
│ │ ├── getting_help.md
│ │ ├── roadmap.md
│ │ ├── scope.md
│ │ ├── supported_exchanges.md
│ │ └── supporting_the_project.md
│ └── strategies/
│ ├── creating_a_strategy.md
│ ├── gekko_indicators.md
│ ├── introduction.md
│ ├── talib_indicators.md
│ └── tulip_indicators.md
├── exchange/
│ ├── .npmignore
│ ├── README.md
│ ├── dependencyCheck.js
│ ├── exchangeChecker.js
│ ├── exchangeErrors.js
│ ├── exchangeUtils.js
│ ├── gekkoBroker.js
│ ├── orders/
│ │ ├── index.js
│ │ ├── limit.js
│ │ ├── order.js
│ │ ├── states.js
│ │ └── sticky.js
│ ├── package.json
│ ├── portfolioManager.js
│ ├── trigger.js
│ ├── triggers/
│ │ ├── index.js
│ │ └── trailingStop.js
│ ├── util/
│ │ └── genMarketFiles/
│ │ ├── update-binance.js
│ │ ├── update-bitfinex.js
│ │ ├── update-coinbase.js
│ │ ├── update-coinfalcon.js
│ │ └── update-kraken.js
│ └── wrappers/
│ ├── DEBUG_exchange-simulator.js
│ ├── binance-markets.json
│ ├── binance.js
│ ├── bitcoin-co-id.js.old
│ ├── bitfinex-markets.json
│ ├── bitfinex.js
│ ├── bitfinex_v2.js.prep
│ ├── bitstamp.js.old
│ ├── bittrex.js
│ ├── btc-markets.js.old
│ ├── btcc.js.old
│ ├── bx.in.th.js.old
│ ├── cexio.js.old
│ ├── coinbase-markets.json
│ ├── coinfalcon-markets.json
│ ├── coinfalcon.js
│ ├── coingi.js
│ ├── exmo-markets.json
│ ├── exmo.js
│ ├── gdax.js
│ ├── gemini.js.old
│ ├── kraken-markets.json
│ ├── kraken.js
│ ├── lakebtc.js
│ ├── luno.js
│ ├── mexbt.js.old
│ ├── mtgox.js.old
│ ├── okcoin.js.old
│ ├── poloniex-markets.json
│ ├── poloniex.js
│ ├── quadriga-markets.json
│ ├── quadriga.js.old
│ ├── therocktrading-markets.json
│ ├── therocktrading.js
│ ├── wex.nz.js.old
│ └── zaif.jp.js.old
├── gekko.js
├── importers/
│ └── exchanges/
│ ├── binance.js
│ ├── bitfinex.js
│ ├── btcc.js
│ ├── coinfalcon.js
│ ├── gdax.js
│ ├── kraken.js
│ ├── luno.js
│ ├── poloniex.js
│ └── therocktrading.js
├── logs/
│ └── .gitignore
├── package.json
├── plugins/
│ ├── adviceLogger.js
│ ├── backtestResultExporter.js
│ ├── blotter.js
│ ├── campfire.js
│ ├── candleUploader.js
│ ├── childToParent.js
│ ├── eventLogger.js
│ ├── ifttt.js
│ ├── ircbot.js
│ ├── kodi.js
│ ├── mailer.js
│ ├── mongodb/
│ │ ├── handle.js
│ │ ├── reader.js
│ │ ├── scanner.js
│ │ ├── util.js
│ │ └── writer.js
│ ├── paperTrader/
│ │ └── paperTrader.js
│ ├── performanceAnalyzer/
│ │ ├── logger.js
│ │ └── performanceAnalyzer.js
│ ├── postgresql/
│ │ ├── handle.js
│ │ ├── reader.js
│ │ ├── scanner.js
│ │ ├── util.js
│ │ └── writer.js
│ ├── pushbullet.js
│ ├── pushover.js
│ ├── redisBeacon.js
│ ├── slack.js
│ ├── sqlite/
│ │ ├── handle.js
│ │ ├── reader.js
│ │ ├── scanner.js
│ │ ├── util.js
│ │ └── writer.js
│ ├── telegrambot.js
│ ├── trader/
│ │ └── trader.js
│ ├── tradingAdvisor/
│ │ ├── asyncIndicatorRunner.js
│ │ ├── baseTradingMethod.js
│ │ └── tradingAdvisor.js
│ ├── twitter.js
│ ├── webserver.js
│ └── xmppbot.js
├── plugins.js
├── sample-config.js
├── strategies/
│ ├── CCI.js
│ ├── DEBUG_single-advice.js
│ ├── DEBUG_toggle-advice.js
│ ├── DEMA.js
│ ├── MACD.js
│ ├── PPO.js
│ ├── RSI.js
│ ├── StochRSI.js
│ ├── TMA.js
│ ├── TSI.js
│ ├── UO.js
│ ├── custom.js
│ ├── indicators/
│ │ ├── CCI.js
│ │ ├── DEMA.js
│ │ ├── EMA.js
│ │ ├── LRC.js
│ │ ├── MACD.js
│ │ ├── PPO.js
│ │ ├── RSI.js
│ │ ├── SMA.js
│ │ ├── SMMA.js
│ │ ├── TSI.js
│ │ └── UO.js
│ ├── noop.js
│ ├── talib-macd.js
│ ├── tulip-adx.js
│ ├── tulip-macd.js
│ ├── tulip-multi-strat.js
│ └── varPPO.js
├── subscriptions.js
├── test/
│ ├── _prepare.js
│ ├── candleBatcher.js
│ ├── exchanges/
│ │ ├── bitstamp.js
│ │ └── data/
│ │ └── bitstamp_trades.json
│ ├── indicators/
│ │ ├── cci.js
│ │ ├── dema.js
│ │ ├── ema.js
│ │ ├── macd.js
│ │ ├── ppo.js
│ │ ├── rsi.js
│ │ ├── sma.js
│ │ └── smma.js
│ ├── marketFetcher.js
│ ├── plugins/
│ │ └── portfolioManager.js
│ ├── test-config.json
│ ├── tradeBatcher.js
│ └── triggers/
│ └── trailingStop.js
└── web/
├── apiKeyManager.js
├── baseUIconfig.js
├── isWindows.js
├── routes/
│ ├── apiKeys.js
│ ├── backtest.js
│ ├── baseConfig.js
│ ├── configPart.js
│ ├── deleteGekko.js
│ ├── exchanges.js
│ ├── getCandles.js
│ ├── import.js
│ ├── info.js
│ ├── list.js
│ ├── scanDatasets.js
│ ├── scanDateRange.js
│ ├── startGekko.js
│ ├── stopGekko.js
│ └── strategies.js
├── server.js
├── state/
│ ├── cache.js
│ ├── gekkoManager.js
│ ├── listManager.js
│ ├── logger.js
│ └── reduceState.js
└── vue/
├── babel.config.js
├── dist/
│ ├── UIconfig.js
│ ├── app.5e99ecf7.js
│ ├── app.730569ff.css
│ ├── chunk-vendors.b9a11975.js
│ ├── index.html
│ └── vendor/
│ ├── d3.js
│ ├── humanize-duration.js
│ ├── moment.js
│ └── toml.js
├── package.json
├── public/
│ ├── UIconfig.js
│ ├── index.html
│ └── vendor/
│ ├── d3.js
│ ├── humanize-duration.js
│ ├── moment.js
│ └── toml.js
├── src/
│ ├── App.vue
│ ├── components/
│ │ ├── backtester/
│ │ │ ├── backtestConfigBuilder.vue
│ │ │ ├── backtester.vue
│ │ │ └── result/
│ │ │ ├── chartWrapper.vue
│ │ │ ├── result.vue
│ │ │ ├── roundtripTable.vue
│ │ │ └── summary.vue
│ │ ├── config/
│ │ │ ├── apiConfigBuilder.vue
│ │ │ └── config.vue
│ │ ├── data/
│ │ │ ├── data.vue
│ │ │ └── import/
│ │ │ ├── importConfigBuilder.vue
│ │ │ ├── importer.vue
│ │ │ └── single.vue
│ │ ├── gekko/
│ │ │ ├── gekkoConfigBuilder.vue
│ │ │ ├── list.vue
│ │ │ ├── new.vue
│ │ │ ├── singleGekko.vue
│ │ │ └── singleWatcher.vue
│ │ ├── global/
│ │ │ ├── blockSpinner.vue
│ │ │ ├── configbuilder/
│ │ │ │ ├── datasetpicker.vue
│ │ │ │ ├── exchangepicker.vue
│ │ │ │ ├── marketpicker.vue
│ │ │ │ ├── papertrader.vue
│ │ │ │ ├── rangecreator.vue
│ │ │ │ ├── rangepicker.vue
│ │ │ │ ├── stratpicker.vue
│ │ │ │ └── typepicker.vue
│ │ │ ├── mixins/
│ │ │ │ └── dataset.js
│ │ │ ├── paperTradeSummary.vue
│ │ │ ├── progressBar.vue
│ │ │ └── ws.js
│ │ └── layout/
│ │ ├── footer.vue
│ │ ├── header.vue
│ │ ├── home.vue
│ │ └── modal.vue
│ ├── d3/
│ │ ├── chart3.js
│ │ ├── chart4.js
│ │ └── message.js
│ ├── main.js
│ ├── store/
│ │ ├── index.js
│ │ ├── init.js
│ │ └── modules/
│ │ ├── config/
│ │ │ ├── mutations.js
│ │ │ └── sync.js
│ │ ├── gekkos/
│ │ │ ├── mutations.js
│ │ │ └── sync.js
│ │ ├── imports/
│ │ │ ├── mutations.js
│ │ │ └── sync.js
│ │ ├── messages/
│ │ │ └── mutations.js
│ │ └── notifications/
│ │ ├── mutations.js
│ │ └── sync.js
│ └── tools/
│ ├── ajax.js
│ ├── api.js
│ └── marked.js
└── vue.config.js
Showing preview only (242K chars total). Download the full file or copy to clipboard to get everything.
SYMBOL INDEX (2804 symbols across 39 files)
FILE: core/markets/leech.js
constant TICKINTERVAL (line 17) | const TICKINTERVAL = 20 * 1000;
FILE: exchange/gekkoBroker.js
class Broker (line 24) | class Broker {
method constructor (line 25) | constructor(config) {
method cantTrade (line 75) | cantTrade() {
method cantMonitor (line 79) | cantMonitor() {
method sync (line 83) | sync(callback) {
method syncPrivateData (line 96) | syncPrivateData(callback) {
method setTicker (line 107) | setTicker(callback) {
method isValidOrder (line 127) | isValidOrder(amount, price) {
method createOrder (line 136) | createOrder(type, side, amount, parameters, handler) {
method createTrigger (line 170) | createTrigger({type, onTrigger, props}) {
FILE: exchange/orders/limit.js
class LimitOrder (line 22) | class LimitOrder extends BaseOrder {
method constructor (line 23) | constructor(api) {
method create (line 27) | create(side, amount, params) {
method createOrder (line 38) | createOrder(price, amount) {
method handleCreate (line 58) | handleCreate(err, id) {
method checkOrder (line 79) | checkOrder() {
method handleCheck (line 84) | handleCheck(err, result) {
method movePrice (line 123) | movePrice(price) {
method moveAmount (line 168) | moveAmount(amount) {
method cancel (line 213) | cancel() {
FILE: exchange/orders/order.js
class BaseOrder (line 11) | class BaseOrder extends EventEmitter {
method constructor (line 12) | constructor(api) {
method submit (line 26) | submit({side, amount, price, alreadyFilled}) {
method setData (line 48) | setData(data) {
method emitStatus (line 52) | emitStatus() {
method cancelled (line 56) | cancelled() {
method rejected (line 63) | rejected(reason) {
method filled (line 71) | filled(price) {
method finish (line 79) | finish(filled) {
FILE: exchange/orders/sticky.js
class StickyOrder (line 23) | class StickyOrder extends BaseOrder {
method constructor (line 24) | constructor({api, marketConfig, capabilities}) {
method create (line 44) | create(side, rawAmount, params = {}) {
method calculatePrice (line 98) | calculatePrice(ticker) {
method createOrder (line 145) | createOrder() {
method handleInsufficientFundsError (line 163) | handleInsufficientFundsError(err) {
method handleCreate (line 204) | handleCreate(err, id) {
method initiateDefferedAction (line 245) | initiateDefferedAction() {
method scheduleNextCheck (line 264) | scheduleNextCheck() {
method checkOrder (line 278) | checkOrder() {
method handleError (line 400) | handleError(error) {
method handleCancel (line 418) | handleCancel(filled, data) {
method move (line 447) | move(price) {
method calculateFilled (line 481) | calculateFilled() {
method moveLimit (line 488) | moveLimit(limit) {
method moveAmount (line 562) | moveAmount(amount) {
method cancel (line 625) | cancel() {
method createSummary (line 661) | createSummary(next) {
FILE: exchange/portfolioManager.js
class Portfolio (line 10) | class Portfolio {
method constructor (line 11) | constructor(config, api) {
method getBalance (line 19) | getBalance(fund) {
method getFund (line 24) | getFund(fund) {
method convertBalances (line 29) | convertBalances(asset,currency) { // rename?
method setBalances (line 40) | setBalances(callback) {
method setFee (line 69) | setFee(callback) {
method setTicker (line 81) | setTicker(ticker) {
FILE: exchange/trigger.js
class Trigger (line 14) | class Trigger {
method constructor (line 15) | constructor({api, type, props, onTrigger}) {
method scheduleFetch (line 40) | scheduleFetch() {
method fetch (line 44) | fetch() {
method processTicker (line 51) | processTicker(err, ticker) {
method cancel (line 66) | cancel() {
method propogateTrigger (line 71) | propogateTrigger(payload) {
FILE: exchange/triggers/trailingStop.js
class TrailingStop (line 10) | class TrailingStop extends EventEmitter {
method constructor (line 11) | constructor({trail, initialPrice, onTrigger}) {
method updatePrice (line 22) | updatePrice(price) {
method updateTrail (line 38) | updateTrail(trail) {
method trigger (line 49) | trigger() {
FILE: exchange/wrappers/DEBUG_exchange-simulator.js
constant TREND_DURATION (line 6) | const TREND_DURATION = 1000;
FILE: exchange/wrappers/bittrex.js
function joinCurrencies (line 7) | function joinCurrencies(currencyA, currencyB){
FILE: exchange/wrappers/gdax.js
constant BATCH_SIZE (line 8) | const BATCH_SIZE = 100;
constant QUERY_DELAY (line 9) | const QUERY_DELAY = 350;
FILE: exchange/wrappers/therocktrading.js
constant QUERY_DELAY (line 7) | const QUERY_DELAY = 350;
FILE: importers/exchanges/bitfinex.js
constant SCANNING_STRIDE (line 59) | const SCANNING_STRIDE = 24;
constant ITERATING_STRIDE (line 60) | const ITERATING_STRIDE = 2;
FILE: importers/exchanges/gdax.js
constant QUERY_DELAY (line 10) | const QUERY_DELAY = 350;
constant BATCH_SIZE (line 11) | const BATCH_SIZE = 100;
constant SCAN_ITER_SIZE (line 12) | const SCAN_ITER_SIZE = 50000;
constant BATCH_ITER_SIZE (line 13) | const BATCH_ITER_SIZE = BATCH_SIZE * 10;
FILE: importers/exchanges/luno.js
constant REQUEST_INTERVAL (line 14) | const REQUEST_INTERVAL = 5 * 1000;
FILE: importers/exchanges/poloniex.js
function joinCurrencies (line 17) | function joinCurrencies(currencyA, currencyB){
FILE: plugins/paperTrader/paperTrader.js
constant ENV (line 4) | const ENV = util.gekkoEnv();
FILE: plugins/performanceAnalyzer/performanceAnalyzer.js
constant ENV (line 8) | const ENV = util.gekkoEnv();
FILE: plugins/postgresql/util.js
function useSingleDatabase (line 18) | function useSingleDatabase() {
function useLowerCaseTableNames (line 27) | function useLowerCaseTableNames() {
FILE: plugins/pushbullet.js
function getNumStr (line 215) | function getNumStr(num, fixed = 4) {
function capF (line 279) | function capF(inWord) { //Capitalise first letter of string
function getPastTense (line 283) | function getPastTense(action) {
FILE: plugins/tradingAdvisor/baseTradingMethod.js
constant ENV (line 8) | const ENV = util.gekkoEnv();
FILE: strategies/indicators/LRC.js
function linreg (line 54) | function linreg(values_x, values_y) {
FILE: web/baseUIconfig.js
constant CONFIG (line 7) | const CONFIG = {
FILE: web/server.js
constant WEBROOT (line 77) | const WEBROOT = __dirname + '/';
FILE: web/state/logger.js
constant BASEPATH (line 4) | const BASEPATH = __dirname + '/../../logs/';
FILE: web/vue/dist/UIconfig.js
constant CONFIG (line 7) | const CONFIG = {
FILE: web/vue/dist/app.5e99ecf7.js
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function D (line 1) | function D(t){var e=Object(i["a"])(t,2),a=e[0],n=e[1],r=o.a.sortedIndex(...
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FILE: web/vue/dist/vendor/humanize-duration.js
function humanizer (line 20) | function humanizer (passedOptions) {
function doHumanization (line 52) | function doHumanization (ms, options) {
function render (line 138) | function render (count, type, dictionary, options) {
function extend (line 159) | function extend (destination) {
FILE: web/vue/dist/vendor/moment.js
function a (line 6) | function a(){return md.apply(null,arguments)}
function b (line 9) | function b(a){md=a}
function c (line 9) | function c(a){return a instanceof Array||"[object Array]"===Object.proto...
function d (line 9) | function d(a){
function e (line 12) | function e(a){var b;for(b in a)
function f (line 14) | function f(a){return a instanceof Date||"[object Date]"===Object.prototy...
function g (line 14) | function g(a,b){var c,d=[];for(c=0;c<a.length;++c)d.push(b(a[c],c));retu...
function h (line 14) | function h(a,b){return Object.prototype.hasOwnProperty.call(a,b)}
function i (line 14) | function i(a,b){for(var c in b)h(b,c)&&(a[c]=b[c]);return h(b,"toString"...
function j (line 14) | function j(a,b,c,d){return qb(a,b,c,d,!0).utc()}
function k (line 14) | function k(){
function l (line 16) | function l(a){return null==a._pf&&(a._pf=k()),a._pf}
function m (line 16) | function m(a){if(null==a._isValid){var b=l(a),c=nd.call(b.parsedDatePart...
function n (line 16) | function n(a){var b=j(NaN);return null!=a?i(l(b),a):l(b).userInvalidated...
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function p (line 16) | function p(a,b){var c,d,e;if(o(b._isAMomentObject)||(a._isAMomentObject=...
function q (line 18) | function q(b){p(this,b),this._d=new Date(null!=b._d?b._d.getTime():NaN),
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function s (line 21) | function s(a){return a<0?Math.ceil(a)||0:Math.floor(a)}
function t (line 21) | function t(a){var b=+a,c=0;return 0!==b&&isFinite(b)&&(c=s(b)),c}
function u (line 23) | function u(a,b,c){var d,e=Math.min(a.length,b.length),f=Math.abs(a.lengt...
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function B (line 28) | function B(a){null!=a&&this.set(a)}
function C (line 28) | function C(a,b,c){var d=this._calendar[a]||this._calendar.sameElse;retur...
function D (line 28) | function D(a){var b=this._longDateFormat[a],c=this._longDateFormat[a.toU...
function E (line 28) | function E(){return this._invalidDate}
function F (line 28) | function F(a){return this._ordinal.replace("%d",a)}
function G (line 28) | function G(a,b,c,d){var e=this._relativeTime[c];return y(e)?e(a,b,c,d):e...
function H (line 28) | function H(a,b){var c=this._relativeTime[a>0?"future":"past"];return y(c...
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function L (line 28) | function L(a,b){Ad[a]=b}
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function N (line 28) | function N(b,c){return function(d){return null!=d?(P(this,b,d),a.updateO...
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function S (line 30) | function S(a,b,c){var d=""+Math.abs(a),e=b-d.length,f=a>=0;return(f?c?"+...
function T (line 35) | function T(a,b,c,d){var e=d;"string"==typeof d&&(e=function(){return thi...
function U (line 35) | function U(a){return a.match(/\[[\s\S]/)?a.replace(/^\[|\]$/g,""):a.repl...
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function W (line 37) | function W(a,b){return a.isValid()?(b=X(b,a.localeData()),Dd[b]=Dd[b]||V...
function X (line 37) | function X(a,b){function c(a){return b.longDateFormat(a)||a}var d=5;for(...
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function Z (line 37) | function Z(a,b){return h(Wd,a)?Wd[a](b._strict,b._locale):new RegExp($(a))}
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function _ (line 39) | function _(a){return a.replace(/[-\/\\^$*+?.()|[\]{}]/g,"\\$&")}
function aa (line 39) | function aa(a,b){var c,d=b;for("string"==typeof a&&(a=[a]),"number"==typ...
function ba (line 39) | function ba(a,b){aa(a,function(a,c,d,e){d._w=d._w||{},b(a,d._w,d,e)})}
function ca (line 39) | function ca(a,b,c){null!=b&&h(Xd,a)&&Xd[a](b,c._a,c,a)}
function da (line 39) | function da(a,b){return new Date(Date.UTC(a,b+1,0)).getUTCDate()}
function ea (line 39) | function ea(a,b){return a?c(this._months)?this._months[a.month()]:this._...
function fa (line 39) | function fa(a,b){return a?c(this._monthsShort)?this._monthsShort[a.month...
function ga (line 39) | function ga(a,b,c){var d,e,f,g=a.toLocaleLowerCase();if(!this._monthsPar...
function ha (line 41) | function ha(a,b,c){var d,e,f;if(this._monthsParseExact)return ga.call(th...
function ia (line 51) | function ia(a,b){var c;if(!a.isValid())
function ja (line 55) | function ja(b){return null!=b?(ia(this,b),a.updateOffset(this,!0),this):...
function ka (line 55) | function ka(){return da(this.year(),this.month())}
function la (line 55) | function la(a){return this._monthsParseExact?(h(this,"_monthsRegex")||na...
function ma (line 55) | function ma(a){return this._monthsParseExact?(h(this,"_monthsRegex")||na...
function na (line 55) | function na(){function a(a,b){return b.length-a.length}var b,c,d=[],e=[]...
function oa (line 62) | function oa(a){return pa(a)?366:365}
function pa (line 62) | function pa(a){return a%4===0&&a%100!==0||a%400===0}
function qa (line 62) | function qa(){return pa(this.year())}
function ra (line 62) | function ra(a,b,c,d,e,f,g){
function sa (line 67) | function sa(a){var b=new Date(Date.UTC.apply(null,arguments));
function ta (line 71) | function ta(a,b,c){var// first-week day -- which january is always in th...
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function za (line 79) | function za(){return this._week.doy}
function Aa (line 81) | function Aa(a){var b=this.localeData().week(this);return null==a?b:this....
function Ba (line 81) | function Ba(a){var b=va(this,1,4).week;return null==a?b:this.add(7*(a-b)...
function Ca (line 83) | function Ca(a,b){return"string"!=typeof a?a:isNaN(a)?(a=b.weekdaysParse(...
function Da (line 83) | function Da(a,b){return"string"==typeof a?b.weekdaysParse(a)%7||7:isNaN(...
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function Fa (line 83) | function Fa(a){return a?this._weekdaysShort[a.day()]:this._weekdaysShort}
function Ga (line 83) | function Ga(a){return a?this._weekdaysMin[a.day()]:this._weekdaysMin}
function Ha (line 83) | function Ha(a,b,c){var d,e,f,g=a.toLocaleLowerCase();if(!this._weekdaysP...
function Ia (line 83) | function Ia(a,b,c){var d,e,f;if(this._weekdaysParseExact)return Ha.call(...
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function Ka (line 89) | function Ka(a){if(!this.isValid())return null!=a?this:NaN;var b=(this.da...
function La (line 89) | function La(a){if(!this.isValid())return null!=a?this:NaN;
function Ma (line 93) | function Ma(a){return this._weekdaysParseExact?(h(this,"_weekdaysRegex")...
function Na (line 93) | function Na(a){return this._weekdaysParseExact?(h(this,"_weekdaysRegex")...
function Oa (line 93) | function Oa(a){return this._weekdaysParseExact?(h(this,"_weekdaysRegex")...
function Pa (line 93) | function Pa(){function a(a,b){return b.length-a.length}var b,c,d,e,f,g=[...
function Qa (line 100) | function Qa(){return this.hours()%12||12}
function Ra (line 100) | function Ra(){return this.hours()||24}
function Sa (line 100) | function Sa(a,b){T(a,0,0,function(){return this.localeData().meridiem(th...
function Ta (line 102) | function Ta(a,b){return b._meridiemParse}
function Ua (line 104) | function Ua(a){
function Va (line 107) | function Va(a,b,c){return a>11?c?"pm":"PM":c?"am":"AM"}
function Wa (line 107) | function Wa(a){return a?a.toLowerCase().replace("_","-"):a}
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function Ya (line 113) | function Ya(a){var b=null;
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function _a (line 129) | function _a(a,b){if(null!=b){var c,d=ve;
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function bb (line 139) | function bb(){return rd(we)}
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function eb (line 145) | function eb(b){var c=Ce.exec(b._i);return null!==c?void(b._d=new Date(+c...
function fb (line 147) | function fb(a,b,c){return null!=a?a:null!=b?b:c}
function gb (line 147) | function gb(b){
function hb (line 154) | function hb(a){var b,c,d,e,f=[];if(!a._d){
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function jb (line 184) | function jb(b){
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function nb (line 207) | function nb(a){var b=new q(cb(ob(a)));
function ob (line 209) | function ob(a){var b=a._i,d=a._f;return a._locale=a._locale||ab(a._l),nu...
function pb (line 209) | function pb(b){var d=b._i;void 0===d?b._d=new Date(a.now()):f(d)?b._d=ne...
function qb (line 211) | function qb(a,b,f,g,h){var i={};
function rb (line 214) | function rb(a,b,c,d){return qb(a,b,c,d,!1)}
function sb (line 220) | function sb(a,b){var d,e;if(1===b.length&&c(b[0])&&(b=b[0]),!b.length)re...
function tb (line 222) | function tb(){var a=[].slice.call(arguments,0);return sb("isBefore",a)}
function ub (line 222) | function ub(){var a=[].slice.call(arguments,0);return sb("isAfter",a)}
function vb (line 222) | function vb(a){var b=K(a),c=b.year||0,d=b.quarter||0,e=b.month||0,f=b.we...
function wb (line 233) | function wb(a){return a instanceof vb}
function xb (line 233) | function xb(a){return a<0?Math.round(-1*a)*-1:Math.round(a)}
function yb (line 235) | function yb(a,b){T(a,0,0,function(){var a=this.utcOffset(),c="+";return ...
function zb (line 235) | function zb(a,b){var c=(b||"").match(a)||[],d=c[c.length-1]||[],e=(d+"")...
function Ab (line 237) | function Ab(b,c){var d,e;
function Bb (line 239) | function Bb(a){
function Cb (line 254) | function Cb(b,c){var d,e=this._offset||0;return this.isValid()?null!=b?(...
function Db (line 254) | function Db(a,b){return null!=a?("string"!=typeof a&&(a=-a),this.utcOffs...
function Eb (line 254) | function Eb(a){return this.utcOffset(0,a)}
function Fb (line 254) | function Fb(a){return this._isUTC&&(this.utcOffset(0,a),this._isUTC=!1,a...
function Gb (line 254) | function Gb(){if(this._tzm)this.utcOffset(this._tzm);else if("string"==t...
function Hb (line 254) | function Hb(a){return!!this.isValid()&&(a=a?rb(a).utcOffset():0,(this.ut...
function Ib (line 254) | function Ib(){return this.utcOffset()>this.clone().month(0).utcOffset()|...
function Jb (line 254) | function Jb(){if(!o(this._isDSTShifted))return this._isDSTShifted;var a=...
function Kb (line 254) | function Kb(){return!!this.isValid()&&!this._isUTC}
function Lb (line 254) | function Lb(){return!!this.isValid()&&this._isUTC}
function Mb (line 254) | function Mb(){return!!this.isValid()&&(this._isUTC&&0===this._offset)}
function Nb (line 254) | function Nb(a,b){var c,d,e,f=a,
function Ob (line 257) | function Ob(a,b){
function Pb (line 263) | function Pb(a,b){var c={milliseconds:0,months:0};return c.months=b.month...
function Qb (line 263) | function Qb(a,b){var c;return a.isValid()&&b.isValid()?(b=Ab(b,a),a.isBe...
function Rb (line 265) | function Rb(a,b){return function(c,d){var e,f;
function Sb (line 267) | function Sb(b,c,d,e){var f=c._milliseconds,g=xb(c._days),h=xb(c._months)...
function Tb (line 267) | function Tb(a,b){var c=a.diff(b,"days",!0);return c<-6?"sameElse":c<-1?"...
function Ub (line 267) | function Ub(b,c){
function Vb (line 270) | function Vb(){return new q(this)}
function Wb (line 270) | function Wb(a,b){var c=r(a)?a:rb(a);return!(!this.isValid()||!c.isValid(...
function Xb (line 270) | function Xb(a,b){var c=r(a)?a:rb(a);return!(!this.isValid()||!c.isValid(...
function Yb (line 270) | function Yb(a,b,c,d){return d=d||"()",("("===d[0]?this.isAfter(a,c):!thi...
function Zb (line 270) | function Zb(a,b){var c,d=r(a)?a:rb(a);return!(!this.isValid()||!d.isVali...
function $b (line 270) | function $b(a,b){return this.isSame(a,b)||this.isAfter(a,b)}
function _b (line 270) | function _b(a,b){return this.isSame(a,b)||this.isBefore(a,b)}
function ac (line 270) | function ac(a,b,c){var d,e,f,g;// 1000
function bc (line 275) | function bc(a,b){
function cc (line 283) | function cc(){return this.clone().locale("en").format("ddd MMM DD YYYY H...
function dc (line 283) | function dc(){var a=this.clone().utc();return 0<a.year()&&a.year()<=9999...
function ec (line 283) | function ec(b){b||(b=this.isUtc()?a.defaultFormatUtc:a.defaultFormat);va...
function fc (line 283) | function fc(a,b){return this.isValid()&&(r(a)&&a.isValid()||rb(a).isVali...
function gc (line 283) | function gc(a){return this.from(rb(),a)}
function hc (line 283) | function hc(a,b){return this.isValid()&&(r(a)&&a.isValid()||rb(a).isVali...
function ic (line 283) | function ic(a){return this.to(rb(),a)}
function jc (line 287) | function jc(a){var b;return void 0===a?this._locale._abbr:(b=ab(a),null!...
function kc (line 287) | function kc(){return this._locale}
function lc (line 287) | function lc(a){
function mc (line 298) | function mc(a){
function nc (line 300) | function nc(){return this._d.valueOf()-6e4*(this._offset||0)}
function oc (line 300) | function oc(){return Math.floor(this.valueOf()/1e3)}
function pc (line 300) | function pc(){return new Date(this.valueOf())}
function qc (line 300) | function qc(){var a=this;return[a.year(),a.month(),a.date(),a.hour(),a.m...
function rc (line 300) | function rc(){var a=this;return{years:a.year(),months:a.month(),date:a.d...
function sc (line 300) | function sc(){
function tc (line 302) | function tc(){return m(this)}
function uc (line 302) | function uc(){return i({},l(this))}
function vc (line 302) | function vc(){return l(this).overflow}
function wc (line 302) | function wc(){return{input:this._i,format:this._f,locale:this._locale,is...
function xc (line 302) | function xc(a,b){T(0,[a,a.length],0,b)}
function yc (line 304) | function yc(a){return Cc.call(this,a,this.week(),this.weekday(),this.loc...
function zc (line 304) | function zc(a){return Cc.call(this,a,this.isoWeek(),this.isoWeekday(),1,4)}
function Ac (line 304) | function Ac(){return wa(this.year(),1,4)}
function Bc (line 304) | function Bc(){var a=this.localeData()._week;return wa(this.year(),a.dow,...
function Cc (line 304) | function Cc(a,b,c,d,e){var f;return null==a?va(this,d,e).year:(f=wa(a,d,...
function Dc (line 304) | function Dc(a,b,c,d,e){var f=ua(a,b,c,d,e),g=sa(f.year,0,f.dayOfYear);re...
function Ec (line 306) | function Ec(a){return null==a?Math.ceil((this.month()+1)/3):this.month(3...
function Fc (line 309) | function Fc(a){var b=Math.round((this.clone().startOf("day")-this.clone(...
function Gc (line 309) | function Gc(a,b){b[ce]=t(1e3*("0."+a))}
function Hc (line 311) | function Hc(){return this._isUTC?"UTC":""}
function Ic (line 311) | function Ic(){return this._isUTC?"Coordinated Universal Time":""}
function Jc (line 311) | function Jc(a){return rb(1e3*a)}
function Kc (line 311) | function Kc(){return rb.apply(null,arguments).parseZone()}
function Lc (line 311) | function Lc(a){return a}
function Mc (line 311) | function Mc(a,b,c,d){var e=ab(),f=j().set(d,b);return e[c](f,a)}
function Nc (line 311) | function Nc(a,b,c){if("number"==typeof a&&(b=a,a=void 0),a=a||"",null!=b...
function Oc (line 320) | function Oc(a,b,c,d){"boolean"==typeof a?("number"==typeof b&&(c=b,b=voi...
function Pc (line 320) | function Pc(a,b){return Nc(a,b,"months")}
function Qc (line 320) | function Qc(a,b){return Nc(a,b,"monthsShort")}
function Rc (line 320) | function Rc(a,b,c){return Oc(a,b,c,"weekdays")}
function Sc (line 320) | function Sc(a,b,c){return Oc(a,b,c,"weekdaysShort")}
function Tc (line 320) | function Tc(a,b,c){return Oc(a,b,c,"weekdaysMin")}
function Uc (line 320) | function Uc(){var a=this._data;return this._milliseconds=Ue(this._millis...
function Vc (line 320) | function Vc(a,b,c,d){var e=Nb(b,c);return a._milliseconds+=d*e._millisec...
function Wc (line 322) | function Wc(a,b){return Vc(this,a,b,1)}
function Xc (line 324) | function Xc(a,b){return Vc(this,a,b,-1)}
function Yc (line 324) | function Yc(a){return a<0?Math.floor(a):Math.ceil(a)}
function Zc (line 324) | function Zc(){var a,b,c,d,e,f=this._milliseconds,g=this._days,h=this._mo...
function $c (line 331) | function $c(a){
function _c (line 334) | function _c(a){
function ad (line 336) | function ad(a){var b,c,d=this._milliseconds;if(a=J(a),"month"===a||"year...
function bd (line 342) | function bd(){return this._milliseconds+864e5*this._days+this._months%12...
function cd (line 342) | function cd(a){return function(){return this.as(a)}}
function dd (line 342) | function dd(a){return a=J(a),this[a+"s"]()}
function ed (line 342) | function ed(a){return function(){return this._data[a]}}
function fd (line 342) | function fd(){return s(this.days()/7)}
function gd (line 344) | function gd(a,b,c,d,e){return e.relativeTime(b||1,!!c,a,d)}
function hd (line 344) | function hd(a,b,c){var d=Nb(a).abs(),e=jf(d.as("s")),f=jf(d.as("m")),g=j...
function id (line 346) | function id(a){return void 0===a?jf:"function"==typeof a&&(jf=a,!0)}
function jd (line 348) | function jd(a,b){return void 0!==kf[a]&&(void 0===b?kf[a]:(kf[a]=b,!0))}
function kd (line 348) | function kd(a){var b=this.localeData(),c=hd(this,!a,b);return a&&(c=b.pa...
function ld (line 348) | function ld(){
FILE: web/vue/dist/vendor/toml.js
function i (line 2) | function i(u,a){if(!t[u]){if(!r[u]){var c="function"==typeof require&&re...
function e (line 2) | function e(e,r){function t(){this.constructor=e}t.prototype=r.prototype,...
function r (line 2) | function r(e,r,t,n,i,o){this.message=e,this.expected=r,this.found=t,this...
function t (line 2) | function t(e){function t(){return e.substring(Ot,Dt)}function n(e){throw...
FILE: web/vue/public/UIconfig.js
constant CONFIG (line 7) | const CONFIG = {
FILE: web/vue/public/vendor/d3.js
function n (line 2) | function n(t){return function(n,e){return Ms(t(n),e)}}
function e (line 2) | function e(t,n,e){var r=Math.abs(n-t)/Math.max(0,e),i=Math.pow(10,Math.f...
function r (line 2) | function r(t){return t.length}
function i (line 2) | function i(){}
function o (line 2) | function o(t,n){var e=new i;if(t instanceof i)t.each(function(t,n){e.set...
function u (line 2) | function u(){return{}}
function a (line 2) | function a(t,n,e){t[n]=e}
function c (line 2) | function c(){return o()}
function s (line 2) | function s(t,n,e){t.set(n,e)}
function f (line 2) | function f(){}
function l (line 2) | function l(t,n){var e=new f;if(t instanceof f)t.each(function(t){e.add(t...
function h (line 2) | function h(t){return+t}
function p (line 2) | function p(t){return t*t}
function d (line 2) | function d(t){return t*(2-t)}
function v (line 2) | function v(t){return((t*=2)<=1?t*t:--t*(2-t)+1)/2}
function _ (line 2) | function _(t){return t*t*t}
function y (line 2) | function y(t){return--t*t*t+1}
function g (line 2) | function g(t){return((t*=2)<=1?t*t*t:(t-=2)*t*t+2)/2}
function m (line 2) | function m(t){return 1-Math.cos(t*Tf)}
function x (line 2) | function x(t){return Math.sin(t*Tf)}
function b (line 2) | function b(t){return(1-Math.cos(Mf*t))/2}
function w (line 2) | function w(t){return Math.pow(2,10*t-10)}
function M (line 2) | function M(t){return 1-Math.pow(2,-10*t)}
function T (line 2) | function T(t){return((t*=2)<=1?Math.pow(2,10*t-10):2-Math.pow(2,10-10*t)...
function N (line 2) | function N(t){return 1-Math.sqrt(1-t*t)}
function k (line 2) | function k(t){return Math.sqrt(1- --t*t)}
function S (line 2) | function S(t){return((t*=2)<=1?1-Math.sqrt(1-t*t):Math.sqrt(1-(t-=2)*t)+...
function A (line 2) | function A(t){return 1-E(1-t)}
function E (line 2) | function E(t){return(t=+t)<Nf?Lf*t*t:t<Sf?Lf*(t-=kf)*t+Af:t<Cf?Lf*(t-=Ef...
function C (line 2) | function C(t){return((t*=2)<=1?1-E(1-t):E(t-1)+1)/2}
function z (line 2) | function z(t,n){return t[0]-n[0]||t[1]-n[1]}
function P (line 2) | function P(t){for(var n=t.length,e=[0,1],r=2,i=2;i<n;++i){for(;r>1&&Wf(t...
function q (line 2) | function q(){this._x0=this._y0=this._x1=this._y1=null,this._=[]}
function L (line 2) | function L(){return new q}
function R (line 2) | function R(t,n,e,r){if(isNaN(n)||isNaN(e))return t;var i,o,u,a,c,s,f,l,h...
function U (line 2) | function U(t){var n,e,r,i,o=t.length,u=new Array(o),a=new Array(o),c=1/0...
function D (line 2) | function D(t){for(var n=0,e=t.length;n<e;++n)this.remove(t[n]);return this}
function O (line 2) | function O(t){return t[0]}
function F (line 2) | function F(t){return t[1]}
function I (line 2) | function I(t,n,e){var r=new Y(null==n?O:n,null==e?F:e,NaN,NaN,NaN,NaN);r...
function Y (line 2) | function Y(t,n,e,r,i,o){this._x=t,this._y=n,this._x0=e,this._y0=r,this._...
function B (line 2) | function B(t){for(var n={data:t.data},e=n;t=t.next;)e=e.next={data:t.dat...
function j (line 2) | function j(t){if(!(t>=1))throw new Error;this._size=t,this._call=this._e...
function H (line 2) | function H(t){if(!t._start)try{X(t)}catch(n){if(t._tasks[t._ended+t._act...
function X (line 2) | function X(t){for(;t._start=t._waiting&&t._active<t._size;){var n=t._end...
function V (line 2) | function V(t,n){return function(e,r){t._tasks[n]&&(--t._active,++t._ende...
function W (line 2) | function W(t,n){var e,r=t._tasks.length;for(t._error=n,t._data=void 0,t....
function $ (line 2) | function $(t){if(!t._active&&t._call){var n=t._data;t._data=void 0,t._ca...
function Z (line 2) | function Z(t){return new j(arguments.length?+t:1/0)}
function G (line 2) | function G(t){return t.innerRadius}
function J (line 2) | function J(t){return t.outerRadius}
function Q (line 2) | function Q(t){return t.startAngle}
function K (line 2) | function K(t){return t.endAngle}
function tt (line 2) | function tt(t){return t&&t.padAngle}
function nt (line 2) | function nt(t){return t>=1?xl:t<=-1?-xl:Math.asin(t)}
function et (line 2) | function et(t,n,e,r,i,o,u,a){var c=e-t,s=r-n,f=u-i,l=a-o,h=(f*(n-o)-l*(t...
function rt (line 2) | function rt(t,n,e,r,i,o,u){var a=t-e,c=n-r,s=(u?o:-o)/Math.sqrt(a*a+c*c)...
function it (line 2) | function it(t){this._context=t}
function ot (line 2) | function ot(t){return t[0]}
function ut (line 2) | function ut(t){return t[1]}
function at (line 2) | function at(t){this._curve=t}
function ct (line 2) | function ct(t){function n(n){return new at(t(n))}return n._curve=t,n}
function st (line 2) | function st(t){var n=t.curve;return t.angle=t.x,delete t.x,t.radius=t.y,...
function ft (line 2) | function ft(t,n,e){t._context.bezierCurveTo((2*t._x0+t._x1)/3,(2*t._y0+t...
function lt (line 2) | function lt(t){this._context=t}
function ht (line 2) | function ht(t){this._context=t}
function pt (line 2) | function pt(t){this._context=t}
function dt (line 2) | function dt(t,n){this._basis=new lt(t),this._beta=n}
function vt (line 2) | function vt(t,n,e){t._context.bezierCurveTo(t._x1+t._k*(t._x2-t._x0),t._...
function _t (line 2) | function _t(t,n){this._context=t,this._k=(1-n)/6}
function yt (line 2) | function yt(t,n){this._context=t,this._k=(1-n)/6}
function gt (line 2) | function gt(t,n){this._context=t,this._k=(1-n)/6}
function mt (line 2) | function mt(t,n,e){var r=t._x1,i=t._y1,o=t._x2,u=t._y2;if(t._l01_a>gl){v...
function xt (line 2) | function xt(t,n){this._context=t,this._alpha=n}
function bt (line 2) | function bt(t,n){this._context=t,this._alpha=n}
function wt (line 2) | function wt(t,n){this._context=t,this._alpha=n}
function Mt (line 2) | function Mt(t){this._context=t}
function Tt (line 2) | function Tt(t){return t<0?-1:1}
function Nt (line 2) | function Nt(t,n,e){var r=t._x1-t._x0,i=n-t._x1,o=(t._y1-t._y0)/(r||i<0&&...
function kt (line 2) | function kt(t,n){var e=t._x1-t._x0;return e?(3*(t._y1-t._y0)/e-n)/2:n}
function St (line 2) | function St(t,n,e){var r=t._x0,i=t._y0,o=t._x1,u=t._y1,a=(o-r)/3;t._cont...
function At (line 2) | function At(t){this._context=t}
function Et (line 2) | function Et(t){this._context=new Ct(t)}
function Ct (line 2) | function Ct(t){this._context=t}
function zt (line 2) | function zt(t){return new At(t)}
function Pt (line 2) | function Pt(t){return new Et(t)}
function qt (line 2) | function qt(t){this._context=t}
function Lt (line 2) | function Lt(t){var n,e,r=t.length-1,i=new Array(r),o=new Array(r),u=new ...
function Rt (line 2) | function Rt(t,n){this._context=t,this._t=n}
function Ut (line 2) | function Ut(t){return new Rt(t,0)}
function Dt (line 2) | function Dt(t){return new Rt(t,1)}
function Ot (line 2) | function Ot(t,n){return t[n]}
function Ft (line 2) | function Ft(t){for(var n,e=0,r=-1,i=t.length;++r<i;)(n=+t[r][1])&&(e+=n)...
function It (line 2) | function It(t,n){var e=Object.create(t.prototype);for(var r in n)e[r]=n[...
function Yt (line 2) | function Yt(){}
function Bt (line 2) | function Bt(t){var n;return t=(t+"").trim().toLowerCase(),(n=kh.exec(t))...
function jt (line 2) | function jt(t){return new Wt(t>>16&255,t>>8&255,255&t,1)}
function Ht (line 2) | function Ht(t,n,e,r){return r<=0&&(t=n=e=NaN),new Wt(t,n,e,r)}
function Xt (line 2) | function Xt(t){return t instanceof Yt||(t=Bt(t)),t?(t=t.rgb(),new Wt(t.r...
function Vt (line 2) | function Vt(t,n,e,r){return 1===arguments.length?Xt(t):new Wt(t,n,e,null...
function Wt (line 2) | function Wt(t,n,e,r){this.r=+t,this.g=+n,this.b=+e,this.opacity=+r}
function $t (line 2) | function $t(t,n,e,r){return r<=0?t=n=e=NaN:e<=0||e>=1?t=n=NaN:n<=0&&(t=N...
function Zt (line 2) | function Zt(t){if(t instanceof Jt)return new Jt(t.h,t.s,t.l,t.opacity);i...
function Gt (line 2) | function Gt(t,n,e,r){return 1===arguments.length?Zt(t):new Jt(t,n,e,null...
function Jt (line 2) | function Jt(t,n,e,r){this.h=+t,this.s=+n,this.l=+e,this.opacity=+r}
function Qt (line 2) | function Qt(t,n,e){return 255*(t<60?n+(e-n)*t/60:t<180?e:t<240?n+(e-n)*(...
function Kt (line 2) | function Kt(t){if(t instanceof nn)return new nn(t.l,t.a,t.b,t.opacity);i...
function tn (line 2) | function tn(t,n,e,r){return 1===arguments.length?Kt(t):new nn(t,n,e,null...
function nn (line 2) | function nn(t,n,e,r){this.l=+t,this.a=+n,this.b=+e,this.opacity=+r}
function en (line 2) | function en(t){return t>Hh?Math.pow(t,1/3):t/jh+Yh}
function rn (line 2) | function rn(t){return t>Bh?t*t*t:jh*(t-Yh)}
function on (line 2) | function on(t){return 255*(t<=.0031308?12.92*t:1.055*Math.pow(t,1/2.4)-....
function un (line 2) | function un(t){return(t/=255)<=.04045?t/12.92:Math.pow((t+.055)/1.055,2.4)}
function an (line 2) | function an(t){if(t instanceof sn)return new sn(t.h,t.c,t.l,t.opacity);t...
function cn (line 2) | function cn(t,n,e,r){return 1===arguments.length?an(t):new sn(t,n,e,null...
function sn (line 2) | function sn(t,n,e,r){this.h=+t,this.c=+n,this.l=+e,this.opacity=+r}
function fn (line 2) | function fn(t){if(t instanceof hn)return new hn(t.h,t.s,t.l,t.opacity);t...
function ln (line 2) | function ln(t,n,e,r){return 1===arguments.length?fn(t):new hn(t,n,e,null...
function hn (line 2) | function hn(t,n,e,r){this.h=+t,this.s=+n,this.l=+e,this.opacity=+r}
function pn (line 2) | function pn(t,n,e,r,i){var o=t*t,u=o*t;return((1-3*t+3*o-u)*n+(4-6*o+3*u...
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Condensed preview — 371 files, each showing path, character count, and a content snippet. Download the .json file or copy for the full structured content (2,307K chars).
[
{
"path": ".dockerignore",
"chars": 75,
"preview": "node_modules\n.travis.yml\nvolumes\nconfig.js\nsample-config.js\n.git\n.gitignore"
},
{
"path": ".editorconfig",
"chars": 147,
"preview": "root = true\n\n[*]\ncharset = utf-8\nindent_style = space\nindent_size = 2\nend_of_line = lf\ninsert_final_newline = true\ntrim_"
},
{
"path": ".github/ISSUE_TEMPLATE.md",
"chars": 618,
"preview": "**Note: this is the technical bug tracker, please use other platforms for getting support and starting a (non technical)"
},
{
"path": ".github/PULL_REQUEST_TEMPLATE.md",
"chars": 261,
"preview": "* **What kind of change does this PR introduce?** (Bug fix, feature, docs update, ...)\n\n\n\n* **What is the current behavi"
},
{
"path": ".github/stale.yml",
"chars": 832,
"preview": "# Number of days of inactivity before an issue becomes stale\ndaysUntilStale: 60\n# Number of days of inactivity before a "
},
{
"path": ".gitignore",
"chars": 551,
"preview": "# Numerous always-ignore extensions\n*.diff\n*.err\n*.orig\n*.log\n*.rej\n*.swo\n*.swp\n*.vi\n*~\n*.sass-cache\n\n# OS or Editor fol"
},
{
"path": ".prettierrc",
"chars": 51,
"preview": "{\n \"trailingComma\": \"es5\",\n \"singleQuote\": true\n}"
},
{
"path": ".travis.yml",
"chars": 39,
"preview": "language: node_js\nnode_js:\n - \"8.11.2\""
},
{
"path": "CONTRIBUTING.md",
"chars": 2532,
"preview": "# Contributing\n\nThanks for (thinking about) contributing to Gekko, all help is wanted!\n\n## Before Submitting an Issue\n\nF"
},
{
"path": "Dockerfile",
"chars": 808,
"preview": "FROM node:8\n\nENV HOST localhost\nENV PORT 3000\n\n# Create app directory\nRUN mkdir -p /usr/src/app\nWORKDIR /usr/src/app\n\n# "
},
{
"path": "LICENSE",
"chars": 1099,
"preview": "The MIT License (MIT)\n\nCopyright (c) 2014-2017 Mike van Rossum mike@mvr.me\n\nPermission is hereby granted, free of charge"
},
{
"path": "README.md",
"chars": 1802,
"preview": "# This repo is not maintained anymore\n\nI am officially not maintaining this project anymore. It was an amazing journey a"
},
{
"path": "appveyor.yml",
"chars": 240,
"preview": "init:\n - git config --global core.autocrlf input\n\nenvironment:\n nodejs_version: \"9\"\n\ninstall:\n - ps: Install-Product "
},
{
"path": "config/adapters/mongodb.toml",
"chars": 138,
"preview": "connectionString = \"mongodb://mongodb/gekko\"\npath = \"plugins/mongodb\"\nversion = 0.1\n\n[[dependencies]]\nmodule = \"mongojs\""
},
{
"path": "config/adapters/postgresql.toml",
"chars": 148,
"preview": "connectionString = \"postgres://user:pass@localhost:5432\"\npath = \"plugins/postgresql\"\nversion = 0.1\n\n[[dependencies]]\nmod"
},
{
"path": "config/adapters/sqlite.toml",
"chars": 118,
"preview": "dataDirectory = \"history\"\npath = \"plugins/sqlite\"\nversion = 0.1\n\n[[dependencies]]\nmodule = \"sqlite3\"\nversion = \"3.1.4\""
},
{
"path": "config/backtest.toml",
"chars": 147,
"preview": "batchSize = 50\n\n# scan for available dateranges\ndaterange = \"scan\"\n# or specify it like so:\n# [daterange]\n# from = \"2015"
},
{
"path": "config/general.toml",
"chars": 131,
"preview": "debug = true\n\n# what database should Gekko use?\nadapter = 'sqlite'\n\n[watch]\nexchange = 'Poloniex'\ncurrency = 'USDT'\nasse"
},
{
"path": "config/plugins/candleWriter.toml",
"chars": 33,
"preview": "enabled = true\nadapter = \"sqlite\""
},
{
"path": "config/plugins/paperTrader.toml",
"chars": 113,
"preview": "feeMaker = 0.25\nfeeTaker = 0.25\nfeeUsing = 'maker'\nslippage = 0.05\n\n[simulationBalance]\nasset = 1\ncurrency = 100\n"
},
{
"path": "config/plugins/performanceAnalyzer.toml",
"chars": 129,
"preview": "# Used to calculate sharpe ratio\n# yearly % of riskfree return for example\n# treasury bonds or bank interest.\n\nriskFreeR"
},
{
"path": "config/plugins/pushbullet.toml",
"chars": 322,
"preview": "enabled = false\n\n# Send 'Gekko starting' message if true\nsendMessageOnStart = true\n\n# disable advice printout if it's so"
},
{
"path": "config/plugins/trader.toml",
"chars": 178,
"preview": "enabled = false\n\n## NOTE: once you filled in the following\n## never share this file with anyone!\n\nkey = \"\"\nsecret = \"\"\n#"
},
{
"path": "config/plugins/tradingAdvisor.toml",
"chars": 107,
"preview": "enabled = true\n\ncandleSize = 60\nhistorySize = 25\nmethod = \"MACD\"\n\n[talib]\nenabled = false\nversion = \"1.0.2\""
},
{
"path": "config/strategies/CCI.toml",
"chars": 183,
"preview": "# constant multiplier. 0.015 gets to around 70% fit\nconstant = 0.015\n\n# history size, make same or smaller than history\n"
},
{
"path": "config/strategies/DEMA.toml",
"chars": 51,
"preview": "weight = 21\n\n[thresholds]\ndown = -0.025\nup = 0.025\n"
},
{
"path": "config/strategies/MACD.toml",
"chars": 86,
"preview": "short = 10\nlong = 21\nsignal = 9\n\n[thresholds]\ndown = -0.025\nup = 0.025\npersistence = 1"
},
{
"path": "config/strategies/PPO.toml",
"chars": 86,
"preview": "short = 12\nlong = 26\nsignal = 9\n\n[thresholds]\ndown = -0.025\nup = 0.025\npersistence = 2"
},
{
"path": "config/strategies/RSI.toml",
"chars": 62,
"preview": "interval = 14\n\n[thresholds]\nlow = 30\nhigh = 70\npersistence = 1"
},
{
"path": "config/strategies/StochRSI.toml",
"chars": 61,
"preview": "interval = 3\n\n[thresholds]\nlow = 20\nhigh = 80\npersistence = 3"
},
{
"path": "config/strategies/TMA.toml",
"chars": 32,
"preview": "short = 7\nmedium = 25\nlong = 99\n"
},
{
"path": "config/strategies/TSI.toml",
"chars": 70,
"preview": "short = 13\nlong = 25\n\n[thresholds]\nlow = -25\nhigh = 25\npersistence = 1"
},
{
"path": "config/strategies/UO.toml",
"chars": 144,
"preview": "[first]\nweight = 4\nperiod = 7\n\n[second]\nweight = 2\nperiod = 14\n\n[third]\nweight = 1\nperiod = 28\n\n[thresholds]\nlow = 30\nhi"
},
{
"path": "config/strategies/custom.toml",
"chars": 22,
"preview": "my_custom_setting = 10"
},
{
"path": "config/strategies/talib-macd.toml",
"chars": 115,
"preview": "[parameters]\noptInFastPeriod = 10\noptInSlowPeriod = 21\noptInSignalPeriod = 9\n\n[thresholds]\ndown = -0.025\nup = 0.025"
},
{
"path": "config/strategies/tulip-adx.toml",
"chars": 85,
"preview": "historySize = 80\noptInTimePeriod = 15\ncandleSize = 10\n\n[thresholds]\nup = 30\ndown = 20"
},
{
"path": "config/strategies/tulip-macd.toml",
"chars": 115,
"preview": "[parameters]\noptInFastPeriod = 10\noptInSlowPeriod = 21\noptInSignalPeriod = 9\n\n[thresholds]\ndown = -0.025\nup = 0.025"
},
{
"path": "config/strategies/tulip-multi-strat.toml",
"chars": 215,
"preview": "optInTimePeriod = 2\noptInFastPeriod = 4\noptInSlowPeriod = 7\noptInSignalPeriod = 23.707189677282354\n\ncandleSize = 1\nhisto"
},
{
"path": "config/strategies/varPPO.toml",
"chars": 179,
"preview": "momentum = \"TSI\" # RSI, TSI or UO\n\n[thresholds]\nweightLow = 120\nweightHigh = -120\n\n# How many candle intervals should a "
},
{
"path": "core/budfox/budfox.js",
"chars": 1826,
"preview": "// Budfox is the realtime market for Gekko!\n//\n// Read more here:\n// @link https://github.com/askmike/gekko/blob/stable/"
},
{
"path": "core/budfox/candleCreator.js",
"chars": 4648,
"preview": "// The CandleCreator creates one minute candles based on trade batches. Note\n// that it also adds empty candles to fill "
},
{
"path": "core/budfox/candleManager.js",
"chars": 834,
"preview": "// The candleManager consumes trades and emits:\n// - `candles`: array of minutly candles.\n// - `candle`: the most recent"
},
{
"path": "core/budfox/heart.js",
"chars": 1172,
"preview": "// The heart schedules and emit ticks every 20 seconds.\n\nvar util = require(__dirname + '/../util');\nvar log = require(u"
},
{
"path": "core/budfox/marketDataProvider.js",
"chars": 996,
"preview": "// \n// The market data provider will fetch data from a datasource on tick. It emits:\n// \n// - `trades`: batch of newly d"
},
{
"path": "core/budfox/marketFetcher.js",
"chars": 3070,
"preview": "//\n// The fetcher is responsible for fetching new\n// market data at the exchange on interval. It will emit\n// the follow"
},
{
"path": "core/budfox/tradeBatcher.js",
"chars": 2756,
"preview": "// \n// Small wrapper that only propagates new trades.\n// \n// Expects trade batches to be written like:\n// [\n// {\n// "
},
{
"path": "core/candleBatcher.js",
"chars": 2075,
"preview": "// internally we only use 1m\n// candles, this can easily\n// convert them to any desired\n// size.\n\n// Acts as ~fake~ stre"
},
{
"path": "core/emitter.js",
"chars": 968,
"preview": "// Gekko uses a custom event emitter within the GekkoStream (the plugins) to guarantee\n// the correct order of events th"
},
{
"path": "core/gekkoStream.js",
"chars": 3121,
"preview": "// Small writable stream wrapper that\n// passes data to all `candleConsumers`.\n\nconst Writable = require('stream').Writa"
},
{
"path": "core/log.js",
"chars": 1773,
"preview": "/*\n\n Lightweight logger, print everything that is send to error, warn\n and messages to stdout (the terminal). If confi"
},
{
"path": "core/markets/backtest.js",
"chars": 2608,
"preview": "var _ = require('lodash');\nvar util = require('../util');\nvar config = util.getConfig();\nvar dirs = util.dirs();\nvar log"
},
{
"path": "core/markets/importer.js",
"chars": 2513,
"preview": "var _ = require('lodash');\nvar util = require('../util');\nvar config = util.getConfig();\nvar dirs = util.dirs();\nvar log"
},
{
"path": "core/markets/leech.js",
"chars": 2084,
"preview": "// a leech market is \"semi-realtime\" and pulls out candles of a\n// database (which is expected to be updated regularly, "
},
{
"path": "core/markets/realtime.js",
"chars": 514,
"preview": "const _ = require('lodash');\n\nconst util = require('../util');\nconst dirs = util.dirs();\n\nconst exchangeChecker = requir"
},
{
"path": "core/pipeline.js",
"chars": 6299,
"preview": "/*\n\n A pipeline implements a full Gekko Flow based on a config and \n a mode. The mode is an abstraction that tells Gek"
},
{
"path": "core/pluginUtil.js",
"chars": 2838,
"preview": "var _ = require('lodash');\nvar async = require('async');\nvar Emitter = require('./emitter');\n\nvar util = require(__dirna"
},
{
"path": "core/prepareDateRange.js",
"chars": 1843,
"preview": "var _ = require('lodash');\nvar prompt = require('prompt-lite');\nvar moment = require('moment');\n\nvar util = require('./u"
},
{
"path": "core/stats.js",
"chars": 395,
"preview": "const stats = require('stats-lite');\nconst lodash = require('lodash');\n\n\n// simply monkey patch the stats with other stu"
},
{
"path": "core/talib.js",
"chars": 61483,
"preview": "var semver = require(\"semver\");\nvar _ = require('lodash');\n\n// validate that talib is installed, if not we'll throw an e"
},
{
"path": "core/tools/candleLoader.js",
"chars": 2017,
"preview": "// TODO: properly handle a daterange for which no data is available.\n\nconst batchSize = 1000;\n\nconst _ = require('lodash"
},
{
"path": "core/tools/configBuilder.js",
"chars": 1243,
"preview": "const fs = require('fs');\nconst _ = require('lodash');\nconst toml = require('toml');\n\nconst util = require('../util');\nc"
},
{
"path": "core/tools/dataStitcher.js",
"chars": 7492,
"preview": "var _ = require('lodash');\nvar fs = require('fs');\nvar moment = require('moment');\n\nvar util = require('../util');\nvar c"
},
{
"path": "core/tools/dateRangeScanner.js",
"chars": 3495,
"preview": "var BATCH_SIZE = 60; // minutes\nvar MISSING_CANDLES_ALLOWED = 3; // minutes, per batch\n\nvar _ = require('lodash');\nvar m"
},
{
"path": "core/tulind.js",
"chars": 26504,
"preview": "var semver = require(\"semver\");\nvar _ = require('lodash');\n\n// validate that talib is installed, if not we'll throw an e"
},
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"path": "core/util.js",
"chars": 4491,
"preview": "var moment = require('moment');\nvar _ = require('lodash');\nvar path = require('path');\nvar fs = require('fs');\nvar semve"
},
{
"path": "core/workers/datasetScan/parent.js",
"chars": 1148,
"preview": "var _ = require('lodash');\nvar moment = require('moment');\nvar async = require('async');\nvar os = require('os');\n\nvar ut"
},
{
"path": "core/workers/dateRangeScan/child.js",
"chars": 500,
"preview": "var util = require(__dirname + '/../../util');\n\nvar dirs = util.dirs();\nvar ipc = require('relieve').IPCEE(process);\n\nip"
},
{
"path": "core/workers/dateRangeScan/parent.js",
"chars": 510,
"preview": "var ForkTask = require('relieve').tasks.ForkTask;\nvar fork = require('child_process').fork;\n\nmodule.exports = function(c"
},
{
"path": "core/workers/loadCandles/child.js",
"chars": 587,
"preview": "var start = (config, candleSize, daterange) => {\n var util = require(__dirname + '/../../util');\n\n // force correct ge"
},
{
"path": "core/workers/loadCandles/parent.js",
"chars": 1317,
"preview": "// example usage:\n\n// let config = {\n// watch: {\n// exchange: 'poloniex',\n// currency: 'USDT',\n// asset: '"
},
{
"path": "core/workers/pipeline/child.js",
"chars": 1638,
"preview": "/*\n\n Gekko is a Bitcoin trading bot for popular Bitcoin exchanges written \n in node, it features multiple trading meth"
},
{
"path": "core/workers/pipeline/messageHandlers/backtestHandler.js",
"chars": 505,
"preview": "// Relay the backtest message it when it comes in.\n\nmodule.exports = done => {\n let backtest;\n\n return {\n message: "
},
{
"path": "core/workers/pipeline/messageHandlers/importerHandler.js",
"chars": 499,
"preview": "module.exports = cb => {\n\n return {\n message: message => {\n\n if(message.event === 'marketUpdate')\n cb(nu"
},
{
"path": "core/workers/pipeline/messageHandlers/realtimeHandler.js",
"chars": 388,
"preview": "// pass back all messages as is\n// (except for errors and logs)\n\nmodule.exports = cb => {\n\n return {\n message: messa"
},
{
"path": "core/workers/pipeline/parent.js",
"chars": 717,
"preview": "var fork = require('child_process').fork;\n\nmodule.exports = (mode, config, callback) => {\n var debug = typeof v8debug ="
},
{
"path": "docker-compose.yml",
"chars": 1131,
"preview": "version: '3'\nservices:\n gekko:\n build: ./\n volumes:\n - ./volumes/gekko/history:/usr/src/app/history\n - "
},
{
"path": "docker-entrypoint.sh",
"chars": 358,
"preview": "#!/bin/bash\n\nsed -i 's/127.0.0.1/0.0.0.0/g' /usr/src/app/web/vue/dist/UIconfig.js\nsed -i 's/localhost/'${HOST}'/g' /usr/"
},
{
"path": "docs/commandline/Importing.md",
"chars": 2011,
"preview": "# Importing\n\n*Note: this documentation was written for running Gekko via the command line. If you are using the UI you c"
},
{
"path": "docs/commandline/about_the_commandline.md",
"chars": 1201,
"preview": "# About the commandline\n\nYou don't have to use the UI to control Gekko, you can also use the commandline if you don't ha"
},
{
"path": "docs/commandline/backtesting.md",
"chars": 4513,
"preview": "# Backtesting with Gekko\n\n*Note: this documentation was written for running Gekko via the command line. If you are using"
},
{
"path": "docs/commandline/plugins.md",
"chars": 9225,
"preview": "## Enabling plugins\n\n*Note: this documentation was written for running Gekko via the command line. If you are using the "
},
{
"path": "docs/commandline/tradebot.md",
"chars": 1032,
"preview": "# Tradebot\n\nYou can set Gekko up as a tradebot, this will instruct Gekko to:\n\n- Watch a live market.\n- Run a strategy (i"
},
{
"path": "docs/extending/add_a_plugin.md",
"chars": 1701,
"preview": "# Plugins\n\nA plugin is a low level module or plugin that can act upon events bubbling\nthrough Gekko. If you want to have"
},
{
"path": "docs/extending/add_an_exchange.md",
"chars": 11409,
"preview": "# Exchanges\n\n*This is a technical document about adding a new exchange to Gekko and Gekko Broker.*\n\nGekko arranges all c"
},
{
"path": "docs/extending/other_software.md",
"chars": 1056,
"preview": "# Other Software\n\nSince Gekko version 0.4 Gekko can launch a process which exposes a web (REST and Websocket) API that c"
},
{
"path": "docs/features/backtesting.md",
"chars": 2645,
"preview": "# Backtesting\n\nGekko supports backtesting strategies over historical data. A Backtest is a simulation where you simulate"
},
{
"path": "docs/features/importing.md",
"chars": 964,
"preview": "# Importing\n\nIn order to [backtest](./backtesting.md) your strategies you will need to have historical market data to te"
},
{
"path": "docs/features/paper_trading.md",
"chars": 757,
"preview": "# Paper trading\n\nGekko can automatically run a strategy over the live markets and simulate in realtime what happen if yo"
},
{
"path": "docs/features/trading_bot.md",
"chars": 1655,
"preview": "# Trading bot\n\nOnce you have run enough simulations (using [backtesting](./backtesting.md) and [paper trading](./paper_t"
},
{
"path": "docs/gekko-broker/introduction.md",
"chars": 4107,
"preview": "# Gekko Broker\n\nOrder execution library for bitcoin and crypto exchanges. This library is Gekko's execution engine for a"
},
{
"path": "docs/gekko-broker/sticky_order.md",
"chars": 1333,
"preview": "# Sticky Order\n\nAn advanced order that stays at the top of the book (until the optional limit). The order will automatic"
},
{
"path": "docs/gekko-broker/wrapper_api.md",
"chars": 1699,
"preview": "# Wrapper API\n\nGekko Broker is a library that sits between trading applications and Gekko Broker Exchange Wrappers. Whic"
},
{
"path": "docs/installation/configuring_gekko_on_a_server.md",
"chars": 5928,
"preview": "# Configuring Gekko on a server\n\n*NOTE: unfortunately configuring Gekko to run on a server is hard. Unless you are runni"
},
{
"path": "docs/installation/installing_gekko.md",
"chars": 2797,
"preview": "# Installing Gekko\n\n*NOTE: unfortunately installing and managing Gekko is hard. You will need to touch the commandline a"
},
{
"path": "docs/installation/installing_gekko_on_raspberry_pi_2_or_3.md",
"chars": 2174,
"preview": "# Installing Gekko on Raspberry Pi 2 or 3\n\nThis manual is intended for a Raspberry Pi 2 or 3 with freshly installed Rasp"
},
{
"path": "docs/installation/installing_gekko_on_windows.md",
"chars": 2847,
"preview": "# Installing Gekko on windows\n\n*NOTE: unfortunately installing and managing Gekko is hard. You will need to touch the co"
},
{
"path": "docs/installation/installing_gekko_on_windows_with_bash_on_windows_10.md",
"chars": 3855,
"preview": "# Installing Gekko on Windows with bash on Windows 10\n\n*NOTE: unfortunately installing and managing Gekko is hard. You w"
},
{
"path": "docs/installation/installing_gekko_using_docker.md",
"chars": 879,
"preview": "# Installing Gekko using Docker\n\nInstalling and running gekko in a docker container for use on the same machine is simpl"
},
{
"path": "docs/installation/updating_gekko.md",
"chars": 1888,
"preview": "# Updating Gekko\n\n## Prepare\n\nBefore updating your local version of Gekko it's good to keep a few things in mind:\n\n- If "
},
{
"path": "docs/internals/architecture.md",
"chars": 3819,
"preview": "# Gekko's architecture\n\n\n\nEvery Gekko instance has t"
},
{
"path": "docs/internals/budfox.md",
"chars": 3161,
"preview": "# BudFox\n\n**Similar to the [movie Wallstreet](https://en.wikipedia.org/wiki/Wall_Street_(1987_film)), Gekko delegates th"
},
{
"path": "docs/internals/events.md",
"chars": 16183,
"preview": "# Events\n\nAs described in the [architecture](./architecture.md) events play a key role in the complete system: they rela"
},
{
"path": "docs/internals/gekko_ui.md",
"chars": 2656,
"preview": "# Gekko UI\n\nWhen you launch Gekko UI, you start a basic nodejs webserver with 3 components:\n\n- It will serve frontend (H"
},
{
"path": "docs/internals/plugins.md",
"chars": 2306,
"preview": "# Plugins\n\n*This is a technical document explaining the role of Plugins in the Gekko codebase. For a non technical docum"
},
{
"path": "docs/internals/server_api.md",
"chars": 15829,
"preview": "# Server API\n\nThe Gekko project has three major components:\n\n - [Actual Gekko instance](./architecture.md)\n - A nodejs s"
},
{
"path": "docs/introduction/about_gekko.md",
"chars": 4581,
"preview": "# About Gekko\n\nGekko is a **free and open source** Bitcoin TA trading and backtesting platform that connects to popular "
},
{
"path": "docs/introduction/getting_help.md",
"chars": 1371,
"preview": "# Getting Help\n\nAre you getting stuck installing or using Gekko? Are you struggling with understanding Gekko? Running in"
},
{
"path": "docs/introduction/roadmap.md",
"chars": 421,
"preview": "# Roadmap\n\nGekko is ever evolving and we are constantly working on new features and upgrades!\n\nThis is a small selection"
},
{
"path": "docs/introduction/scope.md",
"chars": 2757,
"preview": "# Scope\n\nGekko is a free and open source tool that is designed as a starters kit for automated trading on cryptocurrency"
},
{
"path": "docs/introduction/supported_exchanges.md",
"chars": 4117,
"preview": "## Supported exchanges\n\nGekko is able to directly communicate with the APIs of a number of exchanges. However communicat"
},
{
"path": "docs/introduction/supporting_the_project.md",
"chars": 470,
"preview": "# Supporting the project\n\nGekko is free and open source software. We don't make any money by publishing it, keeping it u"
},
{
"path": "docs/strategies/creating_a_strategy.md",
"chars": 8429,
"preview": "# Creating a strategy\n\n*Have you made your own strategy? Gekko Plus is hosting an official Strategy contest: submit your"
},
{
"path": "docs/strategies/gekko_indicators.md",
"chars": 5017,
"preview": "# Gekko indicators\n\nWhen [creating your own strategy](./creating_a_strategy.md) there are a few built in indicators you "
},
{
"path": "docs/strategies/introduction.md",
"chars": 9492,
"preview": "# Gekko Strategies\n\nGekko uses [technical analysis indicators](http://www.investopedia.com/articles/active-trading/10291"
},
{
"path": "docs/strategies/talib_indicators.md",
"chars": 7728,
"preview": "# TA-lib indicators\n\nWhen writing [your own strategy](./creating_a_strategy.md) you can use all indicators offered by [t"
},
{
"path": "docs/strategies/tulip_indicators.md",
"chars": 21474,
"preview": "# Tulip indicators\n\nWhen writing [your own strategy](./creating_a_trading_method.md) you can use all indicators offered "
},
{
"path": "exchange/.npmignore",
"chars": 7,
"preview": "nusadua"
},
{
"path": "exchange/README.md",
"chars": 90,
"preview": "# Gekko Broker\n\nsee [the docs](https://gekko.wizb.it/docs/gekko-broker/introduction.html)."
},
{
"path": "exchange/dependencyCheck.js",
"chars": 554,
"preview": "const deps = require('./package.json').dependencies;\n\nconst missing = [];\n\nObject.keys(deps).forEach(dep => {\n try {\n "
},
{
"path": "exchange/exchangeChecker.js",
"chars": 3283,
"preview": "const _ = require('lodash');\nconst fs = require('fs');\nconst moment = require('moment');\nconst errors = require('./excha"
},
{
"path": "exchange/exchangeErrors.js",
"chars": 814,
"preview": "const _ = require('lodash');\n\nconst ExchangeError = function(message) {\n _.bindAll(this);\n\n this.name = \"ExchangeError"
},
{
"path": "exchange/exchangeUtils.js",
"chars": 3587,
"preview": "// generic low level reusuable utils for interacting with exchanges.\n\nconst retry = require('retry');\nconst errors = req"
},
{
"path": "exchange/gekkoBroker.js",
"chars": 4216,
"preview": "/*\n The broker manages all communicatinn with the exchange, delegating:\n\n - the management of the portfolio to the por"
},
{
"path": "exchange/orders/index.js",
"chars": 66,
"preview": "const sticky = require('./sticky');\n\nmodule.exports = {\n sticky\n}"
},
{
"path": "exchange/orders/limit.js",
"chars": 5040,
"preview": "// NOTE: this is currently broken, see\n// @link https://github.com/askmike/gekko/issues/2398\n\nthrow ':(';\n\n/*\n The limi"
},
{
"path": "exchange/orders/order.js",
"chars": 1763,
"preview": "const EventEmitter = require('events');\nconst _ = require('lodash');\n\nconst exchangeUtils = require('../exchangeUtils');"
},
{
"path": "exchange/orders/states.js",
"chars": 614,
"preview": "const states = {\n // Not created\n INITIALIZING: 'INITIALIZING',\n\n // Created and send to the exchange, but no acknowl"
},
{
"path": "exchange/orders/sticky.js",
"chars": 18300,
"preview": "/*\n The sticky order is an advanced order:\n - It is created at a limit price of X\n - if limit is not specified "
},
{
"path": "exchange/package.json",
"chars": 1014,
"preview": "{\n \"name\": \"gekko-broker\",\n \"version\": \"0.6.8\",\n \"description\": \"Gekko's order execution library for bitcoin & crypto"
},
{
"path": "exchange/portfolioManager.js",
"chars": 1905,
"preview": "/*\n The Portfolio class holds data about the portfolio\n*/\n\nconst _ = require('lodash');\nconst async = require('async');"
},
{
"path": "exchange/trigger.js",
"chars": 1655,
"preview": "// wraps around a low level trigger and feeds\n// it live market data.\n\nconst _ = require('lodash');\n\nconst exchangeUtils"
},
{
"path": "exchange/triggers/index.js",
"chars": 83,
"preview": "const trailingStop = require('./trailingStop');\n\nmodule.exports = { trailingStop };"
},
{
"path": "exchange/triggers/trailingStop.js",
"chars": 1383,
"preview": "const EventEmitter = require('events');\n\n// Note: as of now only supports trailing the price going up (after \n// a buy),"
},
{
"path": "exchange/util/genMarketFiles/update-binance.js",
"chars": 1466,
"preview": "const _ = require('lodash');\nconst fs = require('fs');\nconst request = require('request-promise');\nconst Promise = requi"
},
{
"path": "exchange/util/genMarketFiles/update-bitfinex.js",
"chars": 1311,
"preview": "const _ = require('lodash');\nconst fs = require('fs');\nconst request = require('request-promise');\nconst Promise = requi"
},
{
"path": "exchange/util/genMarketFiles/update-coinbase.js",
"chars": 1274,
"preview": "const _ = require('lodash');\nconst fs = require('fs');\nconst request = require('request-promise');\nconst Promise = requi"
},
{
"path": "exchange/util/genMarketFiles/update-coinfalcon.js",
"chars": 1337,
"preview": "const _ = require('lodash');\nconst fs = require('fs');\nconst request = require('request-promise');\nconst Promise = requi"
},
{
"path": "exchange/util/genMarketFiles/update-kraken.js",
"chars": 3567,
"preview": "const _ = require('lodash');\nconst fs = require('fs');\nconst request = require('request-promise');\nconst Promise = requi"
},
{
"path": "exchange/wrappers/DEBUG_exchange-simulator.js",
"chars": 1553,
"preview": "// Fake exchanges: used to test purposes to develop Gekko (works without internet).\n\nconst _ = require('lodash');\nconst "
},
{
"path": "exchange/wrappers/binance-markets.json",
"chars": 69524,
"preview": "{\n \"assets\": [\n \"NULS\",\n \"BNB\",\n \"NEO\",\n \"LINK\",\n \"SALT\",\n \"IOTA\",\n \"ETC\",\n \"AST\",\n \"KNC\",\n "
},
{
"path": "exchange/wrappers/binance.js",
"chars": 13811,
"preview": "const moment = require('moment');\nconst _ = require('lodash');\n\nconst Errors = require('../exchangeErrors');\nconst marke"
},
{
"path": "exchange/wrappers/bitcoin-co-id.js.old",
"chars": 9265,
"preview": "var Bitcoincoid = require('bitcoin-co-id-update'),\r\n _ = require('lodash'),\r\n moment = require('moment'),\r\n log = "
},
{
"path": "exchange/wrappers/bitfinex-markets.json",
"chars": 48307,
"preview": "{\n \"assets\": [\n \"BTC\",\n \"LTC\",\n \"ETH\",\n \"ETC\",\n \"RRT\",\n \"ZEC\",\n \"XMR\",\n \"DSH\",\n \"XRP\",\n \""
},
{
"path": "exchange/wrappers/bitfinex.js",
"chars": 8233,
"preview": "\nconst Bitfinex = require(\"bitfinex-api-node\");\nconst _ = require('lodash');\nconst moment = require('moment');\n\nconst Er"
},
{
"path": "exchange/wrappers/bitfinex_v2.js.prep",
"chars": 6479,
"preview": "// NOT USED, see: https://github.com/bitfinexcom/bitfinex-api-node/issues/321\n\nconst Bitfinex = require(\"bitfinex-api-no"
},
{
"path": "exchange/wrappers/bitstamp.js.old",
"chars": 8091,
"preview": "var Bitstamp = require(\"bitstamp\");\nvar _ = require('lodash');\nvar moment = require('moment');\nvar log = require('../cor"
},
{
"path": "exchange/wrappers/bittrex.js",
"chars": 31895,
"preview": "const Bittrex = require('node.bittrex.api');\nconst _ = require('lodash');\nconst moment = require('moment');\nconst retry "
},
{
"path": "exchange/wrappers/btc-markets.js.old",
"chars": 7117,
"preview": "var BTCMarkets = require('btc-markets');\nvar _ = require('lodash');\nvar moment = require('moment');\nvar log = require('."
},
{
"path": "exchange/wrappers/btcc.js.old",
"chars": 4408,
"preview": "var BTCChina = require('btc-china-fork');\nvar util = require('../core/util.js');\nvar _ = require('lodash');\nvar moment ="
},
{
"path": "exchange/wrappers/bx.in.th.js.old",
"chars": 2208,
"preview": "var BitexthaiAPI = require('bitexthai');\nvar util = require('../core/util.js');\nvar _ = require('lodash');\nvar moment = "
},
{
"path": "exchange/wrappers/cexio.js.old",
"chars": 6046,
"preview": "var CEXio = require('cexio'),\n moment = require('moment'),\n async = require('async'),\n _ = require('lodash')"
},
{
"path": "exchange/wrappers/coinbase-markets.json",
"chars": 3581,
"preview": "{\n \"assets\": [\n \"ETC\",\n \"BTC\",\n \"BCH\",\n \"ETH\",\n \"LTC\",\n \"ZRX\"\n ],\n \"currencies\": [\n \"EUR\",\n \""
},
{
"path": "exchange/wrappers/coinfalcon-markets.json",
"chars": 4646,
"preview": "{\n \"assets\": [\n \"IOT\",\n \"ETH\",\n \"LTC\",\n \"BTC\",\n \"NANO\",\n \"BCH\",\n \"KIN\",\n \"TRX\",\n \"CRPT\",\n "
},
{
"path": "exchange/wrappers/coinfalcon.js",
"chars": 9749,
"preview": "const moment = require('moment');\nconst _ = require('lodash');\nconst marketData = require('./coinfalcon-markets.json');\n"
},
{
"path": "exchange/wrappers/coingi.js",
"chars": 8948,
"preview": "var Coingi = require('coingi');\nvar moment = require('moment');\nvar _ = require('lodash');\n\nvar util = require('../core/"
},
{
"path": "exchange/wrappers/exmo-markets.json",
"chars": 566,
"preview": "{\n \"assets\": [\n \"BTC\",\n \"ETH\"\n ],\n \"currencies\": [\n \"EUR\",\n \"USD\",\n \"LTC\"\n ],\n \"markets\": [\n {\n "
},
{
"path": "exchange/wrappers/exmo.js",
"chars": 6242,
"preview": "const _ = require('lodash');\nconst moment = require('moment');\nconst retry = require('../exchangeUtils').retry;\n\n\nconst "
},
{
"path": "exchange/wrappers/gdax.js",
"chars": 11833,
"preview": "const Gdax = require('gdax');\nconst _ = require('lodash');\nconst moment = require('moment');\n\nconst errors = require('.."
},
{
"path": "exchange/wrappers/gemini.js.old",
"chars": 6423,
"preview": "var Gemini = require('gemini-exchange-coffee-api/lib/gemini');\nvar util = require('../core/util.js');\nvar _ = require('l"
},
{
"path": "exchange/wrappers/kraken-markets.json",
"chars": 21107,
"preview": "{\n \"assets\": [\n \"ADA\",\n \"BCH\",\n \"DASH\",\n \"EOS\",\n \"GNO\",\n \"QTUM\",\n \"USDT\",\n \"ETC\",\n \"ETH\",\n "
},
{
"path": "exchange/wrappers/kraken.js",
"chars": 12560,
"preview": "const Kraken = require('kraken-api');\nconst moment = require('moment');\nconst _ = require('lodash');\nconst exchangeUtils"
},
{
"path": "exchange/wrappers/lakebtc.js",
"chars": 3614,
"preview": "var Lakebtc = require(\"lakebtc_nodejs\");\nvar util = require('../core/util.js');\nvar _ = require('lodash');\nvar moment = "
},
{
"path": "exchange/wrappers/luno.js",
"chars": 11597,
"preview": "const Luno = require(\"bitx\");\nconst _ = require('lodash');\nconst moment = require('moment');\nconst node_util = require('"
},
{
"path": "exchange/wrappers/mexbt.js.old",
"chars": 4260,
"preview": "var Mexbt = require(\"mexbt\");\nvar util = require('../core/util.js');\nvar _ = require('lodash');\nvar moment = require('mo"
},
{
"path": "exchange/wrappers/mtgox.js.old",
"chars": 6375,
"preview": "// HERE FOR HISTORICAL PURPOSES\n\nvar MtGoxClient = require(\"mtgox-apiv2\");\nvar _ = require('lodash');\nvar moment = requi"
},
{
"path": "exchange/wrappers/okcoin.js.old",
"chars": 5180,
"preview": "var OKCoin = require('okcoin-china');\nvar util = require('../core/util.js');\nvar _ = require('lodash');\nvar moment = req"
},
{
"path": "exchange/wrappers/poloniex-markets.json",
"chars": 47237,
"preview": "{\n\t\"currencies\": [\"BTC\", \"ETH\", \"XMR\", \"USDT\", \"USDC\"],\n\t\"assets\": [\n \"1CR\", \"ABY\", \"AC\", \"ACH\", \"ADN\", \"AEON\", \"AERO"
},
{
"path": "exchange/wrappers/poloniex.js",
"chars": 13845,
"preview": "const Poloniex = require(\"gekko-broker-poloniex\");\nconst _ = require('lodash');\nconst moment = require('moment');\nconst "
},
{
"path": "exchange/wrappers/quadriga-markets.json",
"chars": 2130,
"preview": "{\n \"assets\": [\n \"XBT\",\n \"ETH\",\n \"LTC\",\n \"BCH\",\n \"BTG\"\n ],\n \"currencies\": [\n \"CAD\",\n \"USD\",\n \""
},
{
"path": "exchange/wrappers/quadriga.js.old",
"chars": 7702,
"preview": "var QuadrigaCX = require('quadrigacx');\nvar moment = require('moment');\nvar util = require('../core/util');\nvar _ = requ"
},
{
"path": "exchange/wrappers/therocktrading-markets.json",
"chars": 2706,
"preview": "{\n \"assets\": [\n \"ETH\",\n \"LTC\",\n \"BTC\",\n \"BCH\",\n \"EUR\",\n \"PPC\",\n \"ZEC\",\n \"NOKU\",\n \"FDZ\"\n ],\n"
},
{
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// ... and 171 more files (download for full content)
About this extraction
This page contains the full source code of the askmike/gekko GitHub repository, extracted and formatted as plain text for AI agents and large language models (LLMs). The extraction includes 371 files (2.1 MB), approximately 563.1k tokens, and a symbol index with 2804 extracted functions, classes, methods, constants, and types. Use this with OpenClaw, Claude, ChatGPT, Cursor, Windsurf, or any other AI tool that accepts text input. You can copy the full output to your clipboard or download it as a .txt file.
Extracted by GitExtract — free GitHub repo to text converter for AI. Built by Nikandr Surkov.