sharing current

config/default.yaml

@@ -110,7 +110,7 @@ LTC-USD:
     only_when_trend_is_full: true
     post_only: true
     cancel_after: min
-    below_midmarket: 0.005
+    below_midmarket: 0.001
     spread_n: 3
     spread_v: 0.01
   sell:

lib/bot.js

@@ -187,7 +187,6 @@ class GDAXBot extends TradingBot {
 						self.my_buy_data_by_id[data.id] = data;
 						eventEmitter.emit('buy_confirmed', data);
 						log.info(process.pid, 'BUY CONFIRMED', data);
-
 					}
 				});
 			}

lib/terminal.js

@@ -21,6 +21,8 @@ if (settings.get('general.log')) {
 var theme = require(`../themes/${settings.get('general.terminal.theme')}.json`);
 var product_ids = settings.get('general.product_ids');
 var trades = {};
+var initial_profit_sn = undefined;
+var initial_profit_wf = undefined;
 
 product_ids.forEach((product_id) => {
 	trades[product_id] = [];
@@ -211,6 +213,28 @@ function account (data) {
 			{
 				misc_x = calc_x + Math.max(calc_sell_now_length, calc_wait_fill_length, calc_fees_length);
 			}
+
+
+			// Account Profits
+			options.x = misc_x;
+			options.y = 1;
+			let profits = `Profits (${settings.get('account.initial_investment')}): `;
+			options.attr = theme.account.title;
+			b_account.put(options, profits);
+
+			options.x = misc_x + profits.length;
+			let profit_wait_fill_label = 'Wait Fill: ';
+			options.attr = theme.account.label;
+			b_account.put(options, profit_wait_fill_label);
+
+			let profit_wait_fill = parseFloat(parseFloat(parseFloat(data.account.balance) + parseFloat(data.calculations.wait_fill) - parseFloat(settings.get('account.initial_investment'))).toFixed(2));
+			if (initial_profit_wf === undefined)
+				initial_profit_wf = profit_wait_fill;
+			profit_wait_fill_percentage = (((profit_wait_fill / initial_profit_wf) - 1) * 100).toFixed(4);
+
+			options.x = options.x + profit_wait_fill_label.length;
+			options.attr = theme.account.standard;
+			b_account.put(options, `${profit_wait_fill} (${profit_wait_fill_percentage} %; this run)`);
 		}
 
 		// Account Misc

main.js

@@ -346,7 +346,7 @@ function open_websocket() {
 								fees: sell_now_sum * .003,
 							}
 
-							orders_cache = [];
+							// orders_cache = [];
 							getting_orders = false;
 						}
 					} else {

strategies/trendlines.js

@@ -0,0 +1,115 @@
+'use strict';
+
+const settings = require('config');
+const stats = require('stats-lite');
+
+
+
+class TrendLines {
+	constructor() {
+		this.trade_prices = [];
+	}
+
+	add(add) {
+		if (typeof add !== 'object')
+			throw new Error(`The parameter 'add' should be an object; not a ${typeof add}.`);
+
+		if (add.trades)
+			this.addTrades(add.trades);
+	}
+
+	addTrades(trades) {
+		for (let trade in trades) {
+			// console.log('add trade price:', parseFloat(trades[trade].price.toString()))
+			this.trade_prices.push(parseFloat(trades[trade].toString()));
+
+			while (this.trade_prices.length > settings.get(`${this.product_id}.strategies.StdDev.trades_n`)) {
+				this.trade_prices.shift();
+			}
+		}
+	}
+
+	generateDummyData(product_id, count) {
+		const uuidv4 = require('uuid/v4');
+
+		this.set({
+			product_id: product_id
+		});
+
+		count = count || settings.get(`${this.product_id}.strategies.StdDev.trades_n`);
+
+		let dummy_data = [];
+		let starting_id = Math.ceil(Math.random() * 100);
+		let starting_price = 0;
+
+		switch (this.product_id) {
+			case 'BTC-USD':
+				starting_price = Math.random() * 10000;
+			case 'ETH-USD':
+				starting_price = Math.random() * 1000;
+			case 'LTC-USD':
+				starting_price = Math.random() * 100;
+		}
+
+		for (let i = 0; i < count; i++) {
+			dummy_data.push(parseFloat((Math.floor(Math.random() * 2) ? starting_price + Math.random() * 2 : starting_price + Math.random() * 2)).toFixed(2));
+		}
+
+		this.add({
+			trades: dummy_data
+		});
+	}
+
+	get() {
+		let strategy = {
+			stddev: stats.stdev(this.trade_prices),
+			mean: stats.mean(this.trade_prices),
+			last_trade_price: this.trade_prices[this.trade_prices.length - 1],
+			trades_n: this.trade_prices.length,
+		}
+
+		strategy.diff_price_and_mean = strategy.last_trade_price - strategy.mean;
+		strategy.direction = (Math.abs(strategy.diff_price_and_mean) === strategy.diff_price_and_mean) ? 'Up' : 'Down';
+
+		// Only change directions if we exceed the stddev; positive or negative.
+		if (
+			(Math.abs(strategy.diff_price_and_mean) > strategy.stddev)
+			&& (Math.abs(strategy.diff_price_and_mean) === strategy.diff_price_and_mean)
+		) {
+			this.trending_up = true;
+		} else if (
+			(Math.abs(strategy.diff_price_and_mean) > strategy.stddev)
+			&& (Math.abs(strategy.diff_price_and_mean) !== strategy.diff_price_and_mean)
+		) {
+			this.trending_up = false; //literally: direction down
+		}
+
+		strategy.is_trending_up = this.trending_up;
+
+		// Buy as long as the overall direction is up.
+		strategy.should_buy = this.trending_up;
+
+		return strategy;
+	}
+
+	set(set) {
+		if (typeof set !== 'object')
+			throw new Error(`The parameter 'set' should be an object; not a ${typeof set}.`);
+
+		if ('product_id' in set)
+		{
+			if (typeof set.product_id !== 'string')
+				throw new Error(`The parameter 'set.product_id' should be a string; not a ${typeof set.product_id}.`);
+
+			if (settings.get('general.product_ids').indexOf(set.product_id) === -1)
+				throw new Error(`The parameter 'set.product_id' is not valid (${set.product_id}); should be one of: ${settings.get('general.product_ids')}.`);
+
+
+			this.product_id = set.product_id
+		}
+	}
+}
+
+module.exports = StdDev;
+
+// const stddev = require('./strategies/stddev.js')