Repository: mcardillo55/cbpro-trader
Branch: master
Commit: fca241478bd8
Files: 61
Total size: 144.7 KB
Directory structure:
gitextract_9sgs8461/
├── .gitignore
├── LICENSE
├── README.md
├── cbpro-trader/
│ ├── daemon/
│ │ ├── Dockerfile
│ │ ├── cbpro-trader.py
│ │ ├── config.yml.sample
│ │ ├── engine/
│ │ │ ├── OrderBookCustom.py
│ │ │ ├── Product.py
│ │ │ ├── TradeAndHeartbeatWebsocket.py
│ │ │ ├── TradeEngine.py
│ │ │ └── __init__.py
│ │ ├── indicators/
│ │ │ ├── IndicatorSubsystem.py
│ │ │ └── __init__.py
│ │ ├── interface/
│ │ │ ├── __init__.py
│ │ │ ├── cursesDisplay.py
│ │ │ └── web.py
│ │ ├── period/
│ │ │ ├── Candlestick.py
│ │ │ ├── MetaPeriod.py
│ │ │ ├── Period.py
│ │ │ └── __init__.py
│ │ ├── requirements.txt
│ │ ├── tests/
│ │ │ ├── __init__.py
│ │ │ └── test_period.py
│ │ └── trade/
│ │ ├── Trade.py
│ │ └── __init__.py
│ └── web/
│ ├── .gitignore
│ ├── Dockerfile
│ ├── README.md
│ ├── package.json
│ ├── public/
│ │ ├── index.html
│ │ ├── manifest.json
│ │ └── robots.txt
│ └── src/
│ ├── App.css
│ ├── App.js
│ ├── App.test.js
│ ├── actions/
│ │ └── index.js
│ ├── components/
│ │ ├── Balances.jsx
│ │ ├── Chart.jsx
│ │ ├── CollapseButton.jsx
│ │ ├── Config.jsx
│ │ ├── Details.jsx
│ │ ├── Flags.jsx
│ │ ├── Orders.jsx
│ │ ├── SelectAvailable.jsx
│ │ ├── Sidebar.jsx
│ │ └── Tooltip.jsx
│ ├── containers/
│ │ ├── BalancesContainer.jsx
│ │ ├── ChartContainer.jsx
│ │ ├── ChartController.jsx
│ │ ├── DetailsContainer.jsx
│ │ ├── FlagsContainer.jsx
│ │ ├── OrdersContainer.jsx
│ │ └── SidebarContainer.jsx
│ ├── index.css
│ ├── index.js
│ ├── reducers/
│ │ ├── chart.js
│ │ ├── index.js
│ │ └── sidebar.js
│ └── serviceWorker.js
├── docker-compose.prod.yml
└── docker-compose.yml
================================================
FILE CONTENTS
================================================
================================================
FILE: .gitignore
================================================
.DS_Store
*.pyc
config.yml
*.log
.pytest_cache
__pycache__
.vscode
cbpro-trader/daemon/config.live
cbpro-trader/daemon/config.sandbox
================================================
FILE: LICENSE
================================================
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THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY
GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE
USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF
DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD
PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
SUCH DAMAGES.
17. Interpretation of Sections 15 and 16.
If the disclaimer of warranty and limitation of liability provided
above cannot be given local legal effect according to their terms,
reviewing courts shall apply local law that most closely approximates
an absolute waiver of all civil liability in connection with the
Program, unless a warranty or assumption of liability accompanies a
copy of the Program in return for a fee.
END OF TERMS AND CONDITIONS
How to Apply These Terms to Your New Programs
If you develop a new program, and you want it to be of the greatest
possible use to the public, the best way to achieve this is to make it
free software which everyone can redistribute and change under these terms.
To do so, attach the following notices to the program. It is safest
to attach them to the start of each source file to most effectively
state the exclusion of warranty; and each file should have at least
the "copyright" line and a pointer to where the full notice is found.
<one line to give the program's name and a brief idea of what it does.>
Copyright (C) <year> <name of author>
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see <http://www.gnu.org/licenses/>.
Also add information on how to contact you by electronic and paper mail.
If the program does terminal interaction, make it output a short
notice like this when it starts in an interactive mode:
<program> Copyright (C) <year> <name of author>
This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
This is free software, and you are welcome to redistribute it
under certain conditions; type `show c' for details.
The hypothetical commands `show w' and `show c' should show the appropriate
parts of the General Public License. Of course, your program's commands
might be different; for a GUI interface, you would use an "about box".
You should also get your employer (if you work as a programmer) or school,
if any, to sign a "copyright disclaimer" for the program, if necessary.
For more information on this, and how to apply and follow the GNU GPL, see
<http://www.gnu.org/licenses/>.
The GNU General Public License does not permit incorporating your program
into proprietary programs. If your program is a subroutine library, you
may consider it more useful to permit linking proprietary applications with
the library. If this is what you want to do, use the GNU Lesser General
Public License instead of this License. But first, please read
<http://www.gnu.org/philosophy/why-not-lgpl.html>.
================================================
FILE: README.md
================================================
# cbpro-trader
cbpro-trader is a bot to automate trading on the Coinbase Pro cryptocurrency exchange. It is based around the ta-lib and coinbasepro-python libraries, allowing easy trading based on technical analysis indicators.
The bot can monitor and trade any ticker supported by Coinbase Pro, and will even trade between cryptocurrencies if the opportunity is better.
## Disclaimer
This bot is still in early stages and may have bugs. The strategies also need major reworking. **Do not use with any money you are not 100% willing to lose.**
## Installation
### Docker
A docker-compose file is included to try to ease installation.
If you are using the `web` frontend, you can simply run `docker-compose up` and then visit the URL provided by the frontend server.
If you are using the `curses` or `debug` frontends, you can run
`docker-compose build cbpro`
`docker run -it cbpro-trader_cbpro -v $ABSOLUTE_PATH_TO_PROJECT/cbpro-trader/cbpro-trader/daemon/:/cbpro-trader/:Z`
to build and run the image, making sure to replace the absolute path of the project, then`python3 ./cbpro-trader.py` to start the bot
You will need to run `docker-compose up --build` if you change the config after the initial build.
### Manual
You can install most requirements with
`cd ./cbpro-trader`
`pip install -r ./requirements.txt`
then run with
`python3 ./cbpro-trader.py`
Note that it is currently pointing to a custom version of the coinbasepro-python library until I can push my OrderBook changes upstream.
Also note that the TA-Lib python library is actually a wrapper for the ta-lib C library, so you will need to install that before. See the "Dependencies" section on https://github.com/mrjbq7/ta-lib for more information on that.
## Configuration
Copy config.yml.sample to config.yml and include your `key`, `secret`, and `passphrase` values from your Coinbase Pro API key.
| Name | Type | Description |
| ------------ | ------- | -------------------------------------------------------------------------------- |
| key | string | Coinbase API key |
| secret | string | Coinbase API secret |
| passphrase | string | Coinbase API passphrase |
| sandbox | boolean | Set to 'yes' to use Coinbase sandbox servers (for testing) |
| live | boolean | Set to 'yes' to to toggle live trading |
| frontend | string | Which frontend to use - 'console', 'web' or 'debug'. See below for more info. |
| web_config | boolean | Set to 'yes' to allow setting config from the web API |
| logging | boolean | Set to 'yes' to add additional logging to debug.log file |
| fiat | string | Which fiat currency to use - e.g. 'USD' or 'EUR' |
| max_slippage | float | Max percentage change in limit orders before executing a market order |
| periods | list | A YAML list of periods, each including the options listed in the periods section |
For each period in the `periods` list, include the following options
| Name | Type | Description |
| ------- | ------- | ------------------------------------------------------------------------------ |
| name | string | The display name of the period |
| product | string | The Coinbase product to trade |
| length | integer | The period length in minutes |
| trade | boolean | Set to 'yes' to trade this period |
| meta | boolean | Set to 'yes' if this is a 'meta' product (one that does not exist on Coinbase) |
Set `live` to `yes` **only if** you want the bot to execute **actual trades.** The bot will still collect data and calculate indicators when `live` is set to `no`. You may also wish to test functionality with a Coinbase Pro sandbox API key first.
In config.yml you can list as many periods as you would like under the periods section. Periods will be used for trading logic only if their `trade:` attribute is set to `yes`, otherwise they are just used for gathering indicator data.
There is experimental support for 'meta' periods, which can be used for comparing 2 products that do not currently have a Coinbase Pro trading pair, by setting the `meta:` attribute to `yes` in the period description. The only real use case for this right now is LTC-ETH. Trading on meta periods is not yet supported (work in progress).
`frontend` can have the following values
* `web` - a web based frontend to be viewed in your web browser (WORK IN PROGRESS)
* `curses` - an ncurses display of balances, indicator values, recent candlesticks and trades and current open orders or `debug` which will print the same infromation to the console, line-by-line, as it is available.
* `debug` used for debugging (obviously).
## Tweaking indicators and trade logic
I'm currently working on making indicators and trade strategies more configurable, but if you're handy with Python, any indicators from TA-Lib can be added, as desired. Trade logic can also obviously be modified as well.
### Design
The IndicatorSubsystem class contains several methods to calculate indicators. Simple ones are already included, such as `calculate_macd()` and `calculate_obv()`.
These methods write to the dictionary `IndicatorSubsystem.current_indicators` which is eventually used by `TradeEngine.determine_trades()` to determine if the bot should trade.
### Adding indicators
To add a new indicator, first create the new method, following the naming convention. For example, if adding Simple Moving Average (SMA), `calculate_sma()`
In the new method, you will probably want to use TA-LIB to calculate the indicator. Refer to http://mrjbq7.github.io/ta-lib/ for API documentation. For our example:
`sma = talib.SMA(closing_prices, timeperiod=10)`
Note that `closing_prices` and `volumes` are already available in the IndicatorSubsystem.
Now, just add the most recent of this calculated value to the `current_indicators` dictionary, so that it is available to `TradeEngine`. You will need to add the indicator to the correct key, determined by `period_name` as well. This is to support multiple periods.
`self.current_indicators[period_name]['sma'] = sma[-1]`
### Modifying trade logic
Trade logic can obviously be modified as desired. Just make your decisions in `TradeEngine.determine_trades()`.
`TradeEngine.determine_trades()` has access to the `IndicatorSubsystem.current_indicators` as `indicators`, as was discussed earlier.
When issuing a buy order, be sure to set `product.buy_flag = True` and `product.sell_flag = False` before starting the buy order thread. This is to be sure that if there is a sell order pending, it will be cancelled and the sell thread will be closed. The same obviously holds true when issueing a sell order.
================================================
FILE: cbpro-trader/daemon/Dockerfile
================================================
FROM ubuntu:18.04
# Set locale
ENV LANG C.UTF-8
# Allow for curses interface
ENV TERM xterm
# Update Ubuntu & install system dependencies
RUN apt-get update
RUN apt-get upgrade -y
RUN apt-get install -y python3 python3-pip git locales
# Build and install ta-lib
ADD https://downloads.sourceforge.net/project/ta-lib/ta-lib/0.4.0/ta-lib-0.4.0-src.tar.gz /
RUN tar xzvf ta-lib-0.4.0-src.tar.gz
WORKDIR /ta-lib/
RUN ./configure --prefix=/usr
RUN make
RUN make install
# Copy bot files
RUN mkdir -p /cbpro-trader
COPY ./requirements.txt /
# Install Python dependencies
WORKDIR /
RUN pip3 install numpy==1.15.2
RUN pip3 install -r ./requirements.txt
WORKDIR /cbpro-trader/
================================================
FILE: cbpro-trader/daemon/cbpro-trader.py
================================================
#
# bitcoin-trade.py
# Mike Cardillo
#
# Main program for interacting with Coinbase Pro websocket and managing trade data
import cbpro
import period
import indicators
import engine
import yaml
import queue
import time
import interface
import logging
import datetime
import threading
from decimal import Decimal
from websocket import WebSocketConnectionClosedException
class CBProTrader(object):
def __init__(self):
with open("config.yml", 'r') as ymlfile:
self.config = yaml.load(ymlfile, Loader=yaml.Loader)
self.logger = logging.getLogger('trader-logger')
self.logger.setLevel(logging.DEBUG)
if self.config['logging']:
self.logger.addHandler(logging.FileHandler("debug.log"))
if self.config['frontend'] == 'debug':
self.logger.addHandler(logging.StreamHandler())
self.error_logger = logging.getLogger('error-logger')
self.error_logger.addHandler(logging.FileHandler("error.log"))
self.initializing = False
self.web_interface = None
self.init_engine_and_indicators()
def init_interface(self):
if self.web_interface:
self.web_interface.indicator_subsys = self.indicator_subsys
self.web_interface.trade_engine = self.trade_engine
else:
if self.config['frontend'] == 'curses':
curses_enable = True
else:
curses_enable = False
self.interface = interface.cursesDisplay(enable=curses_enable)
if self.config['frontend'] == 'web':
self.web_interface = interface.web(self.indicator_subsys, self.trade_engine, self.config, self.init_engine_and_indicators)
self.server_thread = threading.Thread(target=self.web_interface.start, daemon=True)
self.server_thread.start()
def init_engine_and_indicators(self):
self.initializing = True
try:
self.cbpro_websocket.close()
except:
pass
# Periods to update indicators for
self.indicator_period_list = []
# Periods to actively trade on (typically 1 per product)
self.trade_period_list = {}
# List of products that we are actually monitoring
self.product_list = set()
fiat_currency = self.config['fiat']
if self.config['sandbox']:
api_url = "https://api-public.sandbox.pro.coinbase.com"
else:
api_url = "https://api.pro.coinbase.com"
auth_client = cbpro.AuthenticatedClient(self.config['key'], self.config['secret'], self.config['passphrase'], api_url=api_url)
for cur_period in self.config['periods']:
self.logger.debug("INITIALIZING %s", cur_period['name'])
if cur_period.get('meta'):
new_period = period.MetaPeriod(period_size=(60 * cur_period['length']), fiat=fiat_currency,
product=cur_period['product'], name=cur_period['name'], cbpro_client=auth_client)
else:
new_period = period.Period(period_size=(60 * cur_period['length']),
product=cur_period['product'], name=cur_period['name'], cbpro_client=auth_client)
self.indicator_period_list.append(new_period)
self.product_list.add(cur_period['product'])
if cur_period['trade']:
if self.trade_period_list.get(cur_period['product']) is None:
self.trade_period_list[cur_period['product']] = []
self.trade_period_list[cur_period['product']].append(new_period)
max_slippage = Decimal(str(self.config['max_slippage']))
self.trade_engine = engine.TradeEngine(auth_client, product_list=self.product_list, fiat=fiat_currency, is_live=self.config['live'], max_slippage=max_slippage)
self.cbpro_websocket = engine.TradeAndHeartbeatWebsocket(fiat=fiat_currency, sandbox=self.config['sandbox'])
self.cbpro_websocket.start()
self.indicator_period_list[0].verbose_heartbeat = True
self.indicator_subsys = indicators.IndicatorSubsystem(self.indicator_period_list)
self.last_indicator_update = time.time()
self.init_interface()
self.initializing = False
def start(self):
while(True):
if not self.initializing:
try:
if self.cbpro_websocket.error:
raise self.cbpro_websocket.error
msg = self.cbpro_websocket.websocket_queue.get(timeout=15)
for product in self.trade_engine.products:
product.order_book.process_message(msg)
if msg.get('type') == "match":
for cur_period in self.indicator_period_list:
cur_period.process_trade(msg)
if time.time() - self.last_indicator_update >= 1.0:
for cur_period in self.indicator_period_list:
self.indicator_subsys.recalculate_indicators(cur_period)
for product_id, period_list in self.trade_period_list.items():
self.trade_engine.determine_trades(product_id, period_list, self.indicator_subsys.current_indicators)
self.last_indicator_update = time.time()
elif msg.get('type') == "heartbeat":
for cur_period in self.indicator_period_list:
cur_period.process_heartbeat(msg)
for product_id, period_list in self.trade_period_list.items():
if len(self.indicator_subsys.current_indicators[cur_period.name]) > 0:
self.trade_engine.determine_trades(product_id, period_list, self.indicator_subsys.current_indicators)
self.trade_engine.print_amounts()
self.interface.update(self.trade_engine, self.indicator_subsys.current_indicators,
self.indicator_period_list, msg)
except KeyboardInterrupt:
self.trade_engine.close(exit=True)
self.cbpro_websocket.close()
self.interface.close()
break
except Exception as e:
self.error_logger.exception(datetime.datetime.now())
self.trade_engine.close()
self.cbpro_websocket.close()
self.cbpro_websocket.error = None
# Period data cannot be trusted. Re-initialize
for cur_period in self.indicator_period_list:
cur_period.initialize()
time.sleep(10)
self.cbpro_websocket.start()
cbprotrader = CBProTrader()
cbprotrader.start()
================================================
FILE: cbpro-trader/daemon/config.yml.sample
================================================
key: mykey
secret: mysecret
passphrase: mypassphrase
sandbox: yes
live: no
frontend: curses
web_config: no
logging: no
fiat: USD
max_slippage: 0.10
periods:
- name: BTC
product: BTC-USD
length: 5
trade: yes
meta: no
- name: ETH
product: ETH-USD
length: 15
trade: yes
meta: no
- name: LTC
product: LTC-USD
length: 30
trade: yes
meta: no
- name: LTCETH
product: LTC-ETH
length: 30
trade: no
meta: yes
================================================
FILE: cbpro-trader/daemon/engine/OrderBookCustom.py
================================================
import cbpro
import time
import logging
class OrderBookCustom(cbpro.OrderBook):
def __init__(self, product_id='BTC-USD', auth_client=None):
self.logger = logging.getLogger('trader-logger')
self.error_logger = logging.getLogger('error-logger')
super(OrderBookCustom, self).__init__(product_id=product_id)
if auth_client is not None:
self._client = auth_client
def is_ready(self):
try:
super(OrderBookCustom, self).get_ask()
except (ValueError, AttributeError):
return False
return True
def get_ask(self):
while not self.is_ready():
time.sleep(0.01)
return super(OrderBookCustom, self).get_ask()
def get_bid(self):
while not self.is_ready():
time.sleep(0.01)
return super(OrderBookCustom, self).get_bid()
================================================
FILE: cbpro-trader/daemon/engine/Product.py
================================================
import time
from .OrderBookCustom import OrderBookCustom
class Product(object):
def __init__(self, auth_client, product_id='BTC-USD'):
self.product_id = product_id
self.order_book = OrderBookCustom(product_id=product_id, auth_client=auth_client)
self.order_in_progress = False
self.buy_flag = False
self.sell_flag = False
self.open_orders = []
self.order_thread = None
self.meta = True
self.last_signal_switch = time.time()
cbpro_products = auth_client.get_products()
while not isinstance(cbpro_products, list):
# May be rate limited
time.sleep(3)
cbpro_products = auth_client.get_products()
for cbpro_product in cbpro_products:
if product_id == cbpro_product.get('id'):
self.meta = False # If product_id is in response, it must be a real product
self.quote_increment = cbpro_product.get('quote_increment')
self.min_size = cbpro_product.get('base_min_size')
================================================
FILE: cbpro-trader/daemon/engine/TradeAndHeartbeatWebsocket.py
================================================
import datetime
import logging
import queue
import cbpro
from websocket import WebSocketConnectionClosedException
class TradeAndHeartbeatWebsocket(cbpro.WebsocketClient):
def __init__(self, fiat='USD', sandbox=False):
self.logger = logging.getLogger('trader-logger')
self.error_logger = logging.getLogger('error-logger')
self.fiat_currency = fiat
self.products = ["BTC-" + self.fiat_currency, "ETH-" + self.fiat_currency]
self.channels = ['full', 'heartbeat']
if sandbox:
url="wss://ws-feed-public.sandbox.pro.coinbase.com"
else:
url="wss://ws-feed.pro.coinbase.com"
super(TradeAndHeartbeatWebsocket, self).__init__(products=self.products, channels=self.channels, url=url)
def on_open(self):
self.websocket_queue = queue.Queue()
self.stop = False
self.logger.debug("-- CBPRO Websocket Opened ---")
def on_close(self):
self.logger.debug("-- CBPRO Websocket Closed ---")
def on_error(self, e):
self.error_logger.exception(datetime.datetime.now())
self.error = e
self.stop = True
raise e
def close(self):
if not self.stop:
self.on_close()
self.stop = True
self.thread.join()
try:
if self.ws:
self.ws.close()
except WebSocketConnectionClosedException:
self.error_logger.exception(datetime.datetime.now())
pass
def on_message(self, msg):
self.websocket_queue.put(msg)
================================================
FILE: cbpro-trader/daemon/engine/TradeEngine.py
================================================
import time
import logging
import threading
import datetime
import itertools
from decimal import Decimal, ROUND_DOWN
from .Product import Product
class TradeEngine():
def __init__(self, auth_client, product_list=['BTC-USD', 'ETH-USD', 'LTC-USD'], fiat='USD', is_live=False, max_slippage=Decimal('0.10')):
self.logger = logging.getLogger('trader-logger')
self.error_logger = logging.getLogger('error-logger')
self.auth_client = auth_client
self.product_list = product_list
self.fiat_currency = fiat
self.is_live = is_live
self.market_orders = True # TODO: make this a config option
self.available_products = []
self.products = []
self.balances = {}
self.stop_update_order_thread = False
self.last_order_update = time.time()
self.all_open_orders = []
self.recent_fills = []
for product in self.product_list:
self.products.append(Product(auth_client, product_id=product))
self.last_balance_update = 0
self.update_amounts()
self.init_available_products()
self.last_balance_update = time.time()
self.max_slippage = max_slippage
self.update_order_thread = threading.Thread(target=self.update_orders, name='update_orders')
self.update_order_thread.start()
def close(self, exit=False):
if exit:
self.stop_update_order_thread = True
for product in self.products:
# Setting both flags will close any open order threads
product.buy_flag = False
product.sell_flag = False
# Cancel any orders that may still be remaining
product.order_in_progress = False
try:
self.auth_client.cancel_all()
except Exception:
self.error_logger.exception(datetime.datetime.now())
def get_product_by_product_id(self, product_id='BTC-USD'):
for product in self.products:
if product.product_id == product_id:
return product
return None
def init_available_products(self):
for product in self.auth_client.get_products():
self.available_products.append(product.get('id'))
def update_orders(self):
while not self.stop_update_order_thread:
need_updating = False
for product in self.products:
if product.order_in_progress:
need_updating = True
if time.time() - self.last_order_update >= 1.0:
self.temp_recent_fills = []
try:
for product in self.products:
self.temp_recent_fills += list(itertools.islice(self.auth_client.get_fills(product_id=product.product_id), 5))
self.recent_fills = sorted(self.temp_recent_fills, key=lambda x: x['created_at'], reverse=True)[:5]
except Exception:
self.error_logger.exception(datetime.datetime.now())
if need_updating:
try:
self.all_open_orders = list(self.auth_client.get_orders())
for product in self.products:
product.open_orders = []
for order in self.all_open_orders:
self.get_product_by_product_id(order.get('product_id')).open_orders.append(order)
except Exception:
self.error_logger.exception(datetime.datetime.now())
elif not need_updating:
self.all_open_orders = []
self.last_order_update = time.time()
time.sleep(0.01)
def round_fiat(self, money):
return Decimal(money).quantize(Decimal('.01'), rounding=ROUND_DOWN)
def round_coin(self, money):
return Decimal(money).quantize(Decimal('.00000001'), rounding=ROUND_DOWN)
def update_amounts(self):
if time.time() - self.last_balance_update > 1.0:
try:
self.last_balance_update = time.time()
ret = self.auth_client.get_accounts()
if isinstance(ret, list):
for account in ret:
self.balances[account['currency']] = self.round_coin(account.get('available'))
except Exception:
self.error_logger.exception(datetime.datetime.now())
return
self.balances['fiat_equivalent'] = Decimal('0.0')
for product in self.products:
if not product.meta and product.order_book.get_current_ticker() and product.order_book.get_current_ticker().get('price'):
self.balances['fiat_equivalent'] += self.get_base_currency_from_product_id(product.product_id, update=False) * Decimal(product.order_book.get_current_ticker().get('price'))
self.balances['fiat_equivalent'] += self.balances[self.fiat_currency]
def print_amounts(self):
self.logger.debug("[BALANCES] %s: %.2f BTC: %.8f" % (self.fiat_currency, self.balances[self.fiat_currency], self.balances['BTC']))
def place_buy(self, product=None, partial='1.0'):
amount = self.get_quoted_currency_from_product_id(product.product_id) * Decimal(partial)
bid = product.order_book.get_ask() - Decimal(product.quote_increment)
amount = self.round_coin(Decimal(amount) / Decimal(bid))
if amount < Decimal(product.min_size):
amount = self.get_quoted_currency_from_product_id(product.product_id)
bid = product.order_book.get_ask() - Decimal(product.quote_increment)
amount = self.round_coin(Decimal(amount) / Decimal(bid))
if amount >= Decimal(product.min_size):
self.logger.debug("Placing buy... Price: %.8f Size: %.8f" % (bid, amount))
ret = self.auth_client.place_limit_order(product.product_id, "buy", size=str(amount),
price=str(bid), post_only=True)
if ret.get('status') == 'pending' or ret.get('status') == 'open':
product.open_orders.append(ret)
return ret
else:
ret = {'status': 'done'}
return ret
def buy(self, product=None, amount=None):
product.order_in_progress = True
last_order_update = 0
starting_price = product.order_book.get_ask() - Decimal(product.quote_increment)
try:
ret = self.place_buy(product=product, partial='0.5')
bid = ret.get('price')
amount = self.get_quoted_currency_from_product_id(product.product_id)
while product.buy_flag and (amount >= Decimal(product.min_size) or len(product.open_orders) > 0):
if (((product.order_book.get_ask() - Decimal(product.quote_increment)) / starting_price) - Decimal('1.0')) * Decimal('100.0') > self.max_slippage:
self.auth_client.cancel_all(product_id=product.product_id)
self.auth_client.place_market_order(product.product_id, "buy", funds=str(self.get_quoted_currency_from_product_id(product.product_id)))
product.order_in_progress = False
return
if ret.get('status') == 'rejected' or ret.get('status') == 'done' or ret.get('message') == 'NotFound':
ret = self.place_buy(product=product, partial='0.5')
bid = ret.get('price')
elif not bid or Decimal(bid) < product.order_book.get_ask() - Decimal(product.quote_increment):
if len(product.open_orders) > 0:
ret = self.place_buy(product=product, partial='1.0')
else:
ret = self.place_buy(product=product, partial='0.5')
for order in product.open_orders:
if order.get('id') != ret.get('id'):
self.auth_client.cancel_order(order.get('id'))
bid = ret.get('price')
if ret.get('id') and time.time() - last_order_update >= 1.0:
try:
ret = self.auth_client.get_order(ret.get('id'))
last_order_update = time.time()
except ValueError:
self.error_logger.exception(datetime.datetime.now())
pass
amount = self.get_quoted_currency_from_product_id(product.product_id)
time.sleep(0.01)
self.auth_client.cancel_all(product_id=product.product_id)
amount = self.get_quoted_currency_from_product_id(product.product_id)
except Exception:
product.order_in_progress = False
self.error_logger.exception(datetime.datetime.now())
self.auth_client.cancel_all(product_id=product.product_id)
product.order_in_progress = False
def place_sell(self, product=None, partial='1.0'):
amount = self.round_coin(self.get_base_currency_from_product_id(product.product_id) * Decimal(partial))
if amount < Decimal(product.min_size):
amount = self.get_base_currency_from_product_id(product.product_id)
ask = product.order_book.get_bid() + Decimal(product.quote_increment)
if amount >= Decimal(product.min_size):
self.logger.debug("Placing sell... Price: %.2f Size: %.8f" % (ask, amount))
ret = self.auth_client.place_limit_order(product.product_id, "sell", size=str(amount),
price=str(ask), post_only=True)
if ret.get('status') == 'pending' or ret.get('status') == 'open':
product.open_orders.append(ret)
return ret
else:
ret = {'status': 'done'}
return ret
def sell(self, product=None, amount=None):
product.order_in_progress = True
last_order_update = 0
starting_price = product.order_book.get_bid() + Decimal(product.quote_increment)
try:
ret = self.place_sell(product=product, partial='0.5')
ask = ret.get('price')
amount = self.get_base_currency_from_product_id(product.product_id)
while product.sell_flag and (amount >= Decimal(product.min_size) or len(product.open_orders) > 0):
if (Decimal('1') - ((product.order_book.get_bid() + Decimal(product.quote_increment)) / starting_price)) * Decimal('100.0') > self.max_slippage:
self.auth_client.cancel_all(product_id=product.product_id)
self.auth_client.place_market_order(product.product_id, "sell", size=str(self.get_base_currency_from_product_id(product.product_id)))
product.order_in_progress = False
return
if ret.get('status') == 'rejected' or ret.get('status') == 'done' or ret.get('message') == 'NotFound':
ret = self.place_sell(product=product, partial='0.5')
ask = ret.get('price')
elif not ask or Decimal(ask) > product.order_book.get_bid() + Decimal(product.quote_increment):
if len(product.open_orders) > 0:
ret = self.place_sell(product=product, partial='1.0')
else:
ret = self.place_sell(product=product, partial='0.5')
for order in product.open_orders:
if order.get('id') != ret.get('id'):
self.auth_client.cancel_order(order.get('id'))
ask = ret.get('price')
if ret.get('id') and time.time() - last_order_update >= 1.0:
try:
ret = self.auth_client.get_order(ret.get('id'))
except ValueError:
self.error_logger.exception(datetime.datetime.now())
pass
last_order_update = time.time()
amount = self.get_base_currency_from_product_id(product.product_id)
time.sleep(0.01)
self.auth_client.cancel_all(product_id=product.product_id)
amount = self.get_base_currency_from_product_id(product.product_id)
except Exception:
product.order_in_progress = False
self.error_logger.exception(datetime.datetime.now())
self.auth_client.cancel_all(product_id=product.product_id)
product.order_in_progress = False
def get_base_currency_from_product_id(self, product_id, update=True):
if update:
self.update_amounts()
return self.balances[product_id[:3]]
def get_quoted_currency_from_product_id(self, product_id):
self.update_amounts()
return self.balances[product_id[4:]]
def determine_trades(self, product_id, period_list, indicators):
self.update_amounts()
if self.is_live:
product = self.get_product_by_product_id(product_id)
new_buy_flag = True
new_sell_flag = False
for cur_period in period_list:
# Moving Average Strategy
new_buy_flag = new_buy_flag and Decimal(indicators[cur_period.name]['sma_trend']) > Decimal('0.0')
new_sell_flag = new_sell_flag or Decimal(indicators[cur_period.name]['sma_trend']) < Decimal('0.0')
if product_id == 'LTC-BTC' or product_id == 'ETH-BTC':
ltc_or_eth_fiat_product = self.get_product_by_product_id(product_id[:3] + '-' + self.fiat_currency)
btc_fiat_product = self.get_product_by_product_id('BTC-' + self.fiat_currency)
new_buy_flag = new_buy_flag and ltc_or_eth_fiat_product.buy_flag
new_sell_flag = new_sell_flag and btc_fiat_product.buy_flag
if new_buy_flag:
if product.sell_flag:
product.last_signal_switch = time.time()
product.sell_flag = False
product.buy_flag = True
amount = self.round_fiat(self.get_quoted_currency_from_product_id(product_id))
if amount >= Decimal(product.min_size):
if self.market_orders:
ret = self.auth_client.place_market_order(product.product_id, "buy", funds=str(amount))
self.logger.debug(ret)
self.logger.debug(amount)
else:
if not product.order_in_progress:
bid = product.order_book.get_ask() - Decimal(product.quote_increment)
amount = self.round_coin(Decimal(amount) / Decimal(bid))
product.order_thread = threading.Thread(target=self.buy, name='buy_thread', kwargs={'product': product})
product.order_thread.start()
elif new_sell_flag:
if product.buy_flag:
product.last_signal_switch = time.time()
product.buy_flag = False
product.sell_flag = True
amount_of_coin = self.round_coin(self.get_base_currency_from_product_id(product_id))
if amount_of_coin >= Decimal(product.min_size):
if self.market_orders:
self.auth_client.place_market_order(product.product_id, "sell", size=str(amount_of_coin))
else:
if not product.order_in_progress:
product.order_thread = threading.Thread(target=self.sell, name='sell_thread', kwargs={'product': product})
product.order_thread.start()
else:
product.buy_flag = False
product.sell_flag = False
================================================
FILE: cbpro-trader/daemon/engine/__init__.py
================================================
from .OrderBookCustom import OrderBookCustom
from .Product import Product
from .TradeEngine import TradeEngine
from .TradeAndHeartbeatWebsocket import TradeAndHeartbeatWebsocket
================================================
FILE: cbpro-trader/daemon/indicators/IndicatorSubsystem.py
================================================
import talib
import logging
import numpy as np
from decimal import Decimal
class IndicatorSubsystem:
def __init__(self, period_list):
self.logger = logging.getLogger('trader-logger')
self.current_indicators = {}
self.period_list = period_list
for period in self.period_list:
self.current_indicators[period.name] = {}
def recalculate_indicators(self, cur_period):
total_periods = len(cur_period.candlesticks)
if total_periods > 0:
closing_prices = cur_period.get_closing_prices()
closing_prices_close = np.append(closing_prices, cur_period.cur_candlestick.close)
self.highs = np.append(cur_period.get_highs(), cur_period.cur_candlestick.high)
self.lows = np.append(cur_period.get_lows(), cur_period.cur_candlestick.low)
volumes = np.append(cur_period.get_volumes(), cur_period.cur_candlestick.volume)
self.calculate_sma(cur_period.name, closing_prices_close)
self.current_indicators[cur_period.name]['close'] = cur_period.cur_candlestick.close
self.current_indicators[cur_period.name]['total_periods'] = total_periods
def calculate_sma(self, period_name, closing_prices):
sma = talib.SMA(closing_prices, timeperiod=9)
self.current_indicators[period_name]['sma'] = sma[-1]
self.current_indicators[period_name]['sma_trend'] = sma[-1] - sma[-2]
def calculate_adx(self, period_name, close):
adx = talib.ADX(self.highs, self.lows, close, timeperiod=14)
self.current_indicators[period_name]['adx'] = adx[-1]
def calculate_bbands(self, period_name, close):
timeperiod = 20
upperband_1, middleband_1, lowerband_1 = talib.BBANDS(close, timeperiod=timeperiod, nbdevup=1, nbdevdn=1, matype=0)
self.current_indicators[period_name]['bband_upper_1'] = upperband_1[-1]
self.current_indicators[period_name]['bband_lower_1'] = lowerband_1[-1]
upperband_2, middleband_2, lowerband_2 = talib.BBANDS(close, timeperiod=timeperiod, nbdevup=2, nbdevdn=2, matype=0)
self.current_indicators[period_name]['bband_upper_2'] = upperband_2[-1]
self.current_indicators[period_name]['bband_lower_2'] = lowerband_2[-1]
def calculate_macd(self, period_name, closing_prices):
macd, macd_sig, macd_hist = talib.MACD(closing_prices, fastperiod=12,
slowperiod=26, signalperiod=9)
self.current_indicators[period_name]['macd'] = macd[-1]
self.current_indicators[period_name]['macd_sig'] = macd_sig[-1]
self.current_indicators[period_name]['macd_hist'] = macd_hist[-1]
self.current_indicators[period_name]['macd_hist_diff'] = Decimal(macd_hist[-1]) - Decimal(macd_hist[-2])
def calculate_vol_macd(self, period_name, volumes):
macd, macd_sig, macd_hist = talib.MACD(volumes, fastperiod=50,
slowperiod=200, signalperiod=14)
self.current_indicators[period_name]['vol_macd'] = macd[-1]
self.current_indicators[period_name]['vol_macd_sig'] = macd_sig[-1]
self.current_indicators[period_name]['vol_macd_hist'] = macd_hist[-1]
def calculate_avg_volume(self, period_name, volumes):
avg_vol = talib.SMA(volumes, timeperiod=15)
self.current_indicators[period_name]['avg_volume'] = avg_vol[-1]
def calculate_obv(self, period_name, closing_prices, volumes):
obv = talib.OBV(closing_prices, volumes)
obv_ema = talib.EMA(obv, timeperiod=3)
self.current_indicators[period_name]['obv_ema'] = obv_ema[-1]
self.current_indicators[period_name]['obv'] = obv[-1]
def calculate_sar(self, period_name, highs, lows):
sar = talib.SAR(highs, lows)
self.current_indicators[period_name]['sar'] = sar[-1]
def calculate_stochrsi(self, period_name, closing_prices):
fastk, fastd = talib.STOCHRSI(closing_prices, timeperiod=14, fastk_period=3, fastd_period=3, fastd_matype=0)
self.current_indicators[period_name]['stochrsi_fastk'] = fastk[-1]
self.current_indicators[period_name]['stochrsi_fastd'] = fastd[-1]
def calculate_stoch(self, period_name, closing_prices):
slowk, slowd = talib.STOCH(self.highs, self.lows, closing_prices, fastk_period=14, slowk_period=2, slowk_matype=0, slowd_period=3, slowd_matype=0)
self.current_indicators[period_name]['stoch_slowk'] = slowk[-1]
self.current_indicators[period_name]['stoch_slowd'] = slowd[-1]
def calculate_mfi(self, period_name, highs, lows, closing_prices, volumes):
mfi = talib.MFI(highs, lows, closing_prices, volumes)
self.current_indicators[period_name]['mfi'] = mfi[-1]
================================================
FILE: cbpro-trader/daemon/indicators/__init__.py
================================================
from .IndicatorSubsystem import IndicatorSubsystem
================================================
FILE: cbpro-trader/daemon/interface/__init__.py
================================================
from .cursesDisplay import cursesDisplay
from .web import web
================================================
FILE: cbpro-trader/daemon/interface/cursesDisplay.py
================================================
import curses
import time
import logging
from decimal import Decimal
class cursesDisplay:
def __init__(self, enable=True):
self.enable = enable
if not self.enable:
return
self.logger = logging.getLogger('trader-logger')
self.stdscr = curses.initscr()
self.pad = curses.newpad(23, 120)
self.order_pad = curses.newpad(10, 120)
self.timestamp = ""
self.last_order_update = 0
curses.start_color()
curses.noecho()
curses.cbreak()
curses.init_pair(1, curses.COLOR_BLACK, curses.COLOR_GREEN)
curses.init_pair(2, curses.COLOR_BLACK, curses.COLOR_RED)
self.stdscr.keypad(1)
self.pad.addstr(1, 0, "Waiting for a trade...")
def update_balances(self, trade_engine):
self.pad.addstr(0, 0, "%s: %.2f BTC: %.8f" %
(trade_engine.fiat_currency, trade_engine.balances[trade_engine.fiat_currency], trade_engine.balances['BTC']))
self.pad.addstr(1, 0, "%s_EQUIV: %.2f" %
(trade_engine.fiat_currency, trade_engine.balances['fiat_equivalent']))
def update_candlesticks(self, period_list):
starty = self.starty
if starty < self.signal_end_y + 1:
starty = self.signal_end_y + 1
for cur_period in period_list:
cur_stick = cur_period.cur_candlestick
if cur_stick.new is False:
self.pad.addstr(starty, 0, "%s - %s O: %f H: %f L: %f C: %f V: %f" %
(cur_period.name, cur_stick.time, cur_stick.open,
cur_stick.high, cur_stick.low, cur_stick.close,
cur_stick.volume),
self.print_color(cur_stick.close, cur_stick.open))
starty += 1
self.starty = starty
def update_heartbeat(self):
self.pad.addstr(0, 83, self.timestamp)
def update_indicators(self, period_list, indicators):
starty = self.starty
for cur_period in period_list:
stoch_diff = Decimal(indicators[cur_period.name]['stoch_slowk']) - Decimal(indicators[cur_period.name]['stoch_slowd'])
obv_diff = Decimal(indicators[cur_period.name]['obv']) - Decimal(indicators[cur_period.name]['obv_ema'])
self.pad.addstr(starty, 0, "%s - OBV_DIFF: %f STOCH_DIFF: %f ADX: %f" %
(cur_period.name, obv_diff, stoch_diff, indicators[cur_period.name]['adx']),
self.print_color(Decimal(obv_diff), Decimal('0.0')))
starty += 1
self.starty = starty + 1
def update_fills(self, trade_engine):
self.pad.addstr(9, 0, "Recent Fills")
starty = 10
for fill in trade_engine.auth_client.get_fills(limit=5)[0]:
self.pad.addstr(starty, 0, "%s Price: %s Size: %s Time: %s" %
(fill.get('side').upper(), fill.get('price'),
fill.get('size'), fill.get('created_at')))
starty += 1
def update_orders(self, trade_engine):
starty = 0
self.order_pad.addstr(starty, 0, "Open Orders")
if time.time() - self.last_order_update > 3.0:
self.order_pad.erase()
self.order_pad.addstr(starty, 0, "Open Orders")
order_in_progress = False
# First check if trade engine has any open orders
for product in trade_engine.products:
if product.order_in_progress:
order_in_progress = True
starty += 1
if not trade_engine.all_open_orders:
self.order_pad.addstr(starty, 0, 'None')
for order in trade_engine.all_open_orders:
self.order_pad.addstr(starty, 0, "%s %s Price: %s Size: %s Status: %s" %
(order.get('side').upper(), order.get('product_id'),
order.get('price'), order.get('size'),
order.get('status')))
starty += 1
self.last_order_update = time.time()
height, width = self.stdscr.getmaxyx()
if height > (self.padsize + 1):
self.order_pad.refresh(0, 0, (self.padsize + 1), 0, (height - 1), (width - 1))
def update_signals(self, trade_engine):
starty = 1
for product in trade_engine.products:
if product.buy_flag:
text = 'BUY'
color = curses.color_pair(1)
elif product.sell_flag:
text = 'SELL'
color = curses.color_pair(2)
else:
text = 'NONE'
color = curses.color_pair(0)
self.pad.addstr(starty, 93, "%s: %s" % (product.product_id, text), color)
starty += 1
self.signal_end_y = starty
def update(self, trade_engine, indicators, period_list, msg):
if not self.enable:
return
self.padsize = (len(period_list) * 2) + 3
self.pad.resize(self.padsize, 120)
self.starty = 2
if msg.get('type') == "heartbeat":
self.timestamp = msg.get('time')
self.pad.erase()
self.update_balances(trade_engine)
self.update_heartbeat()
self.update_signals(trade_engine)
# Make sure indicator dict is populated
if len(indicators[period_list[0].name]) > 0:
self.update_indicators(period_list, indicators)
self.update_candlesticks(period_list)
self.update_orders(trade_engine)
height, width = self.stdscr.getmaxyx()
self.pad.refresh(0, 0, 0, 0, (height - 1), (width - 1))
def print_color(self, a, b, c=None, d=None):
# If a > b, print green, otherwise red
if c and d:
if Decimal(a) > Decimal(b) and Decimal(c) > Decimal(d):
return curses.color_pair(1)
else:
return curses.color_pair(2)
else:
if Decimal(a) > Decimal(b):
return curses.color_pair(1)
else:
return curses.color_pair(2)
def close(self):
if not self.enable:
return
curses.nocbreak()
self.stdscr.keypad(0)
curses.echo()
curses.endwin()
================================================
FILE: cbpro-trader/daemon/interface/web.py
================================================
import os
from flask import Flask, request, jsonify
from gevent.pywsgi import WSGIServer
class web(object):
def __init__(self, indicator_subsys, trade_engine, config, init_engine_and_indicators):
self.indicator_subsys = indicator_subsys
self.trade_engine = trade_engine
self.config = config
self.init_engine_and_indicators = init_engine_and_indicators
app = Flask(__name__)
self.app = app
@app.route('/products/')
def products():
return jsonify(self.trade_engine.available_products)
@app.route('/periods/')
@app.route('/periods/<periodName>')
def periods(periodName=None):
period_data = []
if periodName is None:
for period in self.indicator_subsys.period_list:
period_data.append(period.name)
return jsonify(period_data)
else:
for period in self.indicator_subsys.period_list:
if period.name == periodName:
period_data = period.candlesticks.tolist() + [period.cur_candlestick.to_list()]
return jsonify([{
'time': stick[0].timestamp(),
'low': stick[1],
'high': stick[2],
'open': stick[3],
'close': stick[4]
}
for stick in period_data])
@app.route('/indicators/')
@app.route('/indicators/<periodName>')
def indicators(periodName=None):
if periodName is None:
return jsonify(self.indicator_subsys.current_indicators)
else:
return jsonify(self.indicator_subsys.current_indicators.get(periodName))
@app.route('/orders/')
@app.route('/orders/<productId>')
def orders(productId=None):
return jsonify({'orders': trade_engine.all_open_orders, 'fills': trade_engine.recent_fills})
@app.route('/balances/')
@app.route('/balances/<currency>')
def balances(currency=None):
balances = trade_engine.balances.copy()
for key in balances:
balances[key] = '{0:.8f}'.format(balances[key])
return jsonify(balances)
@app.route('/flags/')
def flags():
flags = {}
for product in self.trade_engine.products:
if product.buy_flag is True:
flags[product.product_id] = "buy"
else:
flags[product.product_id] = "sell"
return jsonify(flags)
@app.route('/config/', methods=['GET', 'POST'])
def config(periodName=None):
if self.config.get("web_config"):
if request.method == 'POST':
self.trade_engine.close()
new_config = request.get_json()
self.config.update(new_config)
init_engine_and_indicators()
# Remove key/secret info from the response
new_config = self.config.copy()
del new_config['key']
del new_config['secret']
del new_config['passphrase']
else:
new_config = {'web_config': False}
return jsonify(new_config)
def start(self):
if 'PRODUCTION' in os.environ:
http_server = WSGIServer(('', 8080), self.app)
http_server.serve_forever()
else:
self.app.run(host='0.0.0.0')
================================================
FILE: cbpro-trader/daemon/period/Candlestick.py
================================================
import logging
import numpy as np
class Candlestick:
def __init__(self, isotime=None, existing_candlestick=None, prev_close=None):
self.logger = logging.getLogger('trader-logger')
self.new = True
if isotime:
self.time = isotime.replace(second=0, microsecond=0)
self.volume = 0
if prev_close:
self.open = prev_close
self.high = prev_close
self.low = prev_close
self.close = prev_close
else:
self.time = isotime.replace(second=0, microsecond=0)
self.open = None
self.high = None
self.low = None
self.close = None
elif existing_candlestick is not None:
self.new = False
self.time, self.low, self.high, self.open, self.close, self.volume = existing_candlestick
def add_trade(self, new_trade):
self.new = False
if not self.open:
self.open = new_trade.price
if not self.high:
self.high = new_trade.price
elif new_trade.price > self.high:
self.high = new_trade.price
if not self.low:
self.low = new_trade.price
elif new_trade.price < self.low:
self.low = new_trade.price
self.close = new_trade.price
self.volume = self.volume + new_trade.volume
self.logger.debug("[TRADE] Time: %s Price: %f Vol: %f" %
(new_trade.time, new_trade.price, new_trade.volume))
def close_candlestick(self, period_name, prev_stick=None):
self.logger.debug("Candlestick Closed!")
if self.close is None:
self.new = False
self.open = prev_stick[4] # Closing price
self.high = prev_stick[4]
self.low = prev_stick[4]
self.close = prev_stick[4]
self.print_stick(period_name)
return np.array([self.time, self.low, self.high, self.open,
self.close, self.volume])
def to_list(self):
return [self.time, self.low, self.high, self.open,
self.close, self.volume]
def print_stick(self, period_name):
self.logger.debug("[CANDLESTICK %s] Time: %s Open: %s High: %s Low: %s Close: %s Vol: %s" %
(period_name, self.time, self.open, self.high, self.low,
self.close, self.volume))
================================================
FILE: cbpro-trader/daemon/period/MetaPeriod.py
================================================
import copy
import cbpro
import datetime
import time
import numpy as np
import pytz
from decimal import Decimal
from .Period import Period
class MetaPeriod(Period):
def __init__(self, period_size=60, name='Period', product='BTC-USD', fiat='USD', initialize=True, cbpro_client=cbpro.PublicClient()):
self.base = product[:3] + '-' + fiat
self.quoted = product[4:] + '-' + fiat
super(MetaPeriod, self).__init__(period_size=period_size, name=name, product=product, initialize=True, cbpro_client=cbpro_client)
def process_trade(self, msg):
newmsg = copy.deepcopy(msg)
if msg.get('product_id') == self.base:
newmsg['product_id'] = self.product
quoted_last = Decimal(msg.get('price')) / Decimal(self.cur_candlestick.close)
total_price = quoted_last + Decimal(msg.get('price'))
newmsg['size'] = Decimal(msg.get('size')) * (Decimal(msg.get('price')) / total_price)
newmsg['price'] = Decimal(msg.get('price')) / quoted_last
elif msg.get('product_id') == self.quoted:
newmsg['product_id'] = self.product
base_last = Decimal(self.cur_candlestick.close) * Decimal(msg.get('price'))
total_price = base_last + Decimal(msg.get('price'))
newmsg['size'] = Decimal(msg.get('size')) * (Decimal(msg.get('price')) / total_price)
newmsg['price'] = base_last / Decimal(msg.get('price'))
super(MetaPeriod, self).process_trade(msg=newmsg)
def get_historical_data(self, num_periods=200):
end = datetime.datetime.utcnow()
end_iso = end.isoformat()
start = end - datetime.timedelta(seconds=(self.period_size * num_periods))
start_iso = start.isoformat()
ret_base = self.cbpro_client.get_product_historic_rates(self.base, granularity=self.period_size, start=start_iso, end=end_iso)
ret_quoted = self.cbpro_client.get_product_historic_rates(self.quoted, granularity=self.period_size, start=start_iso, end=end_iso)
# Check if we got rate limited, which will return a JSON message
while not isinstance(ret_base, list):
time.sleep(3)
ret_base = self.cbpro_client.get_product_historic_rates(self.base, granularity=self.period_size, start=start_iso, end=end_iso)
while not isinstance(ret_quoted, list):
time.sleep(3)
ret_quoted = self.cbpro_client.get_product_historic_rates(self.quoted, granularity=self.period_size, start=start_iso, end=end_iso)
hist_data_base = np.array(ret_base, dtype='object')
hist_data_quoted = np.array(ret_quoted, dtype='object')
array_size = min(len(ret_base), len(ret_quoted))
hist_data_base.resize(array_size, 6)
hist_data_quoted.resize(array_size, 6)
for row in hist_data_base:
row[0] = datetime.datetime.fromtimestamp(row[0], pytz.utc)
for row in hist_data_quoted:
row[0] = datetime.datetime.fromtimestamp(row[0], pytz.utc)
hist_data = np.ndarray((len(hist_data_base), 6), dtype='object')
hist_data[:, 0] = hist_data_base[:, 0]
hist_data[:, [1,2,3,4]] = hist_data_base[:, [1,2,3,4]]/hist_data_quoted[:, [1,2,3,4]]
total_price = (hist_data_base[:, 4] + hist_data_quoted[:, 4])
hist_data[:, 5] = ((hist_data_base[:, 4] / total_price) * hist_data_base[:, 5]) + ((hist_data_base[:, 4] / total_price) * hist_data_quoted[:, 5])
hist_data[:, 5] = hist_data[:, 5] * hist_data[:, 4]
return np.flipud(hist_data)
================================================
FILE: cbpro-trader/daemon/period/Period.py
================================================
import logging
import cbpro
import datetime
import time
import dateutil
import pytz
import trade
import numpy as np
from .Candlestick import Candlestick
class Period:
def __init__(self, period_size=60, name='Period', product='BTC-USD', initialize=True, cbpro_client=cbpro.PublicClient()):
self.period_size = period_size
self.name = name
self.product = product
self.first_trade = True
self.verbose_heartbeat = False
# CBPRO historical data is not up-to-date
# We need to update data 10 minutes after closing the first period
self.updated_hist_data = False
self.time_of_first_candlestick_close = None
self.logger = logging.getLogger('trader-logger')
self.error_logger = logging.getLogger('error-logger')
self.cbpro_client = cbpro_client
if initialize:
self.initialize()
else:
self.candlesticks = np.array([])
def initialize(self):
self.candlesticks = self.get_historical_data()
self.cur_candlestick = Candlestick(existing_candlestick=self.candlesticks[-1])
self.candlesticks = self.candlesticks[:-1]
self.cur_candlestick_start = self.cur_candlestick.time
def get_historical_data(self, num_periods=200):
end = datetime.datetime.utcnow()
end_iso = end.isoformat()
start = end - datetime.timedelta(seconds=(self.period_size * num_periods))
start_iso = start.isoformat()
ret = None
# Check if we got rate limited, which will return a JSON message
while not isinstance(ret, list):
try:
time.sleep(3)
ret = self.cbpro_client.get_product_historic_rates(self.product, granularity=self.period_size, start=start_iso, end=end_iso)
except Exception:
self.error_logger.exception(datetime.datetime.now())
hist_data = np.array(ret, dtype='object')
for row in hist_data:
row[0] = datetime.datetime.fromtimestamp(row[0], pytz.utc)
return np.flipud(hist_data)
def update_historical_data(self):
updated_sticks = self.get_historical_data(num_periods=5)
for new_stick in updated_sticks:
for idx, old_stick in enumerate(self.candlesticks[-10:]):
if new_stick[0] == old_stick[0]:
self.candlesticks[-10 + idx] = new_stick
self.updated_hist_data = True
def process_heartbeat(self, msg):
if not self.updated_hist_data and self.time_of_first_candlestick_close \
and datetime.datetime.now() - self.time_of_first_candlestick_close >= datetime.timedelta(minutes=10):
self.update_historical_data()
isotime = dateutil.parser.parse(msg.get('time'))
if isotime:
if self.verbose_heartbeat:
self.logger.debug("[HEARTBEAT] " + str(isotime) + " " + str(msg.get('last_trade_id')))
if isotime - self.cur_candlestick_start > datetime.timedelta(seconds=self.period_size):
self.close_candlestick()
self.new_candlestick(self.cur_candlestick.time + datetime.timedelta(seconds=self.period_size))
def process_trade(self, msg):
if msg.get('product_id') == self.product:
cur_trade = trade.Trade(msg)
isotime = dateutil.parser.parse(msg.get('time')).replace(microsecond=0)
if isotime < self.cur_candlestick.time:
prev_stick = Candlestick(existing_candlestick=self.candlesticks[-1])
self.candlesticks = self.candlesticks[:-1]
prev_stick.add_trade(cur_trade)
self.add_stick(prev_stick)
else:
if isotime > self.cur_candlestick.time + datetime.timedelta(seconds=self.period_size):
self.close_candlestick()
self.new_candlestick(self.cur_candlestick.time + datetime.timedelta(seconds=self.period_size))
self.cur_candlestick.add_trade(cur_trade)
self.cur_candlestick.print_stick(self.name)
def get_highs(self):
return np.array(self.candlesticks[:, 2], dtype='f8')
def get_lows(self):
return np.array(self.candlesticks[:, 1], dtype='f8')
def get_closing_prices(self):
return np.array(self.candlesticks[:, 4], dtype='f8')
def get_volumes(self):
return np.array(self.candlesticks[:, 5], dtype='f8')
def new_candlestick(self, isotime):
prev_close = self.cur_candlestick.close
self.cur_candlestick = Candlestick(isotime=isotime, prev_close=prev_close)
self.cur_candlestick_start = isotime.replace(second=0, microsecond=0)
def add_stick(self, stick_to_add):
self.candlesticks = np.row_stack((self.candlesticks, stick_to_add.close_candlestick(self.name)))
def close_candlestick(self):
if not self.updated_hist_data:
self.time_of_first_candlestick_close = datetime.datetime.now()
if len(self.candlesticks) > 0:
self.candlesticks = np.row_stack((self.candlesticks,
self.cur_candlestick.close_candlestick(period_name=self.name,
prev_stick=self.candlesticks[-1])))
else:
self.candlesticks = np.array([self.cur_candlestick.close_candlestick(self.name)])
================================================
FILE: cbpro-trader/daemon/period/__init__.py
================================================
from .Candlestick import Candlestick
from .Period import Period
from .MetaPeriod import MetaPeriod
================================================
FILE: cbpro-trader/daemon/requirements.txt
================================================
astroid==2.3.3
atomicwrites==1.2.1
attrs==18.2.0
bintrees==2.0.7
-e git+https://github.com/mcardillo55/coinbasepro-python.git@d2b8bed627339723ab214430fe93ade2331d757e#egg=cbpro
Click==7.0
Flask==1.1.1
gevent==20.5.0
greenlet==0.4.15
isort==4.3.21
itsdangerous==1.1.0
Jinja2==2.10.3
lazy-object-proxy==1.4.3
MarkupSafe==1.1.1
mccabe==0.6.1
more-itertools==4.3.0
numpy==1.15.2
pluggy==0.8.0
py==1.7.0
pylint==2.4.4
pymongo==3.5.1
pytest==4.0.1
pytest-mock==1.10.0
python-dateutil==2.6.0
pytz==2017.2
PyYAML==5.1
requests==2.20.0
six==1.13.0
sortedcontainers==2.1.0
TA-Lib==0.4.17
websocket-client==0.40.0
Werkzeug==0.16.0
wrapt==1.11.2
================================================
FILE: cbpro-trader/daemon/tests/__init__.py
================================================
================================================
FILE: cbpro-trader/daemon/tests/test_period.py
================================================
#
# test_period.py
# Mike Cardillo
#
# Pytest tests on the period file
import period
import trade
import datetime
import numpy as np
class TestCandlestick(object):
def setup_class(self):
fake_trade_dict = {"sequence": "12345",
"trade_id": "123",
"time": "2018-11-29T05:21:06Z",
"price": "38.50",
"size": "105.34"}
self.fake_trade = trade.Trade(fake_trade_dict)
self.test_datetime = datetime.datetime(2018, 6, 10, 11, 13, 58, 384)
self.test_datetime_zero_sec_ms = datetime.datetime(2018, 6, 10, 11, 13, 0, 0)
def test_init_with_isotime_and_prev_close(self):
prev_close = 58.30
candlestick = period.Candlestick(isotime=self.test_datetime, prev_close=prev_close)
assert candlestick.new is True
assert candlestick.time == self.test_datetime_zero_sec_ms
assert candlestick.open == 58.30
assert candlestick.high == 58.30
assert candlestick.low == 58.30
assert candlestick.close == 58.30
assert candlestick.volume == 0
def test_init_with_isotime_without_prev_close(self):
candlestick = period.Candlestick(isotime=self.test_datetime)
assert candlestick.new is True
assert candlestick.time == self.test_datetime_zero_sec_ms
assert candlestick.open is None
assert candlestick.high is None
assert candlestick.low is None
assert candlestick.close is None
assert candlestick.volume == 0
def test_init_without_isotime(self):
existing_candlestick = [self.test_datetime_zero_sec_ms, 58.00, 59.50,
58.10, 58.50, 15235.235]
candlestick = period.Candlestick(existing_candlestick=existing_candlestick)
assert candlestick.new is False
assert candlestick.time == self.test_datetime_zero_sec_ms
assert candlestick.open == 58.10
assert candlestick.high == 59.50
assert candlestick.low == 58.00
assert candlestick.close == 58.50
assert candlestick.volume == 15235.235
def test_add_trade__new_open(self):
candlestick = period.Candlestick(isotime=self.test_datetime)
candlestick.add_trade(self.fake_trade)
assert candlestick.new is False
assert candlestick.open == 38.50
assert candlestick.high == 38.50
assert candlestick.low == 38.50
assert candlestick.close == 38.50
assert candlestick.volume == 105.34
def test_add_trade__higher_high(self):
existing_candlestick = [self.test_datetime_zero_sec_ms, 25.57, 35.57,
30.25, 31.25, 15235.235]
candlestick = period.Candlestick(existing_candlestick=existing_candlestick)
candlestick.add_trade(self.fake_trade)
assert candlestick.high == 38.50
assert candlestick.close == 38.50
assert candlestick.volume == 15235.235 + 105.34
def test_add_trade__lower_low(self):
existing_candlestick = [self.test_datetime_zero_sec_ms, 39.57, 42.45,
40.25, 39.87, 15235.235]
candlestick = period.Candlestick(existing_candlestick=existing_candlestick)
candlestick.add_trade(self.fake_trade)
assert candlestick.low == 38.50
assert candlestick.close == 38.50
assert candlestick.volume == 15235.235 + 105.34
def test_close_candlestick__all_fields_none(self):
candlestick = period.Candlestick(isotime=self.test_datetime)
prev_stick = [self.test_datetime_zero_sec_ms, 39.57, 42.45,
40.25, 39.87, 15235.235]
ret = candlestick.close_candlestick("TEST STICK", prev_stick=prev_stick)
assert candlestick.new is False
assert isinstance(ret, type(np.array([])))
np.testing.assert_array_equal(ret, [self.test_datetime_zero_sec_ms, 39.87, 39.87, 39.87, 39.87, 0])
def test_close_candlestick__close_not_none(self):
existing_candlestick = [self.test_datetime_zero_sec_ms, 58.00, 59.50,
58.10, 58.50, 15235.235]
candlestick = period.Candlestick(existing_candlestick=existing_candlestick)
ret = candlestick.close_candlestick("TEST STICK")
assert isinstance(ret, type(np.array([])))
np.testing.assert_array_equal(ret, existing_candlestick)
class TestPeriod(object):
def setup_class(self):
self.start_time = datetime.datetime.now(datetime.timezone.utc)
self.fake_hist_data = [[self.start_time.timestamp(), 123.4, 133.5, 124.6, 132.3, 3485.38],
[(self.start_time + datetime.timedelta(minutes=5)).timestamp(), 122.3, 135.4, 123.7, 133.4, 4385.25],
[(self.start_time + datetime.timedelta(minutes=10)).timestamp(), 120.2, 130.2, 132.5, 131.2, 3859.42]]
def test_init__initalize_false(self):
test_period = period.Period(period_size=15, name="BTC15", product="BTC-USD", initialize=False)
assert isinstance(test_period, period.Period)
assert test_period.period_size == 15
assert test_period.name == "BTC15"
assert test_period.product == "BTC-USD"
assert test_period.verbose_heartbeat is False
assert isinstance(test_period.candlesticks, type(np.array([])))
np.testing.assert_array_equal(test_period.candlesticks, np.array([]))
def test_init__initalize_true(self, mocker):
mocker.patch("cbpro.PublicClient.get_product_historic_rates", return_value=self.fake_hist_data)
test_period = period.Period(period_size=5, name="ETH5", product="ETH-USD", initialize=True)
assert isinstance(test_period, period.Period)
assert test_period.period_size == 5
assert test_period.name == "ETH5"
assert test_period.product == "ETH-USD"
assert test_period.verbose_heartbeat is False
assert isinstance(test_period.candlesticks, type(np.array([])))
assert len(test_period.candlesticks) == len(self.fake_hist_data) - 1
assert isinstance(test_period.cur_candlestick, period.Candlestick)
assert test_period.cur_candlestick_start == self.start_time
assert isinstance(test_period.candlesticks[0], type(np.array([])))
================================================
FILE: cbpro-trader/daemon/trade/Trade.py
================================================
import dateutil.parser
import logging
class Trade:
def __init__(self, msg):
self.seq = int(msg.get('sequence'))
self.trade_id = int(msg.get('trade_id'))
self.time = dateutil.parser.parse(msg.get('time'))
self.price = float(msg.get('price'))
self.volume = float(msg.get('size'))
self.logger = logging.getLogger('trader-logger')
def print_trade(self):
self.logger.debug("[TRADE] Trade ID: %d Price: %f Volume: %f" %
(self.trade_id, self.price, self.volume))
================================================
FILE: cbpro-trader/daemon/trade/__init__.py
================================================
from .Trade import Trade
================================================
FILE: cbpro-trader/web/.gitignore
================================================
# See https://help.github.com/articles/ignoring-files/ for more about ignoring files.
# dependencies
/node_modules
/.pnp
.pnp.js
# testing
/coverage
# production
/build
# misc
.DS_Store
.env.local
.env.development.local
.env.test.local
.env.production.local
npm-debug.log*
yarn-debug.log*
yarn-error.log*
================================================
FILE: cbpro-trader/web/Dockerfile
================================================
FROM node:13.6.0
# Install node dependencies
WORKDIR /frontend/
RUN npm install
================================================
FILE: cbpro-trader/web/README.md
================================================
This project was bootstrapped with [Create React App](https://github.com/facebook/create-react-app).
## Available Scripts
In the project directory, you can run:
### `npm start`
Runs the app in the development mode.<br>
Open [http://localhost:3000](http://localhost:3000) to view it in the browser.
The page will reload if you make edits.<br>
You will also see any lint errors in the console.
### `npm test`
Launches the test runner in the interactive watch mode.<br>
See the section about [running tests](https://facebook.github.io/create-react-app/docs/running-tests) for more information.
### `npm run build`
Builds the app for production to the `build` folder.<br>
It correctly bundles React in production mode and optimizes the build for the best performance.
The build is minified and the filenames include the hashes.<br>
Your app is ready to be deployed!
See the section about [deployment](https://facebook.github.io/create-react-app/docs/deployment) for more information.
### `npm run eject`
**Note: this is a one-way operation. Once you `eject`, you can’t go back!**
If you aren’t satisfied with the build tool and configuration choices, you can `eject` at any time. This command will remove the single build dependency from your project.
Instead, it will copy all the configuration files and the transitive dependencies (Webpack, Babel, ESLint, etc) right into your project so you have full control over them. All of the commands except `eject` will still work, but they will point to the copied scripts so you can tweak them. At this point you’re on your own.
You don’t have to ever use `eject`. The curated feature set is suitable for small and middle deployments, and you shouldn’t feel obligated to use this feature. However we understand that this tool wouldn’t be useful if you couldn’t customize it when you are ready for it.
## Learn More
You can learn more in the [Create React App documentation](https://facebook.github.io/create-react-app/docs/getting-started).
To learn React, check out the [React documentation](https://reactjs.org/).
### Code Splitting
This section has moved here: https://facebook.github.io/create-react-app/docs/code-splitting
### Analyzing the Bundle Size
This section has moved here: https://facebook.github.io/create-react-app/docs/analyzing-the-bundle-size
### Making a Progressive Web App
This section has moved here: https://facebook.github.io/create-react-app/docs/making-a-progressive-web-app
### Advanced Configuration
This section has moved here: https://facebook.github.io/create-react-app/docs/advanced-configuration
### Deployment
This section has moved here: https://facebook.github.io/create-react-app/docs/deployment
### `npm run build` fails to minify
This section has moved here: https://facebook.github.io/create-react-app/docs/troubleshooting#npm-run-build-fails-to-minify
================================================
FILE: cbpro-trader/web/package.json
================================================
{
"name": "web",
"version": "0.1.0",
"private": true,
"dependencies": {
"lightweight-charts": "^3.1.5",
"react": "^16.9.0",
"react-dom": "^16.9.0",
"react-redux": "^7.1.3",
"react-scripts": "3.1.1",
"redux": "^4.0.4"
},
"scripts": {
"start": "react-scripts start",
"build": "react-scripts build",
"test": "react-scripts test",
"eject": "react-scripts eject"
},
"eslintConfig": {
"extends": "react-app"
},
"browserslist": {
"production": [
">0.2%",
"not dead",
"not op_mini all"
],
"development": [
"last 1 chrome version",
"last 1 firefox version",
"last 1 safari version"
]
},
"proxy": "http://cbpro:5000"
}
================================================
FILE: cbpro-trader/web/public/index.html
================================================
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="utf-8" />
<link rel="shortcut icon" href="%PUBLIC_URL%/favicon.ico" />
<meta name="viewport" content="width=device-width, initial-scale=1" />
<meta name="theme-color" content="#000000" />
<meta
name="description"
content="Web site created using create-react-app"
/>
<link rel="apple-touch-icon" href="logo192.png" />
<!--
manifest.json provides metadata used when your web app is installed on a
user's mobile device or desktop. See https://developers.google.com/web/fundamentals/web-app-manifest/
-->
<link rel="manifest" href="%PUBLIC_URL%/manifest.json" />
<!--
Notice the use of %PUBLIC_URL% in the tags above.
It will be replaced with the URL of the `public` folder during the build.
Only files inside the `public` folder can be referenced from the HTML.
Unlike "/favicon.ico" or "favicon.ico", "%PUBLIC_URL%/favicon.ico" will
work correctly both with client-side routing and a non-root public URL.
Learn how to configure a non-root public URL by running `npm run build`.
-->
<title>Coinbase Pro Trader</title>
</head>
<body>
<noscript>You need to enable JavaScript to run this app.</noscript>
<div id="root"></div>
<!--
This HTML file is a template.
If you open it directly in the browser, you will see an empty page.
You can add webfonts, meta tags, or analytics to this file.
The build step will place the bundled scripts into the <body> tag.
To begin the development, run `npm start` or `yarn start`.
To create a production bundle, use `npm run build` or `yarn build`.
-->
</body>
</html>
================================================
FILE: cbpro-trader/web/public/manifest.json
================================================
{
"short_name": "React App",
"name": "Create React App Sample",
"icons": [
{
"src": "favicon.ico",
"sizes": "64x64 32x32 24x24 16x16",
"type": "image/x-icon"
},
{
"src": "logo192.png",
"type": "image/png",
"sizes": "192x192"
},
{
"src": "logo512.png",
"type": "image/png",
"sizes": "512x512"
}
],
"start_url": ".",
"display": "standalone",
"theme_color": "#000000",
"background_color": "#ffffff"
}
================================================
FILE: cbpro-trader/web/public/robots.txt
================================================
# https://www.robotstxt.org/robotstxt.html
User-agent: *
================================================
FILE: cbpro-trader/web/src/App.css
================================================
#chart-controller {
display: flex;
height: 100vh;
}
#chart {
flex: 1;
}
#collapse-button {
display: flex;
justify-content: center;
align-items: center;
color: rgb(19, 23, 34);
background-color: rgb(217, 217, 217);
width: 15px;
}
#collapse-button:hover {
background-color: #A6A6A6;
}
#config {
padding: 10px;
}
#period-list {
overflow-y: auto;
list-style-type: none;
padding: 0px;
margin: 0px;
}
#sidebar {
display: grid;
grid-template-rows: 1fr 2fr;
max-height: 100vh;
width: 300px;
}
#primary-selector {
display: grid;
grid-template-columns: 1fr 1fr 1fr;
border-top: 5px solid;
border-bottom: 5px solid;
}
#primary-section {
overflow-y: auto;
}
#secondary-section {
overflow-y: auto;
}
#secondary-details {
overflow-x: auto;
white-space: nowrap;
}
#secondary-selector {
display: grid;
grid-template-columns: 1fr 1fr 1fr;
border-top: 5px solid;
border-bottom: 5px solid;
}
#tooltip {
display: block;
position: absolute;
top: 3px;
left: 10px;
z-index: -1;
}
#tooltip-title {
font-size: 26px;
}
#tooltip-prices {
font-size: 18px;
}
#details {
font-weight: bold;
}
#last-trade {
font-size: 28px;
}
.active-button{
background-color: rgb(33, 56, 77);
}
.collapsed {
grid-template-columns: 124fr 1fr !important;
}
#balances {
padding-top: 0px;
list-style-type: none;
overflow-y: auto;
}
.currency {
font-weight: bold;
}
.indicator-data {
font-weight: normal;
}
.indicator {
margin: 8px 0px;
}
.sidebar-section {
padding: 10px;
}
.sidebar-section h2.first-h2{
margin-top: 0px;
}
.flag-title {
font-weight: bold;
}
button {
color: rgb(120, 123, 134);
background: rgb(19, 23, 34);
text-decoration: none;
border: 1px solid;
padding: 10px;
outline: none !important;
}
button:hover {
background-color: #2a2e39;
}
li.period{
display: block;
padding: 10px;
text-decoration: none;
height: 20px;
}
li:nth-child(odd).period{
background-color: rgb(28, 32, 48);
}
li.focused.period{
background-color: rgb(33, 56, 77);
}
body {
color: rgb(217, 217, 217);
background: rgb(19, 23, 34);
}
th {
border-right: 1px solid;
border-bottom: 1px solid;
}
th:last-child {
border-right: 0;
}
td {
border-right: 1px solid;
}
td:last-child {
border-right: 0;
}
input, select {
margin: 5px;
}
input[type=text], input[type=number]{
width: 100px;
}
label {
display: inline-block;
width: 100px;
text-align: right;
}
input[type=submit]{
display: block;
margin-left: 25%
}
================================================
FILE: cbpro-trader/web/src/App.js
================================================
import React from 'react';
import ChartController from './containers/ChartController'
import './App.css';
function App() {
return (
<div className="App">
<ChartController />
</div>
);
}
export default App;
================================================
FILE: cbpro-trader/web/src/App.test.js
================================================
import React from 'react';
import ReactDOM from 'react-dom';
import App from './App';
it('renders without crashing', () => {
const div = document.createElement('div');
ReactDOM.render(<App />, div);
ReactDOM.unmountComponentAtNode(div);
});
================================================
FILE: cbpro-trader/web/src/actions/index.js
================================================
export const changeActivePeriod = period_name => ({
type: 'CHANGE_ACTIVE_PERIOD',
period_name
})
export const changePrimarySection = section_name => ({
type: 'CHANGE_PRIMARY_SECTION',
section_name
})
export const changeSecondarySection = section_name => ({
type: 'CHANGE_SECONDARY_SECTION',
section_name
})
export const updateBalances = balances => ({
type: 'UPDATE_BALANCES',
balances
})
export const updateFlags = flags => ({
type: 'UPDATE_FLAGS',
flags
})
export const addPeriod = period_name => ({
type: 'ADD_PERIOD',
period_name
})
export const clearPeriods = () => ({
type: 'CLEAR_PERIODS'
})
export const updateCandlesticks = candlesticks => ({
type: 'UPDATE_CANDLESTICKS',
candlesticks
})
export const updateIndicators = indicators => ({
type: 'UPDATE_INDICATORS',
indicators
})
export const updateOrders = orders => ({
type: 'UPDATE_ORDERS',
orders
})
================================================
FILE: cbpro-trader/web/src/components/Balances.jsx
================================================
import React from 'react';
function Balances(props) {
const { balances } = props;
return(
<ul id="balances" className="sidebar-section">
{
Object.keys(balances).map((currency, idx) => {
return(
<li key={idx} className="currency"><span className="currency">{ currency.toUpperCase() }</span>: { balances[currency] }</li>
)
})
}
</ul>
)
}
export default Balances;
================================================
FILE: cbpro-trader/web/src/components/Chart.jsx
================================================
import React from 'react';
import * as LightweightCharts from 'lightweight-charts';
import Tooltip from './Tooltip';
function Chart (props) {
const ref = React.useRef(null);
const [chart, setChart] = React.useState(null);
const [initialZoomSet, setInitialZoomSet] = React.useState(false); // Tracks if we have set the initial zoom yet
const [tooltipPrices, setTooltipPrices] = React.useState({});
const [hovering, setHovering] = React.useState(false); // True if hovering a data series;
const [candlestickSeries, setCandlestickSeries] = React.useState(null);
const { active_period, candlesticks } = props;
if (ref.current && !chart) {
setChart(LightweightCharts.createChart(ref.current, {
width: 0,
height: 0,
layout: {
backgroundColor: 'Transparent',
textColor: 'rgba(255, 255, 255, 0.9)',
},
grid: {
vertLines: {
color: 'rgba(197, 203, 206, 0.5)',
},
horzLines: {
color: 'rgba(197, 203, 206, 0.5)',
},
},
crosshair: {
mode: LightweightCharts.CrosshairMode.Normal,
},
rightPriceScale: {
borderColor: 'rgba(197, 203, 206, 0.8)',
},
timeScale: {
timeVisible: true,
borderColor: 'rgba(197, 203, 206, 0.8)',
},
}));
}
React.useEffect(() => {
if(chart) {
let series = chart.addCandlestickSeries({
upColor: '#53b987',
downColor: '#eb4d5c',
borderDownColor: '#eb4d5c',
borderUpColor: '#53b987',
wickDownColor: '#eb4d5c',
wickUpColor: '#53b987',
});
setCandlestickSeries(series);
chart.subscribeCrosshairMove(function(param) {
if (param.seriesPrices.size) {
setHovering(true);
setTooltipPrices(param.seriesPrices.get(series));
} else {
setHovering(false);
}
})
};
}, [chart]);
React.useEffect(() => {
if (candlesticks.length && candlestickSeries) {
candlestickSeries.setData(candlesticks);
if (!hovering) {
setTooltipPrices(candlesticks[candlesticks.length - 1]);
}
}
if (!initialZoomSet && chart && chart.timeScale().getVisibleRange()) {
let timeDiff = candlesticks[candlesticks.length -1]['time'] - candlesticks[candlesticks.length -2]['time'];
chart.timeScale().setVisibleRange({
from: candlesticks[candlesticks.length -1]['time'] - (timeDiff * 30), // Show 30 candles by default
to: candlesticks[candlesticks.length -1]['time'],
})
setInitialZoomSet(true);
setTooltipPrices(candlesticks[candlesticks.length - 1])
}
}, [candlesticks, candlestickSeries, chart, hovering, initialZoomSet]);
function resizeChart() {
if (chart) {
chart.resize(0, 0);
chart.resize(ref.current.clientWidth, ref.current.clientHeight);
}
}
window.addEventListener('resize', () => resizeChart());
resizeChart();
return (
<div id="chart" ref={ref}>
<Tooltip title={active_period} prices={tooltipPrices} />
</div>
)
}
export default Chart;
================================================
FILE: cbpro-trader/web/src/components/CollapseButton.jsx
================================================
import React from 'react';
function CollapseButton(props) {
const buttonDirection = props.collapsed ? "<" : ">"
return (
<div id="collapse-button" onClick={props.onClick}>
{buttonDirection}
</div>
)
}
export default CollapseButton;
================================================
FILE: cbpro-trader/web/src/components/Config.jsx
================================================
import React, { Component } from 'react'
import { connect } from 'react-redux'
import { addPeriod, changeActivePeriod, clearPeriods } from '../actions'
import SelectAvailable from './SelectAvailable'
class Config extends Component {
constructor(){
super();
this.SERVER = process.env.REACT_APP_SERVER || '';
this.state = {"config": {"periods": []}}
this.handleConfigChange = this.handleConfigChange.bind(this)
this.handlePeriodChange = this.handlePeriodChange.bind(this)
this.handleSubmit = this.handleSubmit.bind(this)
}
componentDidMount() {
fetch(this.SERVER + '/config/')
.then(response => response.json())
.then(myJson => this.setState({"config": myJson}))
}
handleConfigChange(event) {
this.setState({
config: {...this.state.config,
[event.target.name]: this.parseEventData(event)
}
})
}
handlePeriodChange(event) {
let idx = event.target.name.split("+")[0]
let name = event.target.name.split("+")[1]
let periods = [...this.state.config.periods]
let period = {...periods[idx],
[name]: this.parseEventData(event)}
periods[idx] = period
this.setState({
config: {...this.state.config,
periods: periods
}
})
}
handleSubmit(event){
event.preventDefault()
fetch(this.SERVER + '/config/', {
method: 'POST',
headers: {
'Content-Type': 'application/json',
},
body: JSON.stringify(this.state.config)
})
.then(() => {
this.props.clearPeriods()
fetch(this.SERVER + "/periods/")
.then(response => {
return response.json()
})
.then(myJson => {
myJson.map((period_name, idx) => {
(idx === 0) && this.props.changeActivePeriod(period_name);
return this.props.addPeriod(period_name);
})
})
})
}
parseEventData(event) {
switch (event.target.type) {
case "select-one":
switch (event.target.name.split("+")[1]) {
case "length":
return parseFloat(event.target.value)
default:
return event.target.value
}
case "text":
return event.target.value
case "number":
return parseFloat(event.target.value)
case "checkbox":
return event.target.checked
default:
return event.target.value
}
}
parseType(data) {
switch (typeof(data)) {
case "text":
return "text"
case "number":
return "number"
case "boolean":
return "checkbox"
default:
return "text"
}
}
createInput(label, value, period) {
let type = this.parseType(value)
let checked = type === "checkbox" && value ? "checked" : ""
let parsedLabel;
if (period) {
parsedLabel = label.split("+")[1]
} else {
parsedLabel = label
}
switch (parsedLabel)
{
case "product":
return <SelectAvailable selected={value}
name={label}
url="/products/"
onChange={this.handlePeriodChange} />
case "length":
return <SelectAvailable selected={value}
name={label}
options={[1, 5, 15, 60, 360, 1440]}
onChange={this.handlePeriodChange} />
default:
return <input type={type}
checked={checked}
value={value}
name={label}
onChange={period ? this.handlePeriodChange : this.handleConfigChange}/>
}
}
prettifyLabel(label) {
return label.charAt(0).toUpperCase() + label.replace('_', ' ').slice(1)
}
render() {
if (this.state.config['web_config']) {
let periods_list =
this.state.config["periods"].map((period, idx) => {
return(
Object.keys(period).map((period_value, idx2) => {
return(
<div key={idx + ',' + idx2}>
<label>
{this.prettifyLabel(period_value)}:
</label>
{this.createInput(idx + "+" + period_value, period[period_value], true)}
</div>
)
})
)
});
let config_list =
Object.keys(this.state.config).map((config, idx) => {
if (config === "periods") {
return(
<div key={idx}>
Periods:
{periods_list}
</div>
)
} else {
return (
<div key={idx}>
<label>
{this.prettifyLabel(config)}:
</label>
{this.createInput(config, this.state.config[config], false)}
</div>
)
}
});
return (
<form id="config">
{config_list}
<input type="submit" value="Save and Restart" onClick={this.handleSubmit}/>
</form>
);
}
else {
return (
<div id="config">
<h3>Web config disabled</h3>
</div>
)
}
}
}
const mapDispatchToProps = dispatch => ({
addPeriod: period_name => dispatch(addPeriod(period_name)),
changeActivePeriod: period_name => dispatch(changeActivePeriod(period_name)),
clearPeriods: () => dispatch(clearPeriods())
})
export default connect(null, mapDispatchToProps)(Config);
================================================
FILE: cbpro-trader/web/src/components/Details.jsx
================================================
import React from 'react';
function Details(props) {
const { indicators } = props;
return(
<div id="details" className="sidebar-section">
<div id="last-trade-label">Last Trade</div>
<div id="last-trade">{indicators.close && indicators.close.toFixed(2)}</div>
<div id="indicators">
{
Object.keys(indicators).map((indicator, idx) => {
return(
<div key={idx} className="indicator">
<div className="indicator-title">{indicator.toUpperCase()}</div>
<div className="indicator-data">{indicators[indicator]}</div>
</div>
)
})
}
</div>
</div>
)
}
export default Details;
================================================
FILE: cbpro-trader/web/src/components/Flags.jsx
================================================
import React from 'react';
function Flags(props) {
const { flags } = props;
return(
<div id="flags" className="sidebar-section">
<h2 className="first-h2">Flags</h2>
{
Object.keys(flags).map((flag, idx) => {
return(
<div key={idx} className="flag">
<span className="flag-title">{ flag.toUpperCase() }:</span> { flags[flag].toUpperCase() }
</div>
)
})
}
</div>
)
}
export default Flags;
================================================
FILE: cbpro-trader/web/src/components/Orders.jsx
================================================
import React from 'react';
function Orders(props) {
const { orders } = props;
return(
<div id="orders" className="sidebar-section">
<h2 className="first-h2">Orders</h2>
<table>
<thead>
<tr>
<th>Product</th>
<th>Side</th>
<th>Size</th>
<th>Price</th>
<th>Filled</th>
<th>Fee</th>
</tr>
</thead>
<tbody>
{
orders['orders'].map((order, idx) => {
return(
<tr key={idx}>
<td>{order.product_id}</td>
<td>{order.side.toUpperCase()}</td>
<td>{order.size}</td>
<td>{parseFloat(order.price).toFixed(2)}</td>
<td>{order.filled_size}</td>
<td>{parseFloat(order.fill_fees).toFixed(8)}</td>
</tr>
)
})
}
</tbody>
</table>
<h2>Fills</h2>
<table>
<thead>
<tr>
<th>Product</th>
<th>Side</th>
<th>Size</th>
<th>Price</th>
<th>Fee</th>
</tr>
</thead>
<tbody>
{
orders['fills'].map((fill, idx) => {
return(
<tr key={idx}>
<td>{fill.product_id}</td>
<td>{fill.side.toUpperCase()}</td>
<td>{fill.size}</td>
<td>{parseFloat(fill.price).toFixed(2)}</td>
<td>{parseFloat(fill.fee).toFixed(8)}</td>
</tr>
)
})
}
</tbody>
</table>
</div>
)
}
export default Orders;
================================================
FILE: cbpro-trader/web/src/components/SelectAvailable.jsx
================================================
import React, { Component } from 'react'
class SelectAvailable extends Component {
constructor(props){
super(props)
this.SERVER = process.env.REACT_APP_SERVER || ''
this.state = {options: []}
}
componentDidMount() {
if (this.props.url) {
fetch(this.SERVER + this.props.url)
.then(response => response.json())
.then(myJson => this.setState({options: myJson}))
} else if (this.props.options) {
this.setState({options: this.props.options})
}
}
render() {
let options = this.state.options.map((option, idx) => {
return <option key={idx} value={option} onChange={this.handleChange}>{option}</option>
})
return (
<select name={this.props.name} onChange={this.props.onChange} value={this.props.selected}>
{options}
</select>
)
}
}
export default SelectAvailable;
================================================
FILE: cbpro-trader/web/src/components/Sidebar.jsx
================================================
import React from 'react';
import DetailsContainer from '../containers/DetailsContainer'
import FlagsContainer from '../containers/FlagsContainer'
import OrdersContainer from '../containers/OrdersContainer'
import BalancesContainer from '../containers/BalancesContainer';
import Config from '../components/Config';
function Sidebar(props) {
const { active_period, period_list, primary_section, secondary_section, changePrimarySection, changeSecondarySection, changeActivePeriod } = props;
let period_list_map = period_list.map((period_name, idx) => {
return(
<li key={idx} className={active_period === period_name ? "focused period" : "period"}
onClick={() => {changeActivePeriod(period_name)}}>{period_name}</li>
)
})
return (
<div id="sidebar">
<div id="primary-section">
<div id="primary-selector">
<button className={primary_section === "periods" ? "active-button" : ""} onClick={() => {changePrimarySection("periods")}}>Periods</button>
<button className={primary_section === "balances" ? "active-button" : ""} onClick={() => {changePrimarySection("balances")}}>Balances</button>
<button className={primary_section === "config" ? "active-button" : ""} onClick={() => {changePrimarySection("config")}}>Config</button>
</div>
<div id="primary-details">
{ primary_section === "periods" && period_list_map }
{ primary_section === "balances" && <BalancesContainer /> }
{ primary_section === "config" && <Config /> }
</div>
</div>
<div id="secondary-section">
<div id="secondary-selector">
<button className={secondary_section === "details" ? "active-button" : ""} onClick={() => {changeSecondarySection("details")}}>Details</button>
<button className={secondary_section === "flags" ? "active-button" : ""} onClick={() => {changeSecondarySection("flags")}}>Flags</button>
<button className={secondary_section === "orders" ? "active-button" : ""} onClick={() => {changeSecondarySection("orders")}}>Orders</button>
</div>
<div id="secondary-details">
{secondary_section === "details" && <DetailsContainer />}
{secondary_section === "flags" && <FlagsContainer />}
{secondary_section === "orders" && <OrdersContainer />}
</div>
</div>
</div>
)
}
export default Sidebar;
================================================
FILE: cbpro-trader/web/src/components/Tooltip.jsx
================================================
import React from 'react';
function Tooltip (props) {
return (
<div id="tooltip">
<div id="tooltip-title">{props.title}</div>
<div id="tooltip-prices">O: {props.prices.open} H: {props.prices.high} L: {props.prices.low} C: {props.prices.close}</div>
</div>
)
}
export default Tooltip;
================================================
FILE: cbpro-trader/web/src/containers/BalancesContainer.jsx
================================================
import { connect } from 'react-redux'
import Balances from '../components/Balances'
const mapStateToProps = state => ({
balances: state.sidebar.balances
})
export default connect(mapStateToProps)(Balances);
================================================
FILE: cbpro-trader/web/src/containers/ChartContainer.jsx
================================================
import { connect } from 'react-redux'
import Chart from '../components/Chart'
const mapStateToProps = state => ({
active_period: state.chart.active_period,
candlesticks: state.chart.candlesticks
})
export default connect(mapStateToProps)(Chart);
================================================
FILE: cbpro-trader/web/src/containers/ChartController.jsx
================================================
import React, { Component } from 'react'
import { connect } from 'react-redux'
import { addPeriod, changeActivePeriod, updateCandlesticks, updateIndicators, updateFlags, updateOrders, updateBalances } from '../actions'
import CollapseButton from '../components/CollapseButton'
import SidebarContainer from '../containers/SidebarContainer'
import ChartContainer from '../containers/ChartContainer'
class ChartController extends Component {
constructor() {
super();
this.SERVER = process.env.REACT_APP_SERVER || '';
this.state = {sidebarCollapsed: false};
}
componentDidMount() {
fetch(this.SERVER + "/periods/")
.then(response => {
return response.json()
})
.then(myJson => {
myJson.map((period_name, idx) => {
(idx === 0) && this.props.changeActivePeriod(period_name);
return this.props.addPeriod(period_name);
})
})
.then(
setInterval(() => this.update(), 1000)
)
}
update() {
if (this.props.active_period) {
fetch(this.SERVER + "/periods/" + this.props.active_period)
.then(response => {
return response.json()
})
.then(myJson => {
this.props.updateCandlesticks(myJson)
})
if (this.props.primary_section === "balances") {
fetch(this.SERVER + "/balances/")
.then(response => {
return response.json()
})
.then(myJson => {
this.props.updateBalances(myJson)
})
}
switch(this.props.secondary_section) {
case "details":
fetch(this.SERVER + "/indicators/" + this.props.active_period)
.then(response => {
return response.json()
})
.then(myJson => {
this.props.updateIndicators(myJson)
})
break;
case "flags":
fetch(this.SERVER + "/flags/")
.then(response => {
return response.json()
})
.then(myJson => {
this.props.updateFlags(myJson)
})
break;
case "orders":
fetch(this.SERVER + "/orders/")
.then(response => {
return response.json()
})
.then(myJson => {
this.props.updateOrders(myJson)
})
break;
default:
break;
}
}
}
render() {
this.update();
return (
<div className={this.state.sidebarCollapsed ? "collapsed" : ""} id="chart-controller">
<ChartContainer />
<CollapseButton collapsed={this.state.sidebarCollapsed} onClick={()=>{this.setState({sidebarCollapsed: !this.state.sidebarCollapsed})}} />
{!this.state.sidebarCollapsed && <SidebarContainer />}
</div>
)
}
}
const mapStateToProps = state => ({
active_period: state.chart.active_period,
primary_section: state.sidebar.primary_section,
secondary_section: state.sidebar.secondary_section
})
const mapDispatchToProps = dispatch => ({
addPeriod: period_name => dispatch(addPeriod(period_name)),
changeActivePeriod: period_name => dispatch(changeActivePeriod(period_name)),
updateCandlesticks: candlesticks => dispatch(updateCandlesticks(candlesticks)),
updateIndicators: indicators => dispatch(updateIndicators(indicators)),
updateFlags: flags => dispatch(updateFlags(flags)),
updateOrders: orders => dispatch(updateOrders(orders)),
updateBalances: balances => dispatch(updateBalances(balances))
})
export default connect(mapStateToProps, mapDispatchToProps)(ChartController);
================================================
FILE: cbpro-trader/web/src/containers/DetailsContainer.jsx
================================================
import { connect } from 'react-redux'
import Details from '../components/Details'
const mapStateToProps = state => ({
indicators: state.sidebar.indicators
})
export default connect(mapStateToProps)(Details);
================================================
FILE: cbpro-trader/web/src/containers/FlagsContainer.jsx
================================================
import { connect } from 'react-redux'
import Flags from '../components/Flags'
const mapStateToProps = state => ({
flags: state.sidebar.flags
})
export default connect(mapStateToProps)(Flags);
================================================
FILE: cbpro-trader/web/src/containers/OrdersContainer.jsx
================================================
import { connect } from 'react-redux'
import Orders from '../components/Orders'
const mapStateToProps = state => ({
orders: state.sidebar.orders
})
export default connect(mapStateToProps)(Orders);
================================================
FILE: cbpro-trader/web/src/containers/SidebarContainer.jsx
================================================
import { connect } from 'react-redux'
import { changeActivePeriod, changePrimarySection, changeSecondarySection } from '../actions'
import Sidebar from '../components/Sidebar'
const mapStateToProps = state => ({
period_list: state.chart.period_list,
active_period: state.chart.active_period,
primary_section: state.sidebar.primary_section,
secondary_section: state.sidebar.secondary_section
})
const mapDispatchToProps = dispatch => ({
changeActivePeriod: period_name => dispatch(changeActivePeriod(period_name)),
changePrimarySection: section_name => dispatch(changePrimarySection(section_name)),
changeSecondarySection: section_name => dispatch(changeSecondarySection(section_name))
})
export default connect(mapStateToProps, mapDispatchToProps)(Sidebar);
================================================
FILE: cbpro-trader/web/src/index.css
================================================
body {
margin: 0;
font-family: -apple-system, BlinkMacSystemFont, "Segoe UI", "Roboto", "Oxygen",
"Ubuntu", "Cantarell", "Fira Sans", "Droid Sans", "Helvetica Neue",
sans-serif;
-webkit-font-smoothing: antialiased;
-moz-osx-font-smoothing: grayscale;
}
code {
font-family: source-code-pro, Menlo, Monaco, Consolas, "Courier New",
monospace;
}
================================================
FILE: cbpro-trader/web/src/index.js
================================================
import React from 'react';
import ReactDOM from 'react-dom';
import './index.css';
import App from './App';
import * as serviceWorker from './serviceWorker';
import { createStore } from 'redux'
import { Provider } from 'react-redux'
import rootReducer from './reducers/index'
const store = createStore(rootReducer)
ReactDOM.render(<Provider store={store}>
<App />
</Provider>, document.getElementById('root'));
// If you want your app to work offline and load faster, you can change
// unregister() to register() below. Note this comes with some pitfalls.
// Learn more about service workers: https://bit.ly/CRA-PWA
serviceWorker.unregister();
================================================
FILE: cbpro-trader/web/src/reducers/chart.js
================================================
const chart = (state = {period_list: [], candlesticks: [], indicators: []}, action) => {
switch (action.type) {
case 'CHANGE_ACTIVE_PERIOD':
return {
...state,
active_period: action.period_name
}
case 'ADD_PERIOD':
return {
...state,
period_list: [...state.period_list, action.period_name]
}
case 'CLEAR_PERIODS':
return {
...state,
period_list: []
}
case 'UPDATE_CANDLESTICKS':
return {
...state,
candlesticks: action.candlesticks
}
default:
return state
}
}
export default chart;
================================================
FILE: cbpro-trader/web/src/reducers/index.js
================================================
import { combineReducers } from 'redux'
import chart from './chart'
import sidebar from './sidebar'
export default combineReducers({
chart,
sidebar
})
================================================
FILE: cbpro-trader/web/src/reducers/sidebar.js
================================================
const sidebar = (state = {indicators: [], flags: {}, balances: {}, orders: {'fills': [], 'orders': []},
primary_section: "periods", secondary_section: "details"}, action) => {
switch (action.type) {
case 'CHANGE_PRIMARY_SECTION':
return {
...state,
primary_section: action.section_name
}
case 'CHANGE_SECONDARY_SECTION':
return {
...state,
secondary_section: action.section_name
}
case 'UPDATE_BALANCES':
return {
...state,
balances: action.balances
}
case 'UPDATE_INDICATORS':
return {
...state,
indicators: action.indicators
}
case 'UPDATE_FLAGS':
return {
...state,
flags: action.flags
}
case 'UPDATE_ORDERS':
return {
...state,
orders: action.orders
}
default:
return state
}
}
export default sidebar;
================================================
FILE: cbpro-trader/web/src/serviceWorker.js
================================================
// This optional code is used to register a service worker.
// register() is not called by default.
// This lets the app load faster on subsequent visits in production, and gives
// it offline capabilities. However, it also means that developers (and users)
// will only see deployed updates on subsequent visits to a page, after all the
// existing tabs open on the page have been closed, since previously cached
// resources are updated in the background.
// To learn more about the benefits of this model and instructions on how to
// opt-in, read https://bit.ly/CRA-PWA
const isLocalhost = Boolean(
window.location.hostname === 'localhost' ||
// [::1] is the IPv6 localhost address.
window.location.hostname === '[::1]' ||
// 127.0.0.1/8 is considered localhost for IPv4.
window.location.hostname.match(
/^127(?:\.(?:25[0-5]|2[0-4][0-9]|[01]?[0-9][0-9]?)){3}$/
)
);
export function register(config) {
if (process.env.NODE_ENV === 'production' && 'serviceWorker' in navigator) {
// The URL constructor is available in all browsers that support SW.
const publicUrl = new URL(process.env.PUBLIC_URL, window.location.href);
if (publicUrl.origin !== window.location.origin) {
// Our service worker won't work if PUBLIC_URL is on a different origin
// from what our page is served on. This might happen if a CDN is used to
// serve assets; see https://github.com/facebook/create-react-app/issues/2374
return;
}
window.addEventListener('load', () => {
const swUrl = `${process.env.PUBLIC_URL}/service-worker.js`;
if (isLocalhost) {
// This is running on localhost. Let's check if a service worker still exists or not.
checkValidServiceWorker(swUrl, config);
// Add some additional logging to localhost, pointing developers to the
// service worker/PWA documentation.
navigator.serviceWorker.ready.then(() => {
console.log(
'This web app is being served cache-first by a service ' +
'worker. To learn more, visit https://bit.ly/CRA-PWA'
);
});
} else {
// Is not localhost. Just register service worker
registerValidSW(swUrl, config);
}
});
}
}
function registerValidSW(swUrl, config) {
navigator.serviceWorker
.register(swUrl)
.then(registration => {
registration.onupdatefound = () => {
const installingWorker = registration.installing;
if (installingWorker == null) {
return;
}
installingWorker.onstatechange = () => {
if (installingWorker.state === 'installed') {
if (navigator.serviceWorker.controller) {
// At this point, the updated precached content has been fetched,
// but the previous service worker will still serve the older
// content until all client tabs are closed.
console.log(
'New content is available and will be used when all ' +
'tabs for this page are closed. See https://bit.ly/CRA-PWA.'
);
// Execute callback
if (config && config.onUpdate) {
config.onUpdate(registration);
}
} else {
// At this point, everything has been precached.
// It's the perfect time to display a
// "Content is cached for offline use." message.
console.log('Content is cached for offline use.');
// Execute callback
if (config && config.onSuccess) {
config.onSuccess(registration);
}
}
}
};
};
})
.catch(error => {
console.error('Error during service worker registration:', error);
});
}
function checkValidServiceWorker(swUrl, config) {
// Check if the service worker can be found. If it can't reload the page.
fetch(swUrl)
.then(response => {
// Ensure service worker exists, and that we really are getting a JS file.
const contentType = response.headers.get('content-type');
if (
response.status === 404 ||
(contentType != null && contentType.indexOf('javascript') === -1)
) {
// No service worker found. Probably a different app. Reload the page.
navigator.serviceWorker.ready.then(registration => {
registration.unregister().then(() => {
window.location.reload();
});
});
} else {
// Service worker found. Proceed as normal.
registerValidSW(swUrl, config);
}
})
.catch(() => {
console.log(
'No internet connection found. App is running in offline mode.'
);
});
}
export function unregister() {
if ('serviceWorker' in navigator) {
navigator.serviceWorker.ready.then(registration => {
registration.unregister();
});
}
}
================================================
FILE: docker-compose.prod.yml
================================================
version: "3"
services:
cbpro:
ports:
- "8080:8080"
environment:
PRODUCTION: 'true'
================================================
FILE: docker-compose.yml
================================================
version: "3"
services:
cbpro:
build: ./cbpro-trader/daemon
command: python3 ./cbpro-trader.py
volumes:
- ./cbpro-trader/daemon/:/cbpro-trader/:Z
web:
build: ./cbpro-trader/web
command: bash -c "npm install && npm start"
volumes:
- ./cbpro-trader/web/:/frontend/:Z
gitextract_9sgs8461/ ├── .gitignore ├── LICENSE ├── README.md ├── cbpro-trader/ │ ├── daemon/ │ │ ├── Dockerfile │ │ ├── cbpro-trader.py │ │ ├── config.yml.sample │ │ ├── engine/ │ │ │ ├── OrderBookCustom.py │ │ │ ├── Product.py │ │ │ ├── TradeAndHeartbeatWebsocket.py │ │ │ ├── TradeEngine.py │ │ │ └── __init__.py │ │ ├── indicators/ │ │ │ ├── IndicatorSubsystem.py │ │ │ └── __init__.py │ │ ├── interface/ │ │ │ ├── __init__.py │ │ │ ├── cursesDisplay.py │ │ │ └── web.py │ │ ├── period/ │ │ │ ├── Candlestick.py │ │ │ ├── MetaPeriod.py │ │ │ ├── Period.py │ │ │ └── __init__.py │ │ ├── requirements.txt │ │ ├── tests/ │ │ │ ├── __init__.py │ │ │ └── test_period.py │ │ └── trade/ │ │ ├── Trade.py │ │ └── __init__.py │ └── web/ │ ├── .gitignore │ ├── Dockerfile │ ├── README.md │ ├── package.json │ ├── public/ │ │ ├── index.html │ │ ├── manifest.json │ │ └── robots.txt │ └── src/ │ ├── App.css │ ├── App.js │ ├── App.test.js │ ├── actions/ │ │ └── index.js │ ├── components/ │ │ ├── Balances.jsx │ │ ├── Chart.jsx │ │ ├── CollapseButton.jsx │ │ ├── Config.jsx │ │ ├── Details.jsx │ │ ├── Flags.jsx │ │ ├── Orders.jsx │ │ ├── SelectAvailable.jsx │ │ ├── Sidebar.jsx │ │ └── Tooltip.jsx │ ├── containers/ │ │ ├── BalancesContainer.jsx │ │ ├── ChartContainer.jsx │ │ ├── ChartController.jsx │ │ ├── DetailsContainer.jsx │ │ ├── FlagsContainer.jsx │ │ ├── OrdersContainer.jsx │ │ └── SidebarContainer.jsx │ ├── index.css │ ├── index.js │ ├── reducers/ │ │ ├── chart.js │ │ ├── index.js │ │ └── sidebar.js │ └── serviceWorker.js ├── docker-compose.prod.yml └── docker-compose.yml
SYMBOL INDEX (139 symbols across 26 files)
FILE: cbpro-trader/daemon/cbpro-trader.py
class CBProTrader (line 21) | class CBProTrader(object):
method __init__ (line 22) | def __init__(self):
method init_interface (line 39) | def init_interface(self):
method init_engine_and_indicators (line 55) | def init_engine_and_indicators(self):
method start (line 99) | def start(self):
FILE: cbpro-trader/daemon/engine/OrderBookCustom.py
class OrderBookCustom (line 5) | class OrderBookCustom(cbpro.OrderBook):
method __init__ (line 6) | def __init__(self, product_id='BTC-USD', auth_client=None):
method is_ready (line 13) | def is_ready(self):
method get_ask (line 20) | def get_ask(self):
method get_bid (line 25) | def get_bid(self):
FILE: cbpro-trader/daemon/engine/Product.py
class Product (line 4) | class Product(object):
method __init__ (line 5) | def __init__(self, auth_client, product_id='BTC-USD'):
FILE: cbpro-trader/daemon/engine/TradeAndHeartbeatWebsocket.py
class TradeAndHeartbeatWebsocket (line 7) | class TradeAndHeartbeatWebsocket(cbpro.WebsocketClient):
method __init__ (line 8) | def __init__(self, fiat='USD', sandbox=False):
method on_open (line 21) | def on_open(self):
method on_close (line 26) | def on_close(self):
method on_error (line 29) | def on_error(self, e):
method close (line 35) | def close(self):
method on_message (line 47) | def on_message(self, msg):
FILE: cbpro-trader/daemon/engine/TradeEngine.py
class TradeEngine (line 9) | class TradeEngine():
method __init__ (line 10) | def __init__(self, auth_client, product_list=['BTC-USD', 'ETH-USD', 'L...
method close (line 35) | def close(self, exit=False):
method get_product_by_product_id (line 49) | def get_product_by_product_id(self, product_id='BTC-USD'):
method init_available_products (line 55) | def init_available_products(self):
method update_orders (line 59) | def update_orders(self):
method round_fiat (line 88) | def round_fiat(self, money):
method round_coin (line 91) | def round_coin(self, money):
method update_amounts (line 94) | def update_amounts(self):
method print_amounts (line 111) | def print_amounts(self):
method place_buy (line 114) | def place_buy(self, product=None, partial='1.0'):
method buy (line 135) | def buy(self, product=None, amount=None):
method place_sell (line 178) | def place_sell(self, product=None, partial='1.0'):
method sell (line 195) | def sell(self, product=None, amount=None):
method get_base_currency_from_product_id (line 238) | def get_base_currency_from_product_id(self, product_id, update=True):
method get_quoted_currency_from_product_id (line 243) | def get_quoted_currency_from_product_id(self, product_id):
method determine_trades (line 247) | def determine_trades(self, product_id, period_list, indicators):
FILE: cbpro-trader/daemon/indicators/IndicatorSubsystem.py
class IndicatorSubsystem (line 7) | class IndicatorSubsystem:
method __init__ (line 8) | def __init__(self, period_list):
method recalculate_indicators (line 15) | def recalculate_indicators(self, cur_period):
method calculate_sma (line 29) | def calculate_sma(self, period_name, closing_prices):
method calculate_adx (line 35) | def calculate_adx(self, period_name, close):
method calculate_bbands (line 40) | def calculate_bbands(self, period_name, close):
method calculate_macd (line 52) | def calculate_macd(self, period_name, closing_prices):
method calculate_vol_macd (line 60) | def calculate_vol_macd(self, period_name, volumes):
method calculate_avg_volume (line 67) | def calculate_avg_volume(self, period_name, volumes):
method calculate_obv (line 72) | def calculate_obv(self, period_name, closing_prices, volumes):
method calculate_sar (line 79) | def calculate_sar(self, period_name, highs, lows):
method calculate_stochrsi (line 84) | def calculate_stochrsi(self, period_name, closing_prices):
method calculate_stoch (line 89) | def calculate_stoch(self, period_name, closing_prices):
method calculate_mfi (line 94) | def calculate_mfi(self, period_name, highs, lows, closing_prices, volu...
FILE: cbpro-trader/daemon/interface/cursesDisplay.py
class cursesDisplay (line 7) | class cursesDisplay:
method __init__ (line 8) | def __init__(self, enable=True):
method update_balances (line 26) | def update_balances(self, trade_engine):
method update_candlesticks (line 32) | def update_candlesticks(self, period_list):
method update_heartbeat (line 47) | def update_heartbeat(self):
method update_indicators (line 50) | def update_indicators(self, period_list, indicators):
method update_fills (line 61) | def update_fills(self, trade_engine):
method update_orders (line 70) | def update_orders(self, trade_engine):
method update_signals (line 96) | def update_signals(self, trade_engine):
method update (line 112) | def update(self, trade_engine, indicators, period_list, msg):
method print_color (line 134) | def print_color(self, a, b, c=None, d=None):
method close (line 147) | def close(self):
FILE: cbpro-trader/daemon/interface/web.py
class web (line 5) | class web(object):
method __init__ (line 6) | def __init__(self, indicator_subsys, trade_engine, config, init_engine...
method start (line 89) | def start(self):
FILE: cbpro-trader/daemon/period/Candlestick.py
class Candlestick (line 4) | class Candlestick:
method __init__ (line 5) | def __init__(self, isotime=None, existing_candlestick=None, prev_close...
method add_trade (line 27) | def add_trade(self, new_trade):
method close_candlestick (line 47) | def close_candlestick(self, period_name, prev_stick=None):
method to_list (line 59) | def to_list(self):
method print_stick (line 63) | def print_stick(self, period_name):
FILE: cbpro-trader/daemon/period/MetaPeriod.py
class MetaPeriod (line 10) | class MetaPeriod(Period):
method __init__ (line 11) | def __init__(self, period_size=60, name='Period', product='BTC-USD', f...
method process_trade (line 16) | def process_trade(self, msg):
method get_historical_data (line 32) | def get_historical_data(self, num_periods=200):
FILE: cbpro-trader/daemon/period/Period.py
class Period (line 11) | class Period:
method __init__ (line 12) | def __init__(self, period_size=60, name='Period', product='BTC-USD', i...
method initialize (line 30) | def initialize(self):
method get_historical_data (line 36) | def get_historical_data(self, num_periods=200):
method update_historical_data (line 56) | def update_historical_data(self):
method process_heartbeat (line 64) | def process_heartbeat(self, msg):
method process_trade (line 77) | def process_trade(self, msg):
method get_highs (line 93) | def get_highs(self):
method get_lows (line 96) | def get_lows(self):
method get_closing_prices (line 99) | def get_closing_prices(self):
method get_volumes (line 102) | def get_volumes(self):
method new_candlestick (line 105) | def new_candlestick(self, isotime):
method add_stick (line 110) | def add_stick(self, stick_to_add):
method close_candlestick (line 113) | def close_candlestick(self):
FILE: cbpro-trader/daemon/tests/test_period.py
class TestCandlestick (line 13) | class TestCandlestick(object):
method setup_class (line 14) | def setup_class(self):
method test_init_with_isotime_and_prev_close (line 24) | def test_init_with_isotime_and_prev_close(self):
method test_init_with_isotime_without_prev_close (line 36) | def test_init_with_isotime_without_prev_close(self):
method test_init_without_isotime (line 47) | def test_init_without_isotime(self):
method test_add_trade__new_open (line 60) | def test_add_trade__new_open(self):
method test_add_trade__higher_high (line 71) | def test_add_trade__higher_high(self):
method test_add_trade__lower_low (line 81) | def test_add_trade__lower_low(self):
method test_close_candlestick__all_fields_none (line 91) | def test_close_candlestick__all_fields_none(self):
method test_close_candlestick__close_not_none (line 102) | def test_close_candlestick__close_not_none(self):
class TestPeriod (line 112) | class TestPeriod(object):
method setup_class (line 113) | def setup_class(self):
method test_init__initalize_false (line 119) | def test_init__initalize_false(self):
method test_init__initalize_true (line 130) | def test_init__initalize_true(self, mocker):
FILE: cbpro-trader/daemon/trade/Trade.py
class Trade (line 5) | class Trade:
method __init__ (line 6) | def __init__(self, msg):
method print_trade (line 14) | def print_trade(self):
FILE: cbpro-trader/web/src/App.js
function App (line 6) | function App() {
FILE: cbpro-trader/web/src/components/Balances.jsx
function Balances (line 3) | function Balances(props) {
FILE: cbpro-trader/web/src/components/Chart.jsx
function Chart (line 5) | function Chart (props) {
FILE: cbpro-trader/web/src/components/CollapseButton.jsx
function CollapseButton (line 3) | function CollapseButton(props) {
FILE: cbpro-trader/web/src/components/Config.jsx
class Config (line 6) | class Config extends Component {
method constructor (line 7) | constructor(){
method componentDidMount (line 16) | componentDidMount() {
method handleConfigChange (line 22) | handleConfigChange(event) {
method handlePeriodChange (line 30) | handlePeriodChange(event) {
method handleSubmit (line 44) | handleSubmit(event){
method parseEventData (line 68) | parseEventData(event) {
method parseType (line 88) | parseType(data) {
method createInput (line 100) | createInput(label, value, period) {
method prettifyLabel (line 131) | prettifyLabel(label) {
method render (line 135) | render() {
FILE: cbpro-trader/web/src/components/Details.jsx
function Details (line 3) | function Details(props) {
FILE: cbpro-trader/web/src/components/Flags.jsx
function Flags (line 3) | function Flags(props) {
FILE: cbpro-trader/web/src/components/Orders.jsx
function Orders (line 3) | function Orders(props) {
FILE: cbpro-trader/web/src/components/SelectAvailable.jsx
class SelectAvailable (line 3) | class SelectAvailable extends Component {
method constructor (line 4) | constructor(props){
method componentDidMount (line 9) | componentDidMount() {
method render (line 18) | render() {
FILE: cbpro-trader/web/src/components/Sidebar.jsx
function Sidebar (line 8) | function Sidebar(props) {
FILE: cbpro-trader/web/src/components/Tooltip.jsx
function Tooltip (line 3) | function Tooltip (props) {
FILE: cbpro-trader/web/src/containers/ChartController.jsx
class ChartController (line 8) | class ChartController extends Component {
method constructor (line 9) | constructor() {
method componentDidMount (line 16) | componentDidMount() {
method update (line 33) | update() {
method render (line 85) | render() {
FILE: cbpro-trader/web/src/serviceWorker.js
function register (line 23) | function register(config) {
function registerValidSW (line 57) | function registerValidSW(swUrl, config) {
function checkValidServiceWorker (line 101) | function checkValidServiceWorker(swUrl, config) {
function unregister (line 129) | function unregister() {
Condensed preview — 61 files, each showing path, character count, and a content snippet. Download the .json file or copy for the full structured content (156K chars).
[
{
"path": ".gitignore",
"chars": 134,
"preview": ".DS_Store\n*.pyc\nconfig.yml\n*.log\n.pytest_cache\n__pycache__\n.vscode\ncbpro-trader/daemon/config.live\ncbpro-trader/daemon/c"
},
{
"path": "LICENSE",
"chars": 35147,
"preview": " GNU GENERAL PUBLIC LICENSE\n Version 3, 29 June 2007\n\n Copyright (C) 2007 Free "
},
{
"path": "README.md",
"chars": 7330,
"preview": "# cbpro-trader\n\ncbpro-trader is a bot to automate trading on the Coinbase Pro cryptocurrency exchange. It is based aroun"
},
{
"path": "cbpro-trader/daemon/Dockerfile",
"chars": 671,
"preview": "FROM ubuntu:18.04\n\n# Set locale\nENV LANG C.UTF-8\n# Allow for curses interface\nENV TERM xterm\n\n# Update Ubuntu & install "
},
{
"path": "cbpro-trader/daemon/cbpro-trader.py",
"chars": 6953,
"preview": "#\n# bitcoin-trade.py\n# Mike Cardillo\n#\n# Main program for interacting with Coinbase Pro websocket and managing trade dat"
},
{
"path": "cbpro-trader/daemon/config.yml.sample",
"chars": 470,
"preview": "key: mykey\nsecret: mysecret\npassphrase: mypassphrase\nsandbox: yes\nlive: no\nfrontend: curses\nweb_config: no\nlogging: no\nf"
},
{
"path": "cbpro-trader/daemon/engine/OrderBookCustom.py",
"chars": 870,
"preview": "import cbpro\nimport time\nimport logging\n\nclass OrderBookCustom(cbpro.OrderBook):\n def __init__(self, product_id='BTC-"
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"chars": 1056,
"preview": "import time\nfrom .OrderBookCustom import OrderBookCustom\n\nclass Product(object):\n def __init__(self, auth_client, pro"
},
{
"path": "cbpro-trader/daemon/engine/TradeAndHeartbeatWebsocket.py",
"chars": 1589,
"preview": "import datetime\nimport logging\nimport queue\nimport cbpro\nfrom websocket import WebSocketConnectionClosedException\n\nclass"
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"chars": 15877,
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},
{
"path": "cbpro-trader/daemon/engine/__init__.py",
"chars": 177,
"preview": "from .OrderBookCustom import OrderBookCustom\nfrom .Product import Product\nfrom .TradeEngine import TradeEngine\nfrom .Tra"
},
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"preview": "import talib\nimport logging\nimport numpy as np\nfrom decimal import Decimal\n\n\nclass IndicatorSubsystem:\n def __init__("
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"chars": 50,
"preview": "from .IndicatorSubsystem import IndicatorSubsystem"
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"chars": 6357,
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"chars": 2475,
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},
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"chars": 98,
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},
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"preview": "astroid==2.3.3\natomicwrites==1.2.1\nattrs==18.2.0\nbintrees==2.0.7\n-e git+https://github.com/mcardillo55/coinbasepro-pytho"
},
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"path": "cbpro-trader/daemon/tests/__init__.py",
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"preview": ""
},
{
"path": "cbpro-trader/daemon/tests/test_period.py",
"chars": 6320,
"preview": "#\n# test_period.py\n# Mike Cardillo\n#\n# Pytest tests on the period file\n\nimport period\nimport trade\nimport datetime\nimpor"
},
{
"path": "cbpro-trader/daemon/trade/Trade.py",
"chars": 548,
"preview": "import dateutil.parser\nimport logging\n\n\nclass Trade:\n def __init__(self, msg):\n self.seq = int(msg.get('sequen"
},
{
"path": "cbpro-trader/daemon/trade/__init__.py",
"chars": 24,
"preview": "from .Trade import Trade"
},
{
"path": "cbpro-trader/web/.gitignore",
"chars": 310,
"preview": "# See https://help.github.com/articles/ignoring-files/ for more about ignoring files.\n\n# dependencies\n/node_modules\n/.pn"
},
{
"path": "cbpro-trader/web/Dockerfile",
"chars": 80,
"preview": "FROM node:13.6.0\n\n# Install node dependencies\nWORKDIR /frontend/\nRUN npm install"
},
{
"path": "cbpro-trader/web/README.md",
"chars": 2867,
"preview": "This project was bootstrapped with [Create React App](https://github.com/facebook/create-react-app).\n\n## Available Scrip"
},
{
"path": "cbpro-trader/web/package.json",
"chars": 729,
"preview": "{\n \"name\": \"web\",\n \"version\": \"0.1.0\",\n \"private\": true,\n \"dependencies\": {\n \"lightweight-charts\": \"^3.1.5\",\n "
},
{
"path": "cbpro-trader/web/public/index.html",
"chars": 1727,
"preview": "<!DOCTYPE html>\n<html lang=\"en\">\n <head>\n <meta charset=\"utf-8\" />\n <link rel=\"shortcut icon\" href=\"%PUBLIC_URL%/"
},
{
"path": "cbpro-trader/web/public/manifest.json",
"chars": 497,
"preview": "{\n \"short_name\": \"React App\",\n \"name\": \"Create React App Sample\",\n \"icons\": [\n {\n \"src\": \"favicon.ico\",\n "
},
{
"path": "cbpro-trader/web/public/robots.txt",
"chars": 57,
"preview": "# https://www.robotstxt.org/robotstxt.html\nUser-agent: *\n"
},
{
"path": "cbpro-trader/web/src/App.css",
"chars": 2494,
"preview": "#chart-controller {\n display: flex;\n height: 100vh;\n}\n#chart {\n flex: 1;\n}\n#collapse-button {\n display: flex;\n just"
},
{
"path": "cbpro-trader/web/src/App.js",
"chars": 227,
"preview": "import React from 'react';\nimport ChartController from './containers/ChartController'\n\nimport './App.css';\n\nfunction App"
},
{
"path": "cbpro-trader/web/src/App.test.js",
"chars": 248,
"preview": "import React from 'react';\nimport ReactDOM from 'react-dom';\nimport App from './App';\n\nit('renders without crashing', ()"
},
{
"path": "cbpro-trader/web/src/actions/index.js",
"chars": 945,
"preview": "export const changeActivePeriod = period_name => ({\n type: 'CHANGE_ACTIVE_PERIOD',\n period_name\n})\n\nexport const c"
},
{
"path": "cbpro-trader/web/src/components/Balances.jsx",
"chars": 510,
"preview": "import React from 'react';\n\nfunction Balances(props) {\n const { balances } = props;\n return(\n <ul id=\"balan"
},
{
"path": "cbpro-trader/web/src/components/Chart.jsx",
"chars": 3570,
"preview": "import React from 'react';\nimport * as LightweightCharts from 'lightweight-charts';\nimport Tooltip from './Tooltip';\n\nfu"
},
{
"path": "cbpro-trader/web/src/components/CollapseButton.jsx",
"chars": 273,
"preview": "import React from 'react';\n\nfunction CollapseButton(props) {\n const buttonDirection = props.collapsed ? \"<\" : \">\"\n "
},
{
"path": "cbpro-trader/web/src/components/Config.jsx",
"chars": 6887,
"preview": "import React, { Component } from 'react'\nimport { connect } from 'react-redux'\nimport { addPeriod, changeActivePeriod, c"
},
{
"path": "cbpro-trader/web/src/components/Details.jsx",
"chars": 879,
"preview": "import React from 'react';\n\nfunction Details(props) {\n const { indicators } = props;\n return(\n <div id=\"det"
},
{
"path": "cbpro-trader/web/src/components/Flags.jsx",
"chars": 604,
"preview": "import React from 'react';\n\nfunction Flags(props) {\n const { flags } = props;\n return(\n <div id=\"flags\" cla"
},
{
"path": "cbpro-trader/web/src/components/Orders.jsx",
"chars": 2208,
"preview": "import React from 'react';\n\nfunction Orders(props) {\n const { orders } = props;\n return(\n <div id=\"orders\" "
},
{
"path": "cbpro-trader/web/src/components/SelectAvailable.jsx",
"chars": 961,
"preview": "import React, { Component } from 'react'\n\nclass SelectAvailable extends Component {\n constructor(props){\n supe"
},
{
"path": "cbpro-trader/web/src/components/Sidebar.jsx",
"chars": 2790,
"preview": "import React from 'react';\nimport DetailsContainer from '../containers/DetailsContainer'\nimport FlagsContainer from '../"
},
{
"path": "cbpro-trader/web/src/components/Tooltip.jsx",
"chars": 333,
"preview": "import React from 'react';\n\nfunction Tooltip (props) {\n return (\n <div id=\"tooltip\">\n <div id=\"tool"
},
{
"path": "cbpro-trader/web/src/containers/BalancesContainer.jsx",
"chars": 212,
"preview": "import { connect } from 'react-redux'\nimport Balances from '../components/Balances'\n\nconst mapStateToProps = state => ({"
},
{
"path": "cbpro-trader/web/src/containers/ChartContainer.jsx",
"chars": 255,
"preview": "import { connect } from 'react-redux'\nimport Chart from '../components/Chart'\n\nconst mapStateToProps = state => ({\n a"
},
{
"path": "cbpro-trader/web/src/containers/ChartController.jsx",
"chars": 4320,
"preview": "import React, { Component } from 'react'\nimport { connect } from 'react-redux'\nimport { addPeriod, changeActivePeriod, u"
},
{
"path": "cbpro-trader/web/src/containers/DetailsContainer.jsx",
"chars": 213,
"preview": "import { connect } from 'react-redux'\nimport Details from '../components/Details'\n\nconst mapStateToProps = state => ({\n "
},
{
"path": "cbpro-trader/web/src/containers/FlagsContainer.jsx",
"chars": 197,
"preview": "import { connect } from 'react-redux'\nimport Flags from '../components/Flags'\n\nconst mapStateToProps = state => ({\n f"
},
{
"path": "cbpro-trader/web/src/containers/OrdersContainer.jsx",
"chars": 202,
"preview": "import { connect } from 'react-redux'\nimport Orders from '../components/Orders'\n\nconst mapStateToProps = state => ({\n "
},
{
"path": "cbpro-trader/web/src/containers/SidebarContainer.jsx",
"chars": 788,
"preview": "import { connect } from 'react-redux'\nimport { changeActivePeriod, changePrimarySection, changeSecondarySection } from '"
},
{
"path": "cbpro-trader/web/src/index.css",
"chars": 366,
"preview": "body {\n margin: 0;\n font-family: -apple-system, BlinkMacSystemFont, \"Segoe UI\", \"Roboto\", \"Oxygen\",\n \"Ubuntu\", \"Can"
},
{
"path": "cbpro-trader/web/src/index.js",
"chars": 683,
"preview": "import React from 'react';\nimport ReactDOM from 'react-dom';\nimport './index.css';\nimport App from './App';\nimport * as "
},
{
"path": "cbpro-trader/web/src/reducers/chart.js",
"chars": 766,
"preview": "const chart = (state = {period_list: [], candlesticks: [], indicators: []}, action) => {\n switch (action.type) {\n "
},
{
"path": "cbpro-trader/web/src/reducers/index.js",
"chars": 159,
"preview": "import { combineReducers } from 'redux'\nimport chart from './chart'\nimport sidebar from './sidebar'\n\nexport default comb"
},
{
"path": "cbpro-trader/web/src/reducers/sidebar.js",
"chars": 1144,
"preview": "const sidebar = (state = {indicators: [], flags: {}, balances: {}, orders: {'fills': [], 'orders': []},\n "
},
{
"path": "cbpro-trader/web/src/serviceWorker.js",
"chars": 4951,
"preview": "// This optional code is used to register a service worker.\n// register() is not called by default.\n\n// This lets the ap"
},
{
"path": "docker-compose.prod.yml",
"chars": 104,
"preview": "version: \"3\"\nservices:\n cbpro:\n ports:\n - \"8080:8080\"\n environment:\n PRODUCTION: 'true'"
},
{
"path": "docker-compose.yml",
"chars": 303,
"preview": "version: \"3\"\nservices:\n cbpro:\n build: ./cbpro-trader/daemon\n command: python3 ./cbpro-trader.py\n volumes:\n "
}
]
About this extraction
This page contains the full source code of the mcardillo55/cbpro-trader GitHub repository, extracted and formatted as plain text for AI agents and large language models (LLMs). The extraction includes 61 files (144.7 KB), approximately 34.1k tokens, and a symbol index with 139 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.